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Lumiwealth / quantstats_lumi

Apache License 2.0
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stats.py FutureWarning with DataFrame.prod #8

Closed kartiksubbarao closed 5 months ago

kartiksubbarao commented 5 months ago

[copied from https://github.com/ranaroussi/quantstats/issues/308]

The following line in stats.py causes a FutureWarning in recent versions of Pandas (e.g. 2.1):

    return _np.product(1 + returns) ** (1 / len(returns)) - 1

This can be resolved by explicitly specifying axis=0:

    return _np.product(1 + returns, axis=0) ** (1 / len(returns)) - 1