fixed bug that blocked old pandas (<=1.4.0)

.github/workflows/test.yml

@@ -24,13 +24,12 @@ jobs:
 
 # rationale: we test against an environment which had 
 # current packages as of ~ Q4 2022 for python 3.10
-# and ~ Q4 2021 for python 3.9 (with the exception of pandas,
-# for which we use a mid-2022 package).
+# and ~ Q4 2021 for python 3.9 
 # we only install the base packages here (pip below figures out the others)
 
       - name: If running on python 3.9 install some old dependencies
         if: ${{ matrix.python-version == '3.9'}}
-        run: python -m pip install numpy==1.21.5 scipy==1.7.3 cvxpy==1.1.17 pandas==1.5.0 osqp==0.6.2.post0 ecos==2.0.11 scs==2.1.4
+        run: python -m pip install numpy==1.21.5 scipy==1.7.3 cvxpy==1.1.17 pandas==1.4.0 osqp==0.6.2.post0 ecos==2.0.11 scs==2.1.4
 
       - name: If running on python 3.10 install some old dependencies
         if: ${{ matrix.python-version == '3.10'}}

cvxportfolio/simulator.py

@@ -179,14 +179,13 @@ def _downsample(self, interval):
         # print(new_returns_index)
         self.returns = np.exp(np.log(
             1+self.returns).resample(interval, closed='left', label='left'
-                ).sum(numeric_only=False, min_count=1))-1
+                ).sum(min_count=1))-1
         self.returns.index = new_returns_index
         if self.volumes is not None:
             new_volumes_index = pd.Series(self.volumes.index, self.volumes.index
                 ).resample(interval, closed='left', label='left').first().values
             self.volumes = self.volumes.resample(
-                interval, closed='left', label='left').sum(
-                    numeric_only=False, min_count=1)
+                interval, closed='left', label='left').sum(min_count=1)
             self.volumes.index = new_volumes_index
         if self.prices is not None:
             new_prices_index = pd.Series(self.prices.index, self.prices.index