MAINT: Numpy 2.0 Compatbility

.github/workflows/build_wheels.yml

@@ -9,6 +9,11 @@ on:
  required: true
  default: 'PYPI'
  options: [ 'TESTPYPI', 'PYPI' ]
+ version:
+ type: string
+ description: 'Version tag'
+ required: true
+ default: '0.9.8'
 
 jobs:
  dist:
@@ -24,7 +29,7 @@ jobs:
  uses: actions/checkout@v4
  with:
  fetch-depth: 0
- ref: 0.9.7
+ ref: ${{ github.event.inputs.version }}
 
  - name: Set up Python ${{ matrix.python-version }}
  uses: actions/setup-python@v5
@@ -57,7 +62,7 @@ jobs:
  with:
  user: __token__
  password: ${{ secrets.TESTPYPI_TOKEN }}
- repository_url: https://test.pypi.org/legacy/
+ repository-url: https://test.pypi.org/legacy/
 
  - name: publish to pypi
  if: ${{ github.event.inputs.target == 'PYPI' }}

.github/workflows/unit_tests.yml

@@ -2,6 +2,8 @@ name: Tests
 
 on:
  workflow_dispatch:
+ schedule:
+ - cron: "0 9 * * 6"
  push:
  branches:
  - main

pyproject.toml

@@ -31,10 +31,12 @@ classifiers = [
 ]
 
 dependencies = [
+ # following pandas
+ "numpy>=1.23.5; python_version<'3.12'",
+ "numpy>=1.26.0; python_version>='3.12'",
+ "pandas >=1.3.0,<3.0",
  "ipython >=3.2.3",
  "matplotlib >=1.4.0",
- "numpy >=1.11.1",
- "pandas >=1.3",
  "pytz >=2014.10",
  "scipy >=0.14.0",
  "scikit-learn >=0.16.1",
@@ -99,7 +101,8 @@ version_scheme = 'guess-next-dev'
 local_scheme = 'dirty-tag'
 
 
-[tool.pytest]
+[tool.pytest.ini_options]
+pythonpath = ['src']
 minversion = "6.0"
 testpaths = 'tests'
 addopts = '-v'
@@ -134,7 +137,17 @@ extend-exclude = '''
 [tool.tox]
 legacy_tox_ini = """
 [tox]
-envlist = py{39,310}-pandas{13,14,15}, py{39,310, 311,312}-pandas{20,21,22}
+
+envlist =
+ py39-pandas{13,14,15}-numpy1
+ py310-pandas{13,14,15,20,21,22}-numpy1
+ py311-pandas{13,14,15,20,21,22}-numpy1
+ py312-pandas{13,14,15,20,21,22}-numpy1
+ py39-pandas222-numpy2
+ py310-pandas222-numpy2
+ py311-pandas222-numpy2
+ py312-pandas222-numpy2
+
 isolated_build = True
 skip_missing_interpreters = True
 minversion = 3.23.0
@@ -160,6 +173,10 @@ deps =
  pandas20: pandas>=2.0,<2.1
  pandas21: pandas>=2.1,<2.2
  pandas22: pandas>=2.2,<2.3
+ pandas222: pandas>=2.2.2,<2.3
+ numpy1: numpy>=1.23.5,<2.0
+ numpy2: numpy>=2.0,<2.1
+
 
 commands =
  pytest -n 2 --cov={toxinidir}/src --cov-report term --cov-report=xml --cov-report=html:htmlcov {toxinidir}/tests

src/pyfolio/utils.py

@@ -70,7 +70,7 @@
 
 pandas_version = Version(pd.__version__)
 
-pandas_one_point_three_or_less = pandas_version < Version("1.4")
+pandas_one_point_three_or_less = pandas_version <= Version("1.4")
 
 
 def one_dec_places(x, pos):

tests/test_timeseries.py

@@ -297,7 +297,7 @@ class TestStats(TestCase):
  )
  ]
  )
- @skipIf(pandas_one_point_three_or_less, "pandas<=1.3 returns np.inf not np.nan")
+ @skipIf(pandas_one_point_three_or_less, "pandas<=1.4 returns np.inf not np.nan")
  def test_sharpe_2(self, returns, rolling_sharpe_window, expected):
  np.testing.assert_array_almost_equal(
  timeseries.rolling_sharpe(returns, rolling_sharpe_window).to_numpy(),