MNT: Adapt for pandas 1.0.0 (bug workaround + two depr warnings)

This commit is contained in:
Kernc
2020-02-21 03:38:05 +01:00
parent d08524904d
commit 5387d86dd9
3 changed files with 3 additions and 5 deletions

View File

@@ -33,10 +33,7 @@ def _as_list(value):
def _data_period(df):
"""Return data index period as pd.Timedelta"""
if df.index.is_all_dates:
values = df.index[:100].to_series(keep_tz=True)
else:
values = df.index[:100].to_series()
values = df.index[-100:].to_series()
return values.diff().median()

View File

@@ -896,7 +896,7 @@ class Backtest:
resolution = getattr(_period, 'resolution_string', None) or _period.resolution
return value.ceil(resolution)
s = pd.Series()
s = pd.Series(dtype=object)
s.loc['Start'] = df.index[0]
s.loc['End'] = df.index[-1]
s.loc['Duration'] = s.End - s.Start

View File

@@ -209,6 +209,7 @@ def resample_apply(rule: str,
'or a `Strategy.data.*` array'
series = series.to_series()
series = series.copy() # XXX: pandas 1.0.1 bug https://github.com/pandas-dev/pandas/issues/31710
resampled = series.resample(rule, label='right').agg(agg).dropna()
resampled.name = _as_str(series) + '[' + rule + ']'