def process_predicted(df, col_name):
    """Transform the TFT predicted data into Qlib format.

    Args:
      df: Original DataFrame.
      fillna: New column name.

    Returns:
      Transformed DataFrame.

    """
    df_res = df.copy()
    df_res = df_res.rename(columns={"forecast_time": "datetime", "identifier": "instrument", "t+4": col_name})
    df_res = df_res.set_index(["datetime", "instrument"]).sort_index()
    df_res = df_res[[col_name]]
    return df_res