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v1.0.5
Fixed
- Every
axis=1pd.concatintrendfollowingand inpapers/statessort=explicitly — 62 call sites, 43sort=Truewhere the joined index is dates and 19sort=Falsewhere it is a lag, a span, a Monte-Carlo path or a fund label. pandas 2.2 sorted the union of two DatetimeIndexes whatever the argument said; pandas 3.0 honours an explicitsort=Falseand pandas 4 drops the implicit sort too. The exposure is the same in both trees: a backtest nav joined to a benchmark on a different calendar (backtests.py,backtest_figs.py,paper_figures.py) would be built on an out-of-order time axis, with no exception — a different number in a published exhibit. Behaviour under the installed pandas is unchanged; the arguments state what was already happening.
Added
tests/test_concat_sort_convention.py: anaxis=1pd.concatundertrendfollowing/orpapers/without an explicitsort=fails the suite. Static — reads the source withastand imports nothing.
Full changelog: CHANGELOG.md