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[fix] keep group_keys=False in Average Ensemble #1913

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Merged
SunsetWolf merged 1 commit into from
May 8, 2025
Merged

[fix] keep group_keys=False in Average Ensemble #1913

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2 changes: 1 addition & 1 deletion qlib/model/ens/ensemble.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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
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