MAINT: Update fetcher for pandas 0.18.

- Remove support for usecols=[].
- Use sort_values instead of sort().
- Use errors='coerce' instead of coerce=True.

tests/test_fetcher.py

@@ -297,7 +297,6 @@ def handle_data(context, data):
 
     @parameterized.expand([("unspecified", ""),
                            ("none", "usecols=None"),
-                           ("empty", "usecols=[]"),
                            ("without date", "usecols=['Value']"),
                            ("with date", "usecols=('Value', 'Date')")])
     def test_usecols(self, testname, usecols):
@@ -325,30 +324,9 @@ def initialize(context):
     context.stocks = [sid(3766), sid(25317)]
 
 def handle_data(context, data):
-    if {should_have_data}:
-        try:
-            data.current("urban", "cpi")
-        except (KeyError, ValueError):
-            assert False
-    else:
-        try:
-            data.current("urban", "cpi")
-        except (KeyError, ValueError):
-            assert True
+    data.current("urban", "cpi")
         """
-
-        results = self.run_algo(
-            code.format(
-                usecols=usecols,
-                should_have_data=testname in [
-                    'none',
-                    'unspecified',
-                    'without date',
-                    'with date',
-                ],
-            )
-        )
-
+        results = self.run_algo(code.format(usecols=usecols))
         # 251 trading days in 2006
         self.assertEqual(len(results), 251)
 

zipline/sources/requests_csv.py

@@ -224,7 +224,7 @@ class PandasCSV(with_metaclass(ABCMeta, object)):
                 date_str_series.values,
                 format=format_str,
                 utc=True,
-                coerce=True,
+                errors='coerce',
             )
         else:
             parsed = pd.to_datetime(
@@ -301,7 +301,7 @@ class PandasCSV(with_metaclass(ABCMeta, object)):
             df['sid'] = self.symbol
         elif self.finder:
 
-            df.sort(self.symbol_column)
+            df.sort_values(by=self.symbol_column, inplace=True)
 
             # Pop the 'sid' column off of the DataFrame, just in case the user
             # has assigned it, and throw a warning