pass the whole workflow

qlib/data/dataset/utils.py

@@ -0,0 +1,32 @@
+from typing import Union
+import pandas as pd
+
+
+def get_level_index(df: pd.DataFrame, level=Union[str, int]) -> int:
+    """
+
+    get the level index of `df` given `level`
+
+    Parameters
+    ----------
+    df : pd.DataFrame
+        data
+    level : Union[str, int]
+        index level
+
+    Returns
+    -------
+    int:
+        The level index in the multiple index
+    """
+    if isinstance(level, str):
+        try:
+            return df.index.names.index(level)
+        except (AttributeError, ValueError):
+            # NOTE: If level index is not given in the data, the default level index will be ('datetime', 'instrument')
+            return ('datetime', 'instrument').index(level)
+    elif isinstance(level, int):
+        return level
+    else:
+        raise NotImplementedError(f"This type of input is not supported")
+