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Fix warning in processor.py. (#1386)

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* Fix warning in processor.py.

* Remove comment.
This commit is contained in:
Chia-hung Tai
2022-12-08 23:47:05 +08:00
committed by GitHub
parent 577923a9f0
commit ea10da32ba
1 changed files with 1 additions and 1 deletions
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qlib/data/dataset/processor.py
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@@ -313,7 +313,7 @@ class CSZScoreNorm(Processor):
self.fields_group = [self.fields_group] self.fields_group = [self.fields_group]
for g in self.fields_group: for g in self.fields_group:
cols = get_group_columns(df, g) 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 return df