quantopian / empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.
https://quantopian.github.io/empyrical
Apache License 2.0
1.31k stars 406 forks source link

Assertion error #131

Open antoscha opened 4 years ago

antoscha commented 4 years ago

Hi,

This is the only error occurring while I'm running tests: python runtests.py

/usr/lib/python3.8/site-packages/pandas/util/__init__.py:12: FutureWarning: pandas.util.testing is deprecated. Use the functions in the public API at pandas.testing instead.
  import pandas.util.testing
.F...............................................................................................................................................................................................................................................................ssssssss.....s.s...s.ss.......................................................s................................................................................................................................................s...............ssssssss.....s.s...s.ss.......................................................s................................................................................................................................................s...............
======================================================================
FAIL: test_perf_attrib_simple (empyrical.tests.test_perf_attrib.PerfAttribTestCase)
----------------------------------------------------------------------
Traceback (most recent call last):
  File "/empyrical-0.5.5/empyrical/tests/test_perf_attrib.py", line 69, in test_perf_attrib_simple
    pd.util.testing.assert_frame_equal(expected_perf_attrib_output,
  File "/usr/lib/python3.8/site-packages/pandas/_testing.py", line 1611, in assert_frame_equal
    assert_series_equal(
  File "/usr/lib/python3.8/site-packages/pandas/_testing.py", line 1327, in assert_series_equal
    assert lidx.freq == ridx.freq, (lidx.freq, ridx.freq)
AssertionError: (<Day>, None)

----------------------------------------------------------------------
Ran 735 tests in 0.827s

FAILED (failures=1, skipped=30)