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[fix] keep group_keys=False in Average Ensemble (#1913)
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qlib/model/ens/ensemble.py

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@@ -126,7 +126,7 @@ def __call__(self, ensemble_dict: dict) -> pd.DataFrame:
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# NOTE: this may change the style underlying data!!!!
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# from pd.DataFrame to pd.Series
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results = pd.concat(values, axis=1)
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results = results.groupby("datetime").apply(lambda df: (df - df.mean()) / df.std())
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results = results.groupby("datetime", group_keys=False).apply(lambda df: (df - df.mean()) / df.std())
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results = results.mean(axis=1)
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results = results.sort_index()
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return results

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