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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
qlib/backtest/report.py
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@@ -114,7 +114,11 @@ class PortfolioMetrics:
_temp_result, _ = get_higher_eq_freq_feature(_codes, fields, start_time, end_time, freq=freq)
if len(_temp_result) == 0:
raise ValueError(f"The benchmark {_codes} does not exist. Please provide the right benchmark")
return _temp_result.groupby(level="datetime")[_temp_result.columns.tolist()[0]].mean().fillna(0)
return (
_temp_result.groupby(level="datetime", group_keys=False)[_temp_result.columns.tolist()[0]]
.mean()
.fillna(0)
)
def _sample_benchmark(
self,