Resolve duplicate "datetime" level across remaining qlib call sites#2217
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Resolve duplicate "datetime" level across remaining qlib call sites#2217genisis0x wants to merge 1 commit into
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Follow-up hardening on top of the microsoft#1909 PortAnaRecord fix. Several other sites still call `index.get_level_values("datetime")` and would crash with `ValueError: 'datetime' occurs multiple times` on the same MultiIndex shape: - qlib/utils/__init__.py::split_pred - qlib/contrib/evaluate.py::backtest_analysis (long/short returns loop) - qlib/workflow/online/update.py::PredUpdater.__init__ and _replace_range - qlib/workflow/online/manager.py::OnlineManager.prepare_signals / routine - qlib/model/ens/ensemble.py::RollingEnsemble.__call__ - qlib/data/dataset/__init__.py::DatasetH.setup_data All switch to positional level resolution via `index.names.index("datetime")`. Added a regression test in `tests/misc/test_datetime_level_lookup_helpers.py` covering split_pred. Refs microsoft#1909
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Summary
Follow-up hardening on top of #2216 (which fixed
PortAnaRecordfor #1909).Auditing the codebase for the same name-based
index.get_level_values(\"datetime\")pattern surfaced several additional sites that would crash with the sameValueError: 'datetime' occurs multiple timeson the same MultiIndex shape:qlib/utils/__init__.py—split_predqlib/contrib/evaluate.py— long/short returns loop inbacktest_analysisqlib/workflow/online/update.py—PredUpdater.__init__and_replace_rangeqlib/workflow/online/manager.py—OnlineManager.prepare_signalsandroutineqlib/model/ens/ensemble.py—RollingEnsemble.__call__qlib/data/dataset/__init__.py—DatasetH.setup_dataAll call sites switch to positional level resolution:
This matches the resolution used in #2216.
Test plan
tests/misc/test_datetime_level_lookup_helpers.pybuilds the same duplicate-datetimeMultiIndex used in the Fix PortAnaRecord crash on duplicate "datetime" level (#1909) #2216 regression test and exercisessplit_pred, asserting:split_predruns and returns a complete partition (left + right = input)datetimeindexes (positional lookup of the firstdatetimelevel is equivalent when the name is unique)Refs #1909