8000 Fix Quantlib and pandas deprecations by cdcadman · Pull Request #8 · aaronsmith1234/volatilipy · GitHub
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Fix Quantlib and pandas deprecations #8

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Merged
merged 9 commits into from
Jan 18, 2023
Merged

Fix Quantlib and pandas deprecations #8

merged 9 commits into from
Jan 18, 2023

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cdcadman
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Description

  • Streamlined logic and eliminated unused private function definitions so that code coverage reaches 100%.
  • Fix Quantlib deprecations in ActualActual() and UnitedStates().
  • Fix pandas FutureWarning involving numeric_only default value.

Motivation and Context

Running pytest on the latest version of QuantLib and pandas exposed some issues which will address downstream users when they upgrade their packages, so this PR fixes them.

How Has This Been Tested?

  • Ensured that pytest works on Quantlib==1.29 and pandas==1.5.2 with no warnings.

Screenshots (if appropriate):

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to not work as expected)

Checklist:

  • My code follows the code style of this project.
  • My change requires a change to the documentation.
  • I have updated the documentation accordingly.
  • I have bumped the version accordingly.

@aaronsmith1234
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Hey @cdcadman , I cloned your fork of the repo down and ran it; one thing I noticed is you didn't bump up the quantlib requirement; is that intentional or just an oversight? Mine ran fine with the newest (1.29) so I'd say we just bump it up to that unless reason not to. After that, good to go!

@cdcadman
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@aaronsmith1234 , I hadn't looked at the minimum versions. I think it could be good to allow older versions, just in case someone's code isn't update to date with the latest versions. I was able to install quantlib==1.24 and pandas==1.3.4 and verified that the tests pass on those versions.

@aaronsmith1234 aaronsmith1234 merged commit f11bfcd into aaronsmith1234:main Jan 18, 2023
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@cdcadman @aaronsmith1234
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