fix: record_temp datetime extraction with ambiguous level names#2173
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EdenRochmanSharabi wants to merge 1 commit intomicrosoft:mainfrom
Open
fix: record_temp datetime extraction with ambiguous level names#2173EdenRochmanSharabi wants to merge 1 commit intomicrosoft:mainfrom
EdenRochmanSharabi wants to merge 1 commit intomicrosoft:mainfrom
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PortAnaRecord._generate and MultiPassPortAnaRecord.random_init used
pred.index.get_level_values("datetime") which assumes datetime is a
named level that pandas can resolve directly. This can fail when the
MultiIndex level ordering differs. Now we first resolve the position
with index.names.index("datetime") and pass the integer position to
get_level_values().
Fixes microsoft#1909
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EdenRochmanSharabi
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Summary
Fixes #1909
pred.index.get_level_values("datetime")fails when the datetime level position varies in the MultiIndex. The string-based lookup is ambiguous when level ordering differs from what is assumed.Changes
qlib/workflow/record_temp.py: Replaced string-basedget_level_values("datetime")with positional lookup viaindex.names.index("datetime")in bothPortAnaRecord._generate()andMultiPassPortAnaRecord.random_init()tests/test_record_temp_datetime.py: Tests covering datetime at different positions and missing datetime level