grzesir
commented
7 months ago Ok thank you. I’ll accept the PR when you submit it. Thanks for your contributions!
Robert Grzesik 347-635-3416
On Fri, Feb 23, 2024 at 4:58 PM Kartik Subbarao @.***> wrote:
The expected_return() function in stats.py has deprecated code, which causes the following warning when generating a tearsheet with a benchmark:
/path/to/python/lib/python3.12/site-packages/numpy/core/fromnumeric.py:86: FutureWarning: The behavior of DataFrame.prod with axis=None is deprecated, in a future version this will reduce over both axes and return a scalar. To retain the old behavior, pass axis=0 (or do not pass axis) return reduction(axis=axis, out=out, **passkwargs)
Here is the deprecated code:
return _np.product(1 + returns) ** (1 / len(returns)) - 1
The corrected version is this:
return _np.prod(1 + returns, axis=0) ** (1 / len(returns)) - 1
In addition to explicitly specifying axis=1 to fix the FutureWarning, it also changes _np.product to _np.prod to fix another deprecation issue:
https://github.com/numpy/numpy/blob/maintenance/1.26.x/numpy/core/fromnumeric.py#L3837-L3839
I will submit a pull request.
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kartiksubbarao
The expected_return() function in stats.py has deprecated code, which causes the following warning when generating a tearsheet with a benchmark:
Here is the deprecated code:
The corrected version is this:
In addition to explicitly specifying axis=0 to fix the FutureWarning, it also changes _np.product to _np.prod to fix another deprecation issue: https://github.com/numpy/numpy/blob/maintenance/1.26.x/numpy/core/fromnumeric.py#L3837-L3839
I will submit a pull request.