Fix warning in processor.py. (#1386)

* Fix warning in processor.py. * Remove comment.
microsoft · Dec 8, 2022 · ea10da3 · ea10da3
1 parent 577923a
commit ea10da3
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py
@@ -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