pmorissette / ffn

ffn - a financial function library for Python
pmorissette.github.io/ffn
MIT License
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order method should be replaced with sort_values #87

Closed shantanuo closed 4 years ago

shantanuo commented 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'
shantanuo commented 4 years ago

duplicate of #45