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Fix warnings related to Pandas 2.1.0 #260

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Fix warnings related to Pandas 2.1.0 #260

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19bba33
Fix Pandas 2.1.0 warning in data_portal.py
fstp Aug 27, 2024
3b01960
Use new implementation of stack from Pandas 2.1.0
fstp Aug 27, 2024
46a8938
Fix formatting errors
fstp Aug 28, 2024
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2 changes: 1 addition & 1 deletion src/zipline/_protocol.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -659,7 +659,7 @@ cdef class BarData:
df = (pd.concat(df_dict,
keys=df_dict.keys(),
names=['fields', dt_label])
.stack(dropna=False) # ensure we return all fields/assets/dates despite missing values
.stack(future_stack=True) # ensure we return all fields/assets/dates despite missing values
.unstack(level='fields'))
df.index.set_names([dt_label, 'asset'])
return df.sort_index()
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2 changes: 1 addition & 1 deletion src/zipline/data/data_portal.py
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Expand Up @@ -948,7 +948,7 @@ def get_history_window(
df.iloc[0, assets_with_leading_nan] = np.array(
initial_values, dtype=np.float64
)
df.fillna(method="ffill", inplace=True)
df.ffill(inplace=True)

# forward-filling will incorrectly produce values after the end of
# an asset's lifetime, so write NaNs back over the asset's
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1 change: 1 addition & 0 deletions src/zipline/pipeline/loaders/earnings_estimates.py
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Expand Up @@ -703,6 +703,7 @@ def get_last_data_per_qtr(
# Stack quarter and sid into the index.
stacked_last_per_qtr = last_per_qtr.stack(
[SID_FIELD_NAME, NORMALIZED_QUARTERS],
future_stack=True,
)
# Set date index name for ease of reference
stacked_last_per_qtr.index.set_names(
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5 changes: 4 additions & 1 deletion tests/pipeline/test_international_markets.py
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Expand Up @@ -128,7 +128,10 @@ def init_class_fixtures(cls):

bar_data = cls.daily_bar_data[name]
df = (
pd.concat(bar_data, keys=bar_data.keys()).stack().unstack(0).swaplevel()
pd.concat(bar_data, keys=bar_data.keys())
.stack(future_stack=True)
.unstack(0)
.swaplevel()
)
frames = {
field: frame.reset_index(level=0, drop=True)
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8 changes: 4 additions & 4 deletions tests/pipeline/test_quarters_estimates.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2666,7 +2666,7 @@ def make_expected_out(cls):
.set_index(SID_FIELD_NAME, append=True)
.unstack(SID_FIELD_NAME)
.reindex(cls.trading_days)
.stack(SID_FIELD_NAME, dropna=False)
.stack(SID_FIELD_NAME, future_stack=True)
)

split_adjusted_at_end_boundary = (
Expand Down Expand Up @@ -2733,7 +2733,7 @@ def make_expected_out(cls):
.set_index(SID_FIELD_NAME, append=True)
.unstack(SID_FIELD_NAME)
.reindex(cls.trading_days)
.stack(SID_FIELD_NAME, dropna=False)
.stack(SID_FIELD_NAME, future_stack=True)
)

split_adjusted_before_start_boundary = split_adjusted_at_start_boundary
Expand Down Expand Up @@ -2812,7 +2812,7 @@ def make_expected_out(cls):
.set_index(SID_FIELD_NAME, append=True)
.unstack(SID_FIELD_NAME)
.reindex(cls.trading_days)
.stack(SID_FIELD_NAME, dropna=False)
.stack(SID_FIELD_NAME, future_stack=True)
)

split_adjusted_at_end_boundary = (
Expand Down Expand Up @@ -2867,7 +2867,7 @@ def make_expected_out(cls):
.set_index(SID_FIELD_NAME, append=True)
.unstack(SID_FIELD_NAME)
.reindex(cls.trading_days)
.stack(SID_FIELD_NAME, dropna=False)
.stack(SID_FIELD_NAME, future_stack=True)
)

split_adjusted_before_start_boundary = split_adjusted_at_start_boundary
Expand Down
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