From 14b763b395aab7b0b8351a79e7b97024510644f4 Mon Sep 17 00:00:00 2001
From: Cyber-Marty <15370813896@163.com>
Date: Mon, 12 Oct 2026 14:35:35 +0800
Subject: [PATCH 1/2] fix(eva): keep DataFrame columns available for autocorr
 warning

---
 qlib/contrib/eva/alpha.py                  |  2 +-
 tests/misc/test_pred_autocorr_dataframe.py | 14 ++++++++++++++
 2 files changed, 15 insertions(+), 1 deletion(-)
 create mode 100644 tests/misc/test_pred_autocorr_dataframe.py

diff --git a/qlib/contrib/eva/alpha.py b/qlib/contrib/eva/alpha.py
index 2c2f9ea7e18..c7cdaf780b0 100644
--- a/qlib/contrib/eva/alpha.py
+++ b/qlib/contrib/eva/alpha.py
@@ -130,8 +130,8 @@ def pred_autocorr(pred: pd.Series, lag=1, inst_col="instrument", date_col="datet
     :param lag:
     """
     if isinstance(pred, pd.DataFrame):
-        pred = pred.iloc[:, 0]
         get_module_logger("pred_autocorr").warning(f"Only the first column in {pred.columns} of `pred` is kept")
+        pred = pred.iloc[:, 0]
     pred_ustk = pred.sort_index().unstack(inst_col)
     corr_s = {}
     for (idx, cur), (_, prev) in zip(pred_ustk.iterrows(), pred_ustk.shift(lag).iterrows()):
diff --git a/tests/misc/test_pred_autocorr_dataframe.py b/tests/misc/test_pred_autocorr_dataframe.py
new file mode 100644
index 00000000000..1a67c65d3f8
--- /dev/null
+++ b/tests/misc/test_pred_autocorr_dataframe.py
@@ -0,0 +1,14 @@
+import pandas as pd
+
+from qlib.contrib.eva.alpha import pred_autocorr
+
+
+def test_pred_autocorr_dataframe_uses_first_column():
+    index = pd.MultiIndex.from_product(
+        [list("ABC"), pd.date_range("2024-01-02", periods=3, freq="B")],
+        names=["instrument", "datetime"],
+    )
+    first = pd.Series([1, 2, 3, 2, 3, 1, 3, 1, 2], index=index, name="score")
+    predictions = pd.DataFrame({"score": first, "unused": -first})
+
+    pd.testing.assert_series_equal(pred_autocorr(predictions), pred_autocorr(first))

From 44881c12e7d7652bbd679e92d6e5b63d84817cb5 Mon Sep 17 00:00:00 2001
From: Cyber-Marty <15370813896@163.com>
Date: Fri, 16 Oct 2026 08:57:21 +0800
Subject: [PATCH 2/2] test(eva): strengthen DataFrame autocorrelation
 regression

---
 tests/misc/test_pred_autocorr_dataframe.py | 14 ++++++++++++--
 1 file changed, 12 insertions(+), 2 deletions(-)

diff --git a/tests/misc/test_pred_autocorr_dataframe.py b/tests/misc/test_pred_autocorr_dataframe.py
index 1a67c65d3f8..67f2c48c4e2 100644
--- a/tests/misc/test_pred_autocorr_dataframe.py
+++ b/tests/misc/test_pred_autocorr_dataframe.py
@@ -1,14 +1,24 @@
+import logging
+
 import pandas as pd
 
 from qlib.contrib.eva.alpha import pred_autocorr
 
 
-def test_pred_autocorr_dataframe_uses_first_column():
+def test_pred_autocorr_dataframe_uses_first_column(caplog, monkeypatch):
     index = pd.MultiIndex.from_product(
         [list("ABC"), pd.date_range("2024-01-02", periods=3, freq="B")],
         names=["instrument", "datetime"],
     )
     first = pd.Series([1, 2, 3, 2, 3, 1, 3, 1, 2], index=index, name="score")
-    predictions = pd.DataFrame({"score": first, "unused": -first})
+    # The second column must have different autocorrelations to detect selecting it.
+    second = pd.Series([1, 2, 4, 1, 5, 2, 3, 1, 9], index=index)
+    predictions = pd.DataFrame({"score": first, "unused": second})
 
+    monkeypatch.setattr(logging.getLogger("qlib"), "propagate", True)
     pd.testing.assert_series_equal(pred_autocorr(predictions), pred_autocorr(first))
+    assert (
+        "qlib.pred_autocorr",
+        logging.WARNING,
+        f"Only the first column in {predictions.columns} of `pred` is kept",
+    ) in caplog.record_tuples