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stats.py FutureWarning with DataFrame.prod #308

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kartiksubbarao opened this issue Sep 22, 2023 · 1 comment
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stats.py FutureWarning with DataFrame.prod #308

kartiksubbarao opened this issue Sep 22, 2023 · 1 comment

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@kartiksubbarao
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kartiksubbarao commented Sep 22, 2023 •
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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 added a commit to kartiksubbarao/quantstats that referenced this issue Sep 22, 2023
@kartiksubbarao
Update stats.py
53c4694 
Fix FutureWarning with DataFrame.prod(), closes ranaroussi#308
@kartiksubbarao kartiksubbarao mentioned this issue Sep 22, 2023
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@kartiksubbarao kartiksubbarao mentioned this issue Feb 6, 2024
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@kartiksubbarao
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This is superceded by #335

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Update stats.py kartiksubbarao/quantstats
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