fix(auto-fixer): preserve date dimension in groupby(['instrument','date']) fix

The previous fixer converted groupby(['instrument','date']) → groupby(level=1),
stripping the date level. This caused intraday calculations (VWAP, rolling-std,
cumsum) to accumulate across trading days instead of resetting daily, producing
all-NaN factor output — causing 100% failure rate on intraday factors.

New behaviour: capture the DataFrame variable name and emit:
  var.groupby([var.index.get_level_values(1),
               var.index.get_level_values(0).normalize()])
which groups by (instrument, day) as originally intended.

Adds test/qlib/test_auto_fixer.py covering all fixer cases.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

test/qlib/test_auto_fixer.py

@@ -0,0 +1,68 @@
+"""Tests for FactorAutoFixer — the pre-execution code patcher."""
+
+import pytest
+
+from rdagent.components.coder.factor_coder.auto_fixer import FactorAutoFixer
+
+
+@pytest.fixture()
+def fixer():
+    return FactorAutoFixer()
+
+
+class TestResetIndexGroupby:
+    def test_replaces_level_groupby_on_reset_var(self, fixer):
+        code = "df_r = df.reset_index()\ndf_r['x'] = df_r.groupby(level=1)['$close'].mean()"
+        result = fixer.fix(code)
+        assert "groupby('instrument')" in result
+
+    def test_does_not_touch_normal_multiindex_groupby(self, fixer):
+        code = "df['x'] = df.groupby(level=1)['$close'].mean()"
+        result = fixer.fix(code)
+        assert "groupby(level=1)" in result
+
+
+class TestGroupbyMixedLevels:
+    def test_strips_string_from_mixed_list(self, fixer):
+        result = fixer.fix("df.groupby(level=[1, 'date']).apply(fn)")
+        assert "groupby(level=1)" in result
+
+    def test_multiple_ints_kept(self, fixer):
+        result = fixer.fix("df.groupby(level=[0, 1, 'x']).apply(fn)")
+        assert "groupby(level=[0, 1])" in result
+
+
+class TestGroupbyColumnOnMultiindex:
+    def test_instrument_date_becomes_two_level(self, fixer):
+        code = "df['v'] = df.groupby(['instrument', 'date'])['$volume'].cumsum()"
+        result = fixer.fix(code)
+        assert "get_level_values(1)" in result
+        assert "normalize()" in result
+        assert "level=1)" not in result.split("get_level_values")[0]
+
+    def test_date_instrument_becomes_two_level(self, fixer):
+        code = "df['v'] = df.groupby(['date', 'instrument'])['$volume'].cumsum()"
+        result = fixer.fix(code)
+        assert "get_level_values(0).normalize()" in result
+        assert "get_level_values(1)" in result
+
+    def test_single_instrument_becomes_level1(self, fixer):
+        result = fixer.fix("df.groupby(['instrument'])['x'].mean()")
+        assert "groupby(level=1)" in result
+
+    def test_reset_index_not_double_fixed(self, fixer):
+        # After reset_index fix emits groupby('instrument'), this fixer must NOT
+        # convert that to groupby(level=1).
+        code = "df_r = df.reset_index()\ndf_r['x'] = df_r.groupby(level=1)['p'].mean()"
+        result = fixer.fix(code)
+        assert "groupby('instrument')" in result
+
+
+class TestRollingDdof:
+    def test_removes_ddof_from_rolling_args(self, fixer):
+        result = fixer.fix("df.rolling(20, min_periods=1, ddof=1).std()")
+        assert "ddof" not in result
+
+    def test_removes_ddof_from_std_args(self, fixer):
+        result = fixer.fix("df.rolling(20).std(ddof=1)")
+        assert "ddof" not in result