FreqGroup class seems to be in pandas._libs.tslibs.dtypes about pyfinance HOT 3 CLOSED

This seems like pretty significant bug as it prevents pyfinance from being imported.

FreqGroup and get_freq_code seem to be used exclusively in the get_anlz_factor function. As noted by garciapd, FreqGroup has been moved to pandas._libs.tslibs.dtypes. I have searched the source code of pandas 1.1.2 and get_freq_code no longer exists with the functionality implemented in pyfinance. Attached is a script that defines a function get_freq_code which has the proper functionality. I have tested it successfully on all the test cases in the get_anlz_factor docstring. I did have to modify the expected exception in get_anlz_factor (line 56).

Edit: A pull request has been created.

from pyfinance.

I did a little digging and it looks like pandas changed the API for FreqGroup between 1.0.x and 1.1.x. So it is a relatively recent change. There could probably be a PR based on something like

import pandas as pd
if pd._version.get_versions()['version'].startswith('0.') or pd._version.get_versions()['version'].startswith('1.0'):

from pandas._libs.tslibs.frequencies import FreqGroup, get_freq_code

else:

from pandas._libs.tslibs.dtypes import FreqGroup
`

NOTE: I have not tested the above code, it is just speculation at this point.

from pyfinance.

Closed via ad9ab64.

from pyfinance.