backtrader2 / backtrader

Python Backtesting library for trading strategies
https://www.backtrader.com
GNU General Public License v3.0
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pd.ols is depracated #33

Closed andrelcgt closed 1 year ago

andrelcgt commented 4 years ago

In ols.py class OLS_BetaN this line r_beta = pd.ols(y=y, x=x, window_type='full_sample') is raising an error because pd.ols no longer exists. I think it should be replaced by sm.ols.