From df557d29d516f6741fd8b3b26cea05f8516c8435 Mon Sep 17 00:00:00 2001
From: Dred <1577347854@qq.com>
Date: Thu, 8 May 2025 15:03:46 +0800
Subject: [PATCH] [fix] keep group_keys=False in Average Ensemble (#1913)

---
 qlib/model/ens/ensemble.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/qlib/model/ens/ensemble.py b/qlib/model/ens/ensemble.py
index 1ebb16f18..1670a6538 100644
--- a/qlib/model/ens/ensemble.py
+++ b/qlib/model/ens/ensemble.py
@@ -126,7 +126,7 @@ class AverageEnsemble(Ensemble):
         # NOTE: this may change the style underlying data!!!!
         # from pd.DataFrame to pd.Series
         results = pd.concat(values, axis=1)
-        results = results.groupby("datetime").apply(lambda df: (df - df.mean()) / df.std())
+        results = results.groupby("datetime", group_keys=False).apply(lambda df: (df - df.mean()) / df.std())
         results = results.mean(axis=1)
         results = results.sort_index()
         return results