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fixed a problem with multi index caused by the default value of groupkey (#1917)

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* 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
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6
examples/highfreq/highfreq_ops.py
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@@ -25,7 +25,7 @@ class DayLast(ElemOperator):
def _load_internal(self, instrument, start_index, end_index, freq):
_calendar = get_calendar_day(freq=freq)
series = self.feature.load(instrument, start_index, end_index, freq)
return series.groupby(_calendar[series.index]).transform("last")
return series.groupby(_calendar[series.index], group_keys=False).transform("last")
class FFillNan(ElemOperator):
@@ -44,7 +44,7 @@ class FFillNan(ElemOperator):
def _load_internal(self, instrument, start_index, end_index, freq):
series = self.feature.load(instrument, start_index, end_index, freq)
return series.fillna(method="ffill")
return series.ffill()
class BFillNan(ElemOperator):
@@ -63,7 +63,7 @@ class BFillNan(ElemOperator):
def _load_internal(self, instrument, start_index, end_index, freq):
series = self.feature.load(instrument, start_index, end_index, freq)
return series.fillna(method="bfill")
return series.bfill()
class Date(ElemOperator):