datetime occurs multiple times

🐛 Bug Description

when change example config to alpha360, datetime occurs multiple times error occurs. i debug to recognize may be record_temp.py can fix to solve

To Reproduce

Steps to reproduce the behavior:

1.change the data handler to use alpha360

    dataset:
        class: DatasetH
        module_path: qlib.data.dataset
        kwargs:
            handler:
                class: Alpha360
                module_path: qlib.contrib.data.handler
                kwargs: *data_handler_config
            segments:
                train: [2022-04-12, 2024-08-12]
                valid: [2024-08-13, 2024-12-31]
                test: [2025-01-05, 2025-04-01]

2. qrun config

Expected Behavior

no error

Screenshot

Environment

Note: User could run cd scripts && python collect_info.py all under project directory to get system information
and paste them here directly.

• Qlib version: 0.9.6
• Python version:3.10
• OS (Windows):

Additional Notes

after i change the code from workflow/record_temp.py function _generate

    def _generate(self, **kwargs):
        pred = self.load("pred.pkl")

        # replace the "<PRED>" with prediction saved before
        placeholder_value = {"<PRED>": pred}
        for k in "executor_config", "strategy_config":
            setattr(self, k, fill_placeholder(getattr(self, k), placeholder_value))
        # if the backtesting time range is not set, it will automatically extract time range from the prediction file
        dt_values = pred.index.get_level_values("datetime")
        if self.backtest_config["start_time"] is None:
            self.backtest_config["start_time"] = dt_values.min()
        if self.backtest_config["end_time"] is None:
            self.backtest_config["end_time"] = get_date_by_shift(dt_values.max(), 1)
......

to

    def _generate(self, **kwargs):
        pred = self.load("pred.pkl")

        # replace the "<PRED>" with prediction saved before
        placeholder_value = {"<PRED>": pred}
        for k in "executor_config", "strategy_config":
            setattr(self, k, fill_placeholder(getattr(self, k), placeholder_value))
        # if the backtesting time range is not set, it will automatically extract time range from the prediction file
        datetime_level = pred.index.names.index("datetime")
        dt_values = pred.index.get_level_values(datetime_level)
        if self.backtest_config["start_time"] is None:
            self.backtest_config["start_time"] = dt_values.min()
        if self.backtest_config["end_time"] is None:
            self.backtest_config["end_time"] = get_date_by_shift(dt_values.max(), 1)
....

the error disapper

Start with workflow/record_temp.py and the _generate function, then reproduce the qrun configuration using the Alpha360 handler. Check how the prediction index exposes its datetime level and verify the backtest range is derived without the reported error. Done means the configuration runs successfully and the regression is covered by the project’s existing test approach, if applicable.