mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-11 23:06:58 +08:00
fixed a problem with multi index caused by the default value of groupkey (#1917)
* fixed a problem with multi index caused by the default value of groupkey * modify group_key default value * limit pandas verion * format with black * fix docs error * fix docs error * fixed bugs caused by pandas upgrade * remove needless code * reformat with black * limit version & add docs
This commit is contained in:
@@ -29,7 +29,7 @@ def _create_ts_slices(index, seq_len):
|
||||
assert index.is_lexsorted(), "index should be sorted"
|
||||
|
||||
# number of dates for each code
|
||||
sample_count_by_codes = pd.Series(0, index=index).groupby(level=0).size().values
|
||||
sample_count_by_codes = pd.Series(0, index=index).groupby(level=0, group_keys=False).size().values
|
||||
|
||||
# start_index for each code
|
||||
start_index_of_codes = np.roll(np.cumsum(sample_count_by_codes), 1)
|
||||
|
||||
Reference in New Issue
Block a user