Fix pandas deprecation warnings

Fixes pandas 2.2 deprecation warnings concerning deprecation of
frequency units "T", "H" and "S" in favor of "min", "h" and "s".

README.md

@@ -70,7 +70,7 @@ Timestamp('2022-01-03 00:00:00', freq='C')
 Timestamp('2022-01-10 00:00:00', freq='C')
 
 >>> xhkg.trading_index(
-...     "2021-12-30", "2021-12-31", period="90T", force=True
+...     "2021-12-30", "2021-12-31", period="90min", force=True
 ... )
 IntervalIndex([[2021-12-30 01:30:00, 2021-12-30 03:00:00), [2021-12-30 03:00:00, 2021-12-30 04:00:00), [2021-12-30 05:00:00, 2021-12-30 06:30:00), [2021-12-30 06:30:00, 2021-12-30 08:00:00), [2021-12-31 01:30:00, 2021-12-31 03:00:00), [2021-12-31 03:00:00, 2021-12-31 04:00:00)], dtype='interval[datetime64[ns, UTC], left]')
 ```

exchange_calendars/calendar_helpers.py

@@ -236,9 +236,9 @@ def parse_timestamp(
             )
         side = side if side is not None else calendar.side
         if side == "left":
-            ts = ts.floor("T")
+            ts = ts.floor("min")
         elif side == "right":
-            ts = ts.ceil("T")
+            ts = ts.ceil("min")
         else:
             raise ValueError(
                 "`timestamp` cannot have a non-zero second (or more accurate)"
@@ -493,7 +493,7 @@ def align_opens(opens: pd.Series, align: pd.Timedelta) -> np.ndarray:
             opens = opens.dt.ceil(align)
             return opens.values.astype(np.int64)
 
-        if align != pd.Timedelta(1, "T"):
+        if align != pd.Timedelta(1, "min"):
             self.opens = align_opens(calendar.opens[slce], align)
         else:
             self.opens = calendar.opens_nanos[slce]
@@ -503,7 +503,7 @@ def align_opens(opens: pd.Series, align: pd.Timedelta) -> np.ndarray:
         else:
             self.break_starts = calendar.break_starts_nanos[slce]
 
-            if align_pm != pd.Timedelta(1, "T"):
+            if align_pm != pd.Timedelta(1, "min"):
                 self.break_ends = align_opens(calendar.break_ends[slce], align_pm)
             else:
                 self.break_ends = calendar.break_ends_nanos[slce]

exchange_calendars/exchange_calendar.py

@@ -2344,7 +2344,7 @@ def trading_index(
         force: bool | None = None,
         curtail_overlaps: bool = False,
         ignore_breaks: bool = False,
-        align: pd.Timedelta | str = pd.Timedelta(1, "T"),
+        align: pd.Timedelta | str = pd.Timedelta(1, "min"),
         align_pm: pd.Timedelta | bool = True,
         parse: bool = True,
     ) -> pd.DatetimeIndex | pd.IntervalIndex:
@@ -2538,7 +2538,7 @@ def trading_index(
             component then can pass `parse` as False to save around
             500µs on the execution.
 
-        align : default: pd.Timedelta(1, "T")
+        align : default: pd.Timedelta(1, "min")
             Anchor the first indice of each session such that it aligns
             with the nearest occurrence of a specific fraction of an hour.
 
@@ -2547,14 +2547,14 @@ def trading_index(
             forwards, -ve values to shift indices backwards.
 
             Valid values are (or equivalent):
-                "2T", "3T", "4T", "5T", "6T", "10T", "12T", "15T", "20T",
-                "30T", "-2T", "-4T", "-5T", "-6T", "-10T", "-12T", "-15T",
-                "-20T", "-30T"
+                "2min", "3min", "4min", "5min", "6min", "10min", "12min", "15min", "20min",
+                "30min", "-2min", "-4min", "-5min", "-6min", "-10min", "-12min", "-15min",
+                "-20min", "-30min"
 
             For example, if `intervals` is True and `period` is '5T' then
             the first interval of a session with open time as 07:59 would
             be:
-                07:59 - 08:04 if `align` is pd.Timedelta(1, "T")  (default)
+                07:59 - 08:04 if `align` is pd.Timedelta(1, "min")  (default)
                 08:00 - 08:05 if `align` is '5T'
                 07:55 - 08:00 if `align` is '-5T'
 
@@ -2662,13 +2662,13 @@ def get_align(name: Literal["align", "align_pm"], value: Any) -> pd.Timedelta:
                 )
                 raise ValueError(msg) from None
 
-            ONE_HOUR = pd.Timedelta("1H")
+            ONE_HOUR = pd.Timedelta("1h")
             if value > ONE_HOUR or value < -ONE_HOUR or not value or (ONE_HOUR % value):
                 raise ValueError(
                     f"`{name}` must be factor of 1H although received '{value}'."
                 )
 
-            if value % pd.Timedelta(1, "T"):
+            if value % pd.Timedelta(1, "min"):
                 raise ValueError(
                     f"`{name}` cannot include a fraction of a minute although received"
                     f" '{value}'."
@@ -2678,7 +2678,7 @@ def get_align(name: Literal["align", "align_pm"], value: Any) -> pd.Timedelta:
         align = get_align("align", align)
 
         if align_pm is False:
-            align_pm = pd.Timedelta(1, "T")
+            align_pm = pd.Timedelta(1, "min")
         else:
             align_pm = align if align_pm is True else get_align("align_pm", align_pm)
 

exchange_calendars/utils/pandas_utils.py

@@ -140,8 +140,8 @@ def indexes_union(indexes: list[pd.Index]) -> pd.Index:
 
     Examples
     --------
-    >>> index1 = pd.date_range('2021-05-01 12:20', periods=2, freq='1H')
-    >>> index2 = pd.date_range('2021-05-02 17:10', periods=2, freq='22T')
+    >>> index1 = pd.date_range('2021-05-01 12:20', periods=2, freq='1h')
+    >>> index2 = pd.date_range('2021-05-02 17:10', periods=2, freq='22min')
     >>> index3 = pd.date_range('2021-05-03', periods=2, freq='1D')
     >>> indexes_union([index1, index2, index3])
     DatetimeIndex(['2021-05-01 12:20:00', '2021-05-01 13:20:00',