Fix pandas 2.2 deprecation warnings

Fixes to support pandas pre 2.2.0 default frequency strings, "T" (now
"min"), "H" (now "h"), "S" (now "s"), "M" (now "ME") and "Y" (now
"YE").

.flake8

@@ -5,6 +5,8 @@ ignore =
     E203,
     # W503 (not PEP 8 compliant) ignored to not conflict with black
     W503,
+    # 'E704 multiple statements on one line' ignored to not conflict with black when function content defined as ...
+    E704,
     # D105 Missing docstring in magic method. I have no issue with this.
     # D Let pylint pick up all the doc errors
     D

.github/workflows/release.yml

@@ -32,14 +32,15 @@ jobs:
       with:
         user: __token__
         password: ${{ secrets.PYPI_TEST_API_TOKEN }}
-        repository_url: https://test.pypi.org/legacy/
+        repository-url: https://test.pypi.org/legacy/
 
     - name: Install from testpypi and import
       shell: bash
       run: |
+        sleep 5
         i=0
         while [ $i -lt 12 ] && [ "${{ github.ref_name }}" != $(pip index versions -i https://test.pypi.org/simple --pre market-analy | cut -d'(' -f2 | cut -d')' -f1 | sed 1q) ];\
-          do echo "waiting for package to appear in test index, i is $i"; echo "sleeping 5s"; sleep 5s; echo "woken up"; ((i++)); echo "next i is $i"; done
+          do echo "waiting for package to appear in test index, i is $i"; echo "sleeping 5s"; sleep 5s; echo "woken up"; let i++; echo "next i is $i"; done
         pip install --index-url https://test.pypi.org/simple market-analy==${{ github.ref_name }} --no-deps
         pip install -r etc/requirements.txt
         python -c 'import market_analy;print(market_analy.__version__)'
@@ -58,8 +59,9 @@ jobs:
     - name: Install and import
       shell: bash
       run: |
+        sleep 5
         i=0
         while [ $i - lt 12 ] && [ "${{ github.ref_name }}" != $(pip index versions -i https://pypi.org/simple --pre market-analy | cut -d'(' -f2 | cut -d')' -f1 | sed 1q) ];\
-          do echo "waiting for package to appear in index, i is $i"; echo "sleeping 5s"; sleep 5s; echo "woken up"; ((i++)); echo "next i is $i"; done
+          do echo "waiting for package to appear in index, i is $i"; echo "sleeping 5s"; sleep 5s; echo "woken up"; let i++; echo "next i is $i"; done
         pip install --index-url https://pypi.org/simple market-analy==${{ github.ref_name }}
         python -c 'import market_analy;print(market_analy.__version__)'

.pre-commit-config.yaml

@@ -4,7 +4,7 @@ repos:
     hooks:
       - id: check-yaml
   - repo: https://github.com/psf/black
-    rev: 23.1.0
+    rev: 24.1.1
     hooks:
       - id: black
         # It is recommended to specify the latest version of Python
@@ -13,7 +13,7 @@ repos:
         # https://pre-commit.com/#top_level-default_language_version
         language_version: python3.9
   - repo: https://github.com/PyCQA/flake8
-    rev: 6.0.0
+    rev: 7.0.0
     hooks:
       - id: flake8
         additional_dependencies: [flake8-docstrings]

etc/requirements.txt

@@ -63,7 +63,7 @@ korean-lunar-calendar==0.3.1
     # via exchange-calendars
 lxml==4.9.4
     # via yahooquery
-market-prices==0.12
+market-prices==0.12.1
     # via market_analy (pyproject.toml)
 markupsafe==2.1.4
     # via jinja2

etc/requirements_dependabot/requirements_tests.txt

@@ -79,7 +79,7 @@ korean-lunar-calendar==0.3.1
     # via exchange-calendars
 lxml==4.9.4
     # via yahooquery
-market-prices==0.12
+market-prices==0.12.1
     # via market_analy (pyproject.toml)
 markupsafe==2.1.4
     # via jinja2

etc/requirements_dev.txt

@@ -197,7 +197,7 @@ korean-lunar-calendar==0.3.1
     # via exchange-calendars
 lxml==4.9.4
     # via yahooquery
-market-prices==0.12
+market-prices==0.12.1
     # via market_analy (pyproject.toml)
 markupsafe==2.1.4
     # via

