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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Fix for pandas 1.0 #123

Closed atkinson closed 4 years ago

atkinson commented 4 years ago

Pandas as removed the as_matrix() function and added to_numpy().

as_matrix() doesn't work on any version of Pandas since 1.0. to_numpy() doesn't work on any version of pandas prior to 0.25.

As such, the travis file needed to be updated in order for this change to work.

Will fail for versions of pandas older than 0.25.