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ranaroussi / quantstats

Portfolio analytics for quants, written in Python
Apache License 2.0
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stats.py FutureWarning with DataFrame.prod #308

Closed kartiksubbarao closed 5 months ago

kartiksubbarao commented 10 months ago

The following line in stats.py causes a FutureWarning in recent versions of Pandas (e.g. 2.1):

    return _np.product(1 + returns) ** (1 / len(returns)) - 1

This can be resolved by explicitly specifying axis=0:

    return _np.product(1 + returns, axis=0) ** (1 / len(returns)) - 1
kartiksubbarao commented 5 months ago

This is superceded by #335