src/market_analy/analysis.py

@@ -100,7 +100,11 @@
     range_string,
     request_daily_prices,
 )
-from market_analy.utils.pandas_utils import rebase_to_row
+from market_analy.utils.pandas_utils import (
+    rebase_to_row,
+    interval_index_new_tz,
+    index_dates_to_str,
+)
 
 if TYPE_CHECKING:
     from .trends.movements import MovementsSupportChartAnaly
@@ -649,6 +653,10 @@ def chg_every_interval(
             )
 
         elif style:
+            if isinstance(chgs.index, pd.DatetimeIndex):
+                chgs.index = index_dates_to_str(chgs.index)
+            else:
+                chgs.index = interval_index_new_tz(chgs.index, None)
             symbol_cols = chgs.columns
             styler = style_df(chgs.reset_index(), chg_cols=symbol_cols, caption=caption)
             styler.format({c: formatter_percent for c in symbol_cols})
@@ -678,7 +686,7 @@ def price_on(
             session = cal.minute_to_session(minute, "previous")
         df = self.prices.session_prices(session)
         date = df.index[0]
-        df = df.stack(0).droplevel(0)  # one row for each symbol
+        df = df.pt.stacked.droplevel(0)  # one row for each symbol
         chg_df = self.chg(end=date, days=1, style=False)
         chg_df.pop("close")  # so as not to replicate column
         df = pd.concat([df, chg_df], axis=1)
@@ -1129,7 +1137,7 @@ def max_chg_compare(
         dur_cols = [c for c in DURATION_COLUMNS if c in df]
         for col in dur_cols:
             if col in df:
-                df[col].fillna(0, inplace=True)
+                df.fillna({col: 0}, inplace=True)
             if col == "days":
                 df[col] = df[col].astype("int64")
 

src/market_analy/cases.py

@@ -102,32 +102,23 @@ class ChartSupportsCasesGui(typing.Protocol):
     """
 
     @property
-    def current_case(self) -> CaseSupportsChartAnaly | None:
-        ...
+    def current_case(self) -> CaseSupportsChartAnaly | None: ...
 
-    def hide_cases(self):
-        ...
+    def hide_cases(self): ...
 
-    def show_cases(self):
-        ...
+    def show_cases(self): ...
 
-    def reset_marks(self):
-        ...
+    def reset_marks(self): ...
 
-    def deselect_current_case(self):
-        ...
+    def deselect_current_case(self): ...
 
-    def select_next_case(self):
-        ...
+    def select_next_case(self): ...
 
-    def select_previous_case(self):
-        ...
+    def select_previous_case(self): ...
 
-    def update_trend_mark(self):
-        ...
+    def update_trend_mark(self): ...
 
-    def reset_x_ticks(self):
-        ...
+    def reset_x_ticks(self): ...
 
 
 class CaseBase(ABC):

src/market_analy/trends/__init__.py

@@ -32,8 +32,7 @@ def __init__(
         interval: mp.intervals.RowInterval,
         *args: typing.Any,
         **kwargs: typing.Any,
-    ):
-        ...
+    ): ...
 
     def get_movements(self) -> MovementsSupportChartAnaly:
         """Evaluate all movements over `data`."""

src/market_analy/trends/analy.py

@@ -89,8 +89,8 @@ class Trends:
     interval : pd.Timedelta | str
         Interval that each row of `data` represents. Examples:
 
-            pd.Timedelta(15, "T") (or "15T"): each row of data represents
-            15 minutes
+            pd.Timedelta(15, "min") (or "15min"): each row of data
+            represents 15 minutes
 
             pd.Timedelta(1, "D") (or "1D"): for daily data.
 
@@ -107,7 +107,7 @@ class Trends:
         Example, if each row of `data` (i.e. each bar) represents one
         session (i.e. if `interval` is "1D") then passing `prd` as 10 will
         set the period as 10 sessions, whilst if each bar represents an
-        interval of 30 minutes (i.e. `interval` is "30T") then passing 10
+        interval of 30 minutes (i.e. `interval` is "30min") then passing 10
         will set the period as 5 trading hours.
 
     ext_break
@@ -696,8 +696,8 @@ class TrendsAlt:
     interval : pd.Timedelta | str
         Interval that each row of `data` represents. Examples:
 
-            pd.Timedelta(15, "T") (or "15T"): each row of data represents
-            15 minutes
+            pd.Timedelta(15, "min") (or "15min"): each row of data
+            represents 15 minutes
 
             pd.Timedelta(1, "D") (or "1D"): for daily data.
 
