From ea10da32ba21e35703ae258c72c4bb848bef6f2e Mon Sep 17 00:00:00 2001 From: Chia-hung Tai Date: Thu, 8 Dec 2022 23:47:05 +0800 Subject: [PATCH] Fix warning in processor.py. (#1386) * Fix warning in processor.py. * Remove comment. --- qlib/data/dataset/processor.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py index b7abb2000..a6445052f 100644 --- a/qlib/data/dataset/processor.py +++ b/qlib/data/dataset/processor.py @@ -313,7 +313,7 @@ class CSZScoreNorm(Processor): self.fields_group = [self.fields_group] for g in self.fields_group: cols = get_group_columns(df, g) - df[cols] = df[cols].groupby("datetime").apply(self.zscore_func) + df[cols] = df[cols].groupby("datetime", group_keys=False).apply(self.zscore_func) return df