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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:
Linlang
2025-05-13 16:02:49 +08:00
committed by GitHub
parent df557d29d5
commit fbba768006
43 changed files with 153 additions and 98 deletions

View File

@@ -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)