@@ -708,7 +708,7 @@ class TrendsAlt:
         bars on a OHLC chart). For example, if each row of `data`
         represents one session (i.e. if `interval` is "1D") then passing 10
         will set the period as 10 sessions, whilst if each row represents
-        an interval of 30 minutes (i.e. `interval` is "30T") then passing
+        an interval of 30 minutes (i.e. `interval` is "30min") then passing
         10 will set the period as 5 hours.
 
     ext : float

src/market_analy/utils/pandas_utils.py

@@ -140,8 +140,21 @@ def interval_of_intervals(
 
     Examples
     --------
-    >>> left = pd.date_range('2021-05-01 12:00', periods=5, freq='1H')
-    >>> right = left + pd.Timedelta(30, 'T')
+    >>> # ignore first part, for testing purposes only...
+    >>> import pytest, pandas
+    >>> v = pandas.__version__
+    >>> if (
+    ...     (v.count(".") == 1 and float(v) < 2.2)
+    ...     or (
+    ...         v.count(".") > 1
+    ...         and float(v[:v.index(".", v.index(".") + 1)]) < 2.2
+    ...     )
+    ... ):
+    ...     pytest.skip("printed return only valid from pandas 2.2")
+    >>> #
+    >>> # example from here...
+    >>> left = pd.date_range('2021-05-01 12:00', periods=5, freq='h')
+    >>> right = left + pd.Timedelta(30, 'min')
     >>> index = pd.IntervalIndex.from_arrays(left, right)
     >>> index.to_series(index=range(5))
     0    (2021-05-01 12:00:00, 2021-05-01 12:30:00]
@@ -151,8 +164,9 @@ def interval_of_intervals(
     4    (2021-05-01 16:00:00, 2021-05-01 16:30:00]
     dtype: interval
     >>> interval_of_intervals(index)
-    Interval('2021-05-01 12:00:00', '2021-05-01 16:30:00', closed='right')
+    Interval(2021-05-01 12:00:00, 2021-05-01 16:30:00, closed='right')
     """
+    # NOTE Can lose doctest skip when pandas min support is >= 2.2
     if not intervals.is_monotonic_increasing:
         raise ValueError(f"`intervals` must be monotonic. Received as '{intervals}'.")
     return pd.Interval(intervals[0].left, intervals[-1].right, closed=closed)
@@ -239,9 +253,9 @@ def interval_index_new_tz(
     --------
     >>> tz = ZoneInfo("US/Central")
     >>> left = pd.date_range(
-    ...     '2021-05-01 12:00', periods=5, freq='1H', tz=tz
+    ...     '2021-05-01 12:00', periods=5, freq='h', tz=tz
     ... )
-    >>> right = left + pd.Timedelta(30, 'T')
+    >>> right = left + pd.Timedelta(30, 'min')
     >>> index = pd.IntervalIndex.from_arrays(left, right)
     >>> index.right.tz
     zoneinfo.ZoneInfo(key='US/Central')
@@ -260,3 +274,19 @@ def interval_index_new_tz(
         except TypeError:
             indices.append(indx.tz_convert(tz))
     return pd.IntervalIndex.from_arrays(indices[0], indices[1], closed=index.closed)
+
+
+def index_dates_to_str(index: pd.DatetimeIndex) -> pd.Index:
+    """Convert index representing dates to an index of dtype 'string'.
+
+    Formats dates as %Y-%m-%d.
+
+    Examples
+    --------
+    >>> import pandas as pd
+    >>> index = pd.date_range("2020-01-09", "2020-01-10", freq="D")
+    >>> str_index = index_dates_to_str(index)
+    >>> str_index
+    Index(['2020-01-09', '2020-01-10'], dtype='string')
+    """
+    return index.strftime("%Y-%m-%d").astype("string")

tests/conftest.py

@@ -38,7 +38,7 @@ def _pickle_new_prices(symbols: str, path: pathlib.Path):
     """
     prices = mp.PricesYahoo(symbols)
     # time adjusted to ensure prices instance doesn't request prices
-    now = pd.Timestamp.now().floor("T")
+    now = pd.Timestamp.now().floor("min")
     margin = pd.Timedelta(hours=1, minutes=1)
     now_required = now - margin
 

tests/test_analysis.py

@@ -176,7 +176,7 @@ def test_max_advance_and_max_decline():
     assert rtrn.loc[("max_adv", "days")] == 3
 
