fix microsoft/qlib#1893

[csh589]

• adapt pandas >= 1.5.0
• add group_keys when the result from apply is a like-indexed Series or DataFrame
• replace some reset_index(level=1, drop=True) operation to group_key=False for efficency https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.groupby.html

Description

Motivation and Context

How Has This Been Tested?

• [ ] Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
• [ ] If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

1. Pipeline test:
2. Your own tests:

Types of changes

• [x] Fix bugs
• [ ] Add new feature
• [ ] Update documentation

[csh589]

@microsoft-github-policy-service agree

[SunsetWolf]

Hi, @csh589 I'd like to know how to reproduce the problem.

[csh589]

@SunsetWolf hi srfl, it seems that u raised a new PR to fix the issue, which includes the changes I made here. So u may already find the reproduce method? I am going to close this PR if the team will fix the issue with the new PR, thx