From 9abf00ec4447799ef6c1597c6e415ab4da0d9605 Mon Sep 17 00:00:00 2001 From: Chia-hung Tai Date: Wed, 7 Dec 2022 20:23:17 +0800 Subject: [PATCH 1/2] Fix warning in processor.py. --- qlib/data/dataset/processor.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py index b7abb20002..d1f5c121b4 100644 --- a/qlib/data/dataset/processor.py +++ b/qlib/data/dataset/processor.py @@ -313,7 +313,8 @@ def __call__(self, df): self.fields_group = [self.fields_group] for g in self.fields_group: cols = get_group_columns(df, g) - df[cols] = df[cols].groupby("datetime").apply(self.zscore_func) + # df[cols] = df[cols].groupby("datetime").apply(self.zscore_func) + df[cols] = df[cols].groupby("datetime", group_keys=False).apply(self.zscore_func) return df From c32410807a9cf594d00766240145a5c9f9b4badf Mon Sep 17 00:00:00 2001 From: Chia-hung Tai Date: Wed, 7 Dec 2022 20:26:06 +0800 Subject: [PATCH 2/2] Remove comment. --- qlib/data/dataset/processor.py | 1 - 1 file changed, 1 deletion(-) diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py index d1f5c121b4..a6445052fb 100644 --- a/qlib/data/dataset/processor.py +++ b/qlib/data/dataset/processor.py @@ -313,7 +313,6 @@ def __call__(self, df): self.fields_group = [self.fields_group] for g in self.fields_group: cols = get_group_columns(df, g) - # df[cols] = df[cols].groupby("datetime").apply(self.zscore_func) df[cols] = df[cols].groupby("datetime", group_keys=False).apply(self.zscore_func) return df