Fix warnings related to Pandas 2.1.0 #260
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When running zipline-reloaded with latest Pandas version the following deprecation warning is shown: "DataFrame.fillna with 'method' is deprecated" Simply replacing fillna() with the ffill() method directly works and removes the warning.
In preparation for Pandas 3.0, a new and improved implementation of the stack() method was introduced. There is a feature flag, future_stack, which, when set to True, enables the new implementation to be used. If the flag is not set, a warning will be emitted. More information about the implementation can be found here: https://pandas.pydata.org/docs/whatsnew/v2.1.0.html Crucially, the behavior regarding NA values has been improved. The new implementation will not create unnecessary NA values, but instead, it will preserve them from the input without the need to use dropna=False. This change avoids the potential issue of generating unnecessary NA values from multiple levels of stacking.
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@stefan-jansen |
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Hi,
Just updated the code to remove deprecation warnings for ffill() and stack() Pandas methods.
For more info related to these updates check the Pandas release notes:
https://pandas.pydata.org/docs/whatsnew/v2.1.0.html
/John