From 0733c5ee7eabf9ab4e9c2f72cb1f0f8063f22cd2 Mon Sep 17 00:00:00 2001 From: konglingbai Date: Mon, 21 Apr 2025 22:37:47 +0800 Subject: [PATCH] [fix] keep group_keys=False in Average Ensemble --- qlib/model/ens/ensemble.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/qlib/model/ens/ensemble.py b/qlib/model/ens/ensemble.py index 1ebb16f18bc..1670a6538ef 100644 --- a/qlib/model/ens/ensemble.py +++ b/qlib/model/ens/ensemble.py @@ -126,7 +126,7 @@ def __call__(self, ensemble_dict: dict) -> pd.DataFrame: # NOTE: this may change the style underlying data!!!! # from pd.DataFrame to pd.Series results = pd.concat(values, axis=1) - results = results.groupby("datetime").apply(lambda df: (df - df.mean()) / df.std()) + results = results.groupby("datetime", group_keys=False).apply(lambda df: (df - df.mean()) / df.std()) results = results.mean(axis=1) results = results.sort_index() return results