multi-dimensional indexing is deprecated in pandas.

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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multi-dimensional indexing is deprecated in pandas. #130

Closed cgdeboer closed 3 years ago

cgdeboer commented 3 years ago

Pandas is removing this [:, x] style of multi-dimension indexer. (https://github.com/pandas-dev/pandas/issues/27837).

This converts pandas Series to an array to ensure API is compliant with updates to Pandas.

cgdeboer commented 3 years ago

@richafrank looks like the last tagged version was Aug of last year. When do you and team anticipate cutting a new version, with this PR included ?

richafrank commented 3 years ago

When do you and team anticipate cutting a new version, with this PR included ?

It looks like the most recent tagged version was June of this year (0.5.4), but the team never made a release. I just made a release for that, and I'll do the same after merging this.

richafrank commented 3 years ago

@cgdeboer 0.5.5 is released!