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仅在workflow中将Alpha158改成Alpha360后,「prediction, backtest & analysis」环节出现ValueError: The name datetime occurs multiple times, use a level number
The text was updated successfully, but these errors were encountered:
Similar problem, when use: analysis_position.rank_label_graph(positions, label_df)
It was caused in line 171, qlib/contrib/report/analysis_position/parse_position.py
_position_df = parse_position(position)
This generate dataframe with multiindex ['instruments','datetime']
if calculate_label_rank: _position_df = _calculate_label_rank(_position_df)
Dataframe transfer to multiindex ['datetime','instruments','datetime'] , and caused the above error
Droplevel could fix it: _position_df = _position_df.droplevel(level=0, )
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fix microsoft#1893
d1ae67a
- adapt pandas >= 1.5.0 - add group_keys when the result from apply is a like-indexed Series or DataFrame
81adb77
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仅在workflow中将Alpha158改成Alpha360后,「prediction, backtest & analysis」环节出现ValueError: The name datetime occurs multiple times, use a level number
The text was updated successfully, but these errors were encountered: