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compatible with pandas 1.2 #671

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2 changes: 1 addition & 1 deletion pyfolio/plotting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -791,7 +791,7 @@ def cone(in_sample_returns (pd.Series),

if factor_returns is not None:
cum_factor_returns = ep.cum_returns(
factor_returns[cum_rets.index], 1.0)
factor_returns.reindex(index=cum_rets.index), 1.0)
cum_factor_returns.plot(lw=2, color='gray',
label=factor_returns.name, alpha=0.60,
ax=ax, **kwargs)
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6 changes: 3 additions & 3 deletions pyfolio/round_trips.py
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Expand Up @@ -77,12 +77,12 @@ def agg_all_long_short(round_trips, col, stats_dict):
stats_all = (round_trips
.assign(ones=1)
.groupby('ones')[col]
.agg(stats_dict)
.agg(**stats_dict)
.T
.rename(columns={1.0: 'All trades'}))
stats_long_short = (round_trips
.groupby('long')[col]
.agg(stats_dict)
.agg(**stats_dict)
.T
.rename(columns={False: 'Short trades',
True: 'Long trades'}))
Expand Down Expand Up @@ -378,7 +378,7 @@ def gen_round_trip_stats(round_trips):
RETURN_STATS)

stats['symbols'] = \
round_trips.groupby('symbol')['returns'].agg(RETURN_STATS).T
round_trips.groupby('symbol')['returns'].agg(**RETURN_STATS).T

return stats

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3 changes: 2 additions & 1 deletion pyfolio/txn.py
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Expand Up @@ -202,5 +202,6 @@ def get_turnover(positions, transactions, denominator='AGB'):

denom.index = denom.index.normalize()
turnover = traded_value.div(denom, axis='index')
turnover = turnover.fillna(0)
with pd.option_context('mode.use_inf_as_na', True):
turnover = turnover.fillna(0)
return turnover