Revise for pandas 2.0

Changes to accommodate changes in pandas 2.0. Mainly
responding to pandas default tz changing from `pytz.UTC` to
`datetime.timezone.utc`. These revisions retain all timezones
as pytz in `exchange_calendars`.

Also:
* makes changes in light of new pandas Warnings.
* resolves #294 which moved from `FutureWarning` to Error
when `CustomBusinessDay.apply` was deprecated in pandas 2.0.

exchange_calendars/calendar_helpers.py

@@ -680,7 +680,7 @@ def trading_index(self) -> pd.DatetimeIndex:
         index = self._trading_index()
         if self.has_break:
             index.sort()
-        index = pd.DatetimeIndex(index, tz="UTC")
+        index = pd.DatetimeIndex(index, tz=pytz.UTC)
         return self.curtail_for_times(index)
 
     @contextlib.contextmanager
@@ -718,7 +718,7 @@ def trading_index_intervals(self) -> pd.IntervalIndex:
             else:
                 raise errors.IntervalsOverlapError()
 
-        left = pd.DatetimeIndex(left, tz="UTC")
-        right = pd.DatetimeIndex(right, tz="UTC")
+        left = pd.DatetimeIndex(left, tz=pytz.UTC)
+        right = pd.DatetimeIndex(right, tz=pytz.UTC)
         index = pd.IntervalIndex.from_arrays(left, right, self.closed)
         return self.curtail_for_times(index)

exchange_calendars/pandas_extensions/offsets.py

@@ -149,7 +149,7 @@ def _apply(self, other):
             bday, interval = self._custom_business_day_for(
                 other, remaining, with_interval=True
             )
-            result = bday.apply(other)
+            result = bday + other
             while not interval.left <= result <= interval.right:
                 previous_other = other
                 if result < interval.left:

exchange_calendars/utils/pandas_utils.py

@@ -117,7 +117,7 @@ def longest_run(ser: pd.Series) -> pd.Index:
     ...     | ((ser >= 55) & (ser < 61))
     ... )
     >>> longest_run(bv)
-    Int64Index([30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40], dtype='int64')
+    Index([30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40], dtype='int32')
     >>> pd.testing.assert_index_equal(longest_run(bv), ser.index[30:41])
     """
     # group Trues by only adding to sum when value False.

tests/test_calendar_helpers.py

@@ -639,7 +639,7 @@ def bounds(start: pd.Series, end: pd.Series, force: bool, align: pd.Timedelta):
 
         if curtail and not (force_close and force_break_close):
             indices = lower_bounds.argsort()
-            lower_bounds.sort_values(inplace=True)
+            lower_bounds = lower_bounds.sort_values()
             upper_bounds = upper_bounds[indices]
             curtail_mask = upper_bounds > lower_bounds.shift(-1)
             if curtail_mask.any():

tests/test_exchange_calendar.py

@@ -11,6 +11,7 @@
 # limitations under the License.
 from __future__ import annotations
 
+import datetime
 import functools
 import itertools
 import pathlib
@@ -181,7 +182,6 @@ def get_csv(name: str) -> pd.DataFrame:
         path,
         index_col=0,
         parse_dates=[0, 1, 2, 3, 4],
-        infer_datetime_format=True,
     )
     # Necessary for csv saved prior to v4.0
     if df.index.tz is not None:
@@ -190,6 +190,8 @@ def get_csv(name: str) -> pd.DataFrame:
     for col in df:
         if df[col].dt.tz is None:
             df[col] = df[col].dt.tz_localize(UTC)
+        elif df[col].dt.tz is datetime.timezone.utc:
+            df[col] = df[col].dt.tz_convert(UTC)
     return df
 
 
@@ -2146,7 +2148,7 @@ def late_opens(
         date_to = pd.Timestamp.max
         dtis: list[pd.DatetimeIndex] = []
         # For each period over which a distinct open time prevails...
-        for date_from, time_ in s.iteritems():
+        for date_from, time_ in s.items():
             opens = ans.opens[date_from:date_to]
             sessions = opens.index
             td = pd.Timedelta(hours=time_.hour, minutes=time_.minute)
@@ -2186,7 +2188,7 @@ def early_closes(
 
         date_to = pd.Timestamp.max
         dtis: list[pd.DatetimeIndex] = []
-        for date_from, time_ in s.iteritems():
+        for date_from, time_ in s.items():
             closes = ans.closes[date_from:date_to]  # index to tz-naive
             sessions = closes.index
             td = pd.Timedelta(hours=time_.hour, minutes=time_.minute)
@@ -3837,14 +3839,18 @@ def unite(dtis: list[pd.DatetimeIndex]) -> pd.DatetimeIndex:
                         else:
                             ends = ans.closes
                         # index for a 'left' calendar, add end so evaluated as if 'both'
-                        index = index.append(pd.DatetimeIndex([ends[session]]))
+                        index = index.append(
+                            pd.DatetimeIndex([ends[session]], tz=pytz.UTC)
+                        )
 
                         index = index[::mins]  # only want every period
                         if not index[-1] == ends[session]:
                             # if period doesn't coincide with end, add right side of
                             # last interval which lies beyond end.
                             last_indice = index[-1] + period
-                            index = index.append(pd.DatetimeIndex([last_indice]))
+                            index = index.append(
+                                pd.DatetimeIndex([last_indice], tz=pytz.UTC)
+                            )
                         dtis.append(index)
 
                 both_index = unite(dtis)