TPTBusiness f4deda99b5 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>

2026-04-26 11:50:52 +02:00

..

CoSTEER

feat: Fast mode - CoSTEER goes to backtest after 1 iteration

2026-04-04 20:52:39 +02:00

data_science

fix: Add Bandit security scanning and fix critical vulnerabilities

2026-04-03 11:55:05 +02:00

factor_coder

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

2026-04-26 11:50:52 +02:00

finetune

feat: add LLM-finetune scenario (#1314)

2026-03-02 19:04:10 +08:00

model_coder

fix(security): resolve all 30 Bandit security alerts (B301, B614, B104)

2026-04-21 22:24:57 +02:00

rl

feat: Full system integration - RL + Protections + Backtesting + CLI

2026-04-03 13:53:32 +02:00

kronos_adapter.py

fix(kronos): replace rdagent_logger with stdlib logging for CI compatibility

2026-04-18 12:24:47 +02:00