liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

[fix] keep group_keys=False in Average Ensemble (#1913)

Browse Source
This commit is contained in:
Dred
2025-05-08 15:03:46 +08:00
committed by GitHub
parent be9cd9fe23
commit df557d29d5
1 changed files with 1 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
qlib/model/ens/ensemble.py
View File

@@ -126,7 +126,7 @@ class AverageEnsemble(Ensemble):
# NOTE: this may change the style underlying data!!!! # NOTE: this may change the style underlying data!!!!
# from pd.DataFrame to pd.Series # from pd.DataFrame to pd.Series
results = pd.concat(values, axis=1) 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.mean(axis=1)
results = results.sort_index() results = results.sort_index()
return results return results