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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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2
qlib/tests/__init__.py
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@@ -187,7 +187,7 @@ class MockInstrumentStorage(MockStorageBase, InstrumentStorage):
def __init__(self, **kwargs):
super().__init__()
instruments = {}
for symbol, group in self.df.groupby(by="symbol"):
for symbol, group in self.df.groupby(by="symbol", group_keys=False):
start = group["datetime"].iloc[0]
end = group["datetime"].iloc[-1]
instruments[symbol] = [(start, end)]