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suppress the SettingWithCopyWarning of pandas (#1513)

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* df value is set as expected, suppress the warning;

* depress warning with pandas option_context

---------

Co-authored-by: Cadenza-Li <362237642@qq.com>
This commit is contained in:
Fivele-Li
2023-09-01 18:12:49 +08:00
committed by GitHub
parent 4c30e5827b
commit 69e28ceab8
1 changed files with 7 additions and 3 deletions
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10
qlib/data/dataset/processor.py
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@@ -318,9 +318,13 @@ class CSZScoreNorm(Processor):
# try not modify original dataframe # try not modify original dataframe
if not isinstance(self.fields_group, list): if not isinstance(self.fields_group, list):
self.fields_group = [self.fields_group] self.fields_group = [self.fields_group]
for g in self.fields_group: # depress warning by references:
cols = get_group_columns(df, g) # https://stackoverflow.com/questions/20625582/how-to-deal-with-settingwithcopywarning-in-pandas
df[cols] = df[cols].groupby("datetime", group_keys=False).apply(self.zscore_func) # https://pandas.pydata.org/pandas-docs/stable/user_guide/options.html#getting-and-setting-options
with pd.option_context("mode.chained_assignment", None):
for g in self.fields_group:
cols = get_group_columns(df, g)
df[cols] = df[cols].groupby("datetime", group_keys=False).apply(self.zscore_func)
return df return df