fix some comments and add docstring

qlib/data/dataset/utils.py

@@ -70,3 +70,27 @@ def fetch_df_by_index(
         return df.loc[
             pd.IndexSlice[idx_slc],
         ]
+
+
+def convert_index_format(df: Union[pd.DataFrame, pd.Series], level: str = "datetime") -> Union[pd.DataFrame, pd.Series]:
+    """
+    Convert the format of df.MultiIndex according to the following rules:
+        - If `level` is the first level of df.MultiIndex, do nothing
+        - If `level` is the second level of df.MultiIndex, swap the level of index.
+
+    Parameters
+    ----------
+    df : Union[pd.DataFrame, pd.Series]
+        raw DataFrame/Series
+    level : str, optional
+        the level that will be converted to the first one, by default "datetime"
+
+    Returns
+    -------
+    Union[pd.DataFrame, pd.Series]
+        converted DataFrame/Series
+    """
+
+    if get_level_index(df, level=level) == 1:
+        df = df.swaplevel().sort_index()
+    return df