Fix for pandas 1.0 - Githubissues

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 #124

Closed atkinson closed 4 years ago

atkinson commented 4 years ago

FIXED for Pandas >= 1.0.0

as_matrix() was deprecated then removed. to_numpy() works in this situation
updated travis to include pandas 1.0.x, python 3.7 numpy 1.18 and scipy 1.4.x
- previously travis only had very old pandas, and this change is not backwards compatible before Pandas 0.23
kept a python 2.7 build with the last supported versions of pydata.

twiecki commented 4 years ago

Thanks for taking this on! Unfortunately due to being tied to zipline we need to maintain compat with their pandas requirements which are older (currently pandas>=0.18.1,<=0.22). Can you keep those tests in? Or at least 0.22?

atkinson commented 4 years ago

Hey - we could bridge the gap with a try: except: block - try to_numpy() first, then to_matrix() if that fails.

Shall I do that? Then the older tests should pass as well.

atkinson commented 4 years ago

here it is - I left a comment in the code to explain too.

twiecki commented 4 years ago

Thanks!

atkinson commented 4 years ago

My pleasure. Any chance we could push a release so I can use as a dependency?

twiecki commented 4 years ago

@richafrank I tagged a new release but couldn't upload to pypi due to permissions. Could you do that?