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v1.0.5

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@ArturSepp ArturSepp released this 01 Aug 18:07
· 123 commits to main since this release

Fixed

  • Every axis=1 pd.concat in trendfollowing and in papers/ states sort= explicitly — 62 call sites, 43 sort=True where the joined index is dates and 19 sort=False where 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 explicit sort=False and 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: an axis=1 pd.concat under trendfollowing/ or papers/ without an explicit sort= fails the suite. Static — reads the source with ast and imports nothing.

Full changelog: CHANGELOG.md