We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
There was an error while loading. Please reload this page.
1 parent be9cd9f commit df557d2Copy full SHA for df557d2
qlib/model/ens/ensemble.py
@@ -126,7 +126,7 @@ def __call__(self, ensemble_dict: dict) -> pd.DataFrame:
126
# NOTE: this may change the style underlying data!!!!
127
# from pd.DataFrame to pd.Series
128
results = pd.concat(values, axis=1)
129
- 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())
130
results = results.mean(axis=1)
131
results = results.sort_index()
132
return results
0 commit comments