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quantopian / empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.
https://quantopian.github.io/empyrical
Apache License 2.0
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Remove Series.strides from codebase (Pandas deprecation) #114

Closed cgdeboer closed 5 years ago

cgdeboer commented 5 years ago

Summary

Pandas 0.24 (or 0.23) deprecates the strides attribute of Series which is used in this repository. https://pandas.pydata.org/pandas-docs/version/0.24/whatsnew/v0.23.0.html?highlight=strides#deprecations

Tasks

twiecki commented 5 years ago

Thanks, want to do a PR?

cgdeboer commented 5 years ago

@twiecki I may work on this and #113 over the next week or two.