Closed shantanuo closed 4 years ago
When I tried 'calc_ftca' method on latest python (3.7) / pandas, I got an error:
returns.calc_ftca(threshold=0.8)
AttributeError: 'Series' object has no attribute 'order'
AttributeError Traceback (most recent call last) <ipython-input-22-cdb4f592d4ba> in <module> ----> 1 returns.calc_ftca(threshold=0.8) /opt/conda/lib/python3.7/site-packages/ffn/core.py in calc_ftca(returns, threshold) 1746 cur_corr = corr[remain].ix[remain] 1747 # get mean correlations, ordered -> 1748 mc = cur_corr.mean().order() 1749 # get lowest and highest mean correlation 1750 low = mc.index[0] /opt/conda/lib/python3.7/site-packages/pandas/core/generic.py in __getattr__(self, name) 5177 if self._info_axis._can_hold_identifiers_and_holds_name(name): 5178 return self[name] -> 5179 return object.__getattribute__(self, name) 5180 5181 def __setattr__(self, name, value): AttributeError: 'Series' object has no attribute 'order'
duplicate of #45
When I tried 'calc_ftca' method on latest python (3.7) / pandas, I got an error:
returns.calc_ftca(threshold=0.8)