From ad3c72a8fb8b2ebc6e01fb2705328afc4dba7056 Mon Sep 17 00:00:00 2001 From: Ana Ruelas Date: Fri, 2 Jun 2017 12:00:04 -0400 Subject: [PATCH] ENH: Use context manager to suppress nan-categorical warning --- zipline/utils/pandas_utils.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/zipline/utils/pandas_utils.py b/zipline/utils/pandas_utils.py index 7323e245..2cae7f90 100644 --- a/zipline/utils/pandas_utils.py +++ b/zipline/utils/pandas_utils.py @@ -258,10 +258,11 @@ def categorical_df_concat(df_list, inplace=False): new_categories = sorted( set().union( *(frame[col].cat.categories for frame in df_list) - ) - {None} + ) ) - for df in df_list: - df[col].cat.set_categories(new_categories, inplace=True) + with ignore_pandas_nan_categorical_warning(): + for df in df_list: + df[col].cat.set_categories(new_categories, inplace=True) return pd.concat(df_list)