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REF: Drop timezone in stats computation for pandas 0.24.2

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Kernc
2019-08-04 02:12:19 +02:00
parent 52eb8131f9
commit daa1da96ea
1 changed files with 2 additions and 1 deletions
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backtesting/backtesting.py
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@@ -865,7 +865,8 @@ class Backtest:
df['Drawdown Duration'] = dd_dur
dd_dur = df['Drawdown Duration']
df.index = data.index
# Strip timezone info, otherwise pandas 0.24.2 errors when filling `s` ahead
df.index = data.index.tz_convert(None)
def _round_timedelta(value, _period=_data_period(df)):
return value.ceil(_period.resolution) if isinstance(value, pd.Timedelta) else value