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Fix warning in processor.py. (#1386)
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* Fix warning in processor.py.

* Remove comment.
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ChiahungTai authored Dec 8, 2022
1 parent 577923a commit ea10da3
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion qlib/data/dataset/processor.py
Original file line number Diff line number Diff line change
Expand Up @@ -313,7 +313,7 @@ def __call__(self, df):
self.fields_group = [self.fields_group]
for g in self.fields_group:
cols = get_group_columns(df, g)
df[cols] = df[cols].groupby("datetime").apply(self.zscore_func)
df[cols] = df[cols].groupby("datetime", group_keys=False).apply(self.zscore_func)
return df


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