fix(qlib): normalize MultiIndex levels before concat in factor_runner#1375
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JasonOA888 wants to merge 3 commits intomicrosoft:mainfrom
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fix(qlib): normalize MultiIndex levels before concat in factor_runner#1375JasonOA888 wants to merge 3 commits intomicrosoft:mainfrom
JasonOA888 wants to merge 3 commits intomicrosoft:mainfrom
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…consumers Messages tagged with 'evolving code' were stored under the full msg.tag key (e.g. 'development.evoving code') but downstream code reads from state.msgs[round]['evolving code']. This caused the UI to always show an empty evolving code list. Fixes microsoft#1021
Some LLM providers (e.g. Volcengine) return Python-style booleans (True/False/None) instead of JSON-standard (true/false/null). This causes json.loads to fail with JSONDecodeError. Fixes microsoft#916
Some factors produce a 3-level MultiIndex (instrument, datetime, instrument) while others use the standard 2-level (datetime, instrument). pd.concat raises AssertionError when levels don't match. Fixes microsoft#678
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Fixes #678
Some LLM-generated factors produce a 3-level MultiIndex (e.g. instrument, datetime, instrument) while others use the standard 2-level (datetime, instrument). pd.concat raises AssertionError: Length of new_levels must be <= self.nlevels.
This fix detects mismatched index levels before concat and normalizes by dropping the extra (duplicate) level from 3-level indices.
📚 Documentation preview 📚: https://RDAgent--1375.org.readthedocs.build/en/1375/