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Fix warning in processor.py. (#1386)
* Fix warning in processor.py. * Remove comment.
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qlib/data/dataset/processor.py

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Original file line numberDiff line numberDiff line change
@@ -313,7 +313,7 @@ def __call__(self, df):
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self.fields_group = [self.fields_group]
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for g in self.fields_group:
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cols = get_group_columns(df, g)
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df[cols] = df[cols].groupby("datetime").apply(self.zscore_func)
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df[cols] = df[cols].groupby("datetime", group_keys=False).apply(self.zscore_func)
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return df
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