     # ...with minute index
-    index = pd.date_range("2023-01-01 12:43", freq="T", periods=len(opens))
+    index = pd.date_range("2023-01-01 12:43", freq="min", periods=len(opens))
     df = pd.DataFrame(dict(open=opens, high=highs, low=lows, close=closes), index=index)
     rtrn = analysis.max_advance(df, label="max_adv")
     assert len(rtrn) == 1
@@ -206,7 +206,7 @@ def test_max_advance_and_max_decline():
     assert rtrn.loc[("max_dec", "days")] == 4
 
     # ...with minute index
-    index = pd.date_range("2023-01-01 12:43", freq="T", periods=len(opens))
+    index = pd.date_range("2023-01-01 12:43", freq="min", periods=len(opens))
     df = pd.DataFrame(dict(open=opens, high=highs, low=lows, close=closes), index=index)
     rtrn = analysis.max_decline(df, label="max_dec")
     assert len(rtrn) == 1
@@ -888,7 +888,7 @@ def test_plot_ohlc(self, analy, intraday_pp):
         assert gui.chart.plottable_interval == expected_plottable
         expected = (
             intraday_pp["start"].tz_convert(None),
-            intraday_pp["end"].tz_convert(None) - pd.Timedelta(15, "T"),
+            intraday_pp["end"].tz_convert(None) - pd.Timedelta(15, "min"),
         )
         assert gui.date_slider.slider.value == expected
 
@@ -1053,7 +1053,7 @@ def test_plot_ohlc(self, analy, intraday_pp):
         assert gui._dialog.value
         assert (
             gui._dialog.text
-            == "Prices for interval '30T' are only available from '2022-12-05' although the earliest date that can be plotted on the chart implies that require data from '2021-12-30'."
+            == "Prices for interval '30min' are only available from '2022-12-05' although the earliest date that can be plotted on the chart implies that require data from '2021-12-30'."
         )
         gui._dialog.close_dialog()
         assert not gui._dialog.value
@@ -1066,7 +1066,7 @@ def test_plot_ohlc(self, analy, intraday_pp):
         assert gui._dialog.value
         assert (
             gui._dialog.text
-            == "Prices for interval '1T' are only available from '2023-01-03' although the earliest date that can be plotted on the chart implies that require data from '2021-12-30'."
+            == "Prices for interval '1min' are only available from '2023-01-03' although the earliest date that can be plotted on the chart implies that require data from '2021-12-30'."
         )
         gui._dialog.close_dialog()
         assert not gui._dialog.value
@@ -2515,7 +2515,7 @@ def test_plot_mult(self, analy, intraday_pp, tz):
         assert gui._dialog.value
         assert (
             gui._dialog.text
-            == "Prices for interval '15T' are not available over the current plottable dates as no price is available over this peroid for the following symbols: ['9988.HK']."
+            == "Prices for interval '15min' are not available over the current plottable dates as no price is available over this peroid for the following symbols: ['9988.HK']."
         )
         gui._dialog.close_dialog()
         assert not gui._dialog.value

tests/test_trends.py

@@ -38,7 +38,7 @@ def data_dji_15T(path_res, xnys) -> abc.Iterator[pd.DataFrame]:
     Data from call to:
         prices = PricesYahoo("^DJI")
         data = prices.get(
-            interval="15T",
+            interval="15min",
             start="2023-05-01",
             end="2023-05-30",
             lose_single_symbol=True
@@ -134,7 +134,7 @@ def test_dji_15T_prd15_minbars10(path_res, data_dji_15T):
     """
     moves = analy_trends.Trends(
         data=data_dji_15T,
-        interval="15T",
+        interval="15min",
         prd=15,
         ext_break=0.002,
         ext_limit=0.001,