From 0f349fc3ed57b7ac40ebe662fb6f2b5f65036425 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Sun, 15 Nov 2015 22:42:36 -0500 Subject: [PATCH 1/2] MAINT: Fix type coercion warnings with numpy 1.10. Numpy warns about adding Python integers to uint32s and converting date objects to datetime64. --- tests/utils/test_events.py | 5 +++-- zipline/pipeline/loaders/synthetic.py | 4 ++-- 2 files changed, 5 insertions(+), 4 deletions(-) diff --git a/tests/utils/test_events.py b/tests/utils/test_events.py index 15d5755d..e79c2f47 100644 --- a/tests/utils/test_events.py +++ b/tests/utils/test_events.py @@ -21,6 +21,7 @@ from unittest import TestCase from nose_parameterized import parameterized import numpy as np +import pandas as pd from six import iteritems from six.moves import range, map @@ -254,8 +255,8 @@ class TestStatelessRules(RuleTestCase): cls.class_ = StatelessRule cls.sept_days = cls.env.days_in_range( - np.datetime64(datetime.date(year=2014, month=9, day=1)), - np.datetime64(datetime.date(year=2014, month=9, day=30)), + pd.Timestamp('2014-09-01'), + pd.Timestamp('2014-09-30'), ) cls.sept_week = cls.env.minutes_for_days_in_range( diff --git a/zipline/pipeline/loaders/synthetic.py b/zipline/pipeline/loaders/synthetic.py index 347b5b90..bd2e75af 100644 --- a/zipline/pipeline/loaders/synthetic.py +++ b/zipline/pipeline/loaders/synthetic.py @@ -149,10 +149,10 @@ class SyntheticDailyBarWriter(BcolzDailyBarWriter): ) # Add 10,000 * column-index to OHLCV columns - data[:, :5] += arange(5) * (10 * 1000) + data[:, :5] += arange(5, dtype=uint32) * (10 * 1000) # Add days since Jan 1 2001 for OHLCV columns. - data[:, :5] += (dates - self.PSEUDO_EPOCH).days[:, None] + data[:, :5] += (dates - self.PSEUDO_EPOCH).days[:, None].astype(uint32) frame = DataFrame( data, From aef38c4a740ff260f0b52f0757e970cb9bea7de6 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Tue, 17 Nov 2015 11:22:08 -0500 Subject: [PATCH 2/2] MAINT: Remove unused import. --- tests/utils/test_events.py | 1 - 1 file changed, 1 deletion(-) diff --git a/tests/utils/test_events.py b/tests/utils/test_events.py index e79c2f47..b97820d5 100644 --- a/tests/utils/test_events.py +++ b/tests/utils/test_events.py @@ -20,7 +20,6 @@ import random from unittest import TestCase from nose_parameterized import parameterized -import numpy as np import pandas as pd from six import iteritems from six.moves import range, map