Update dependencies and changes for pandas 2.0

etc/requirements.txt

@@ -1,28 +1,30 @@
 #
-# This file is autogenerated by pip-compile with python 3.8
-# To update, run:
+# This file is autogenerated by pip-compile with Python 3.8
+# by the following command:
 #
 #    pip-compile --output-file=etc/requirements.txt pyproject.toml
 #
 korean-lunar-calendar==0.3.1
     # via exchange-calendars (pyproject.toml)
-numpy==1.24.1
+numpy==1.24.2
     # via
     #   exchange-calendars (pyproject.toml)
     #   pandas
-pandas==1.5.2
+pandas==2.0.0
     # via exchange-calendars (pyproject.toml)
-pyluach==2.0.2
+pyluach==2.2.0
     # via exchange-calendars (pyproject.toml)
 python-dateutil==2.8.2
     # via
     #   exchange-calendars (pyproject.toml)
     #   pandas
-pytz==2022.7
+pytz==2023.3
     # via
     #   exchange-calendars (pyproject.toml)
     #   pandas
 six==1.16.0
     # via python-dateutil
 toolz==0.12.0
     # via exchange-calendars (pyproject.toml)
+tzdata==2023.3
+    # via pandas

etc/requirements_dev.txt

@@ -1,14 +1,14 @@
 #
-# This file is autogenerated by pip-compile with python 3.8
-# To update, run:
+# This file is autogenerated by pip-compile with Python 3.8
+# by the following command:
 #
 #    pip-compile --extra=dev --output-file=etc/requirements_dev.txt pyproject.toml
 #
 attrs==22.2.0
     # via
     #   hypothesis
     #   pytest
-build==0.9.0
+build==0.10.0
     # via pip-tools
 click==8.1.3
     # via pip-tools
@@ -17,35 +17,33 @@ colorama==0.4.6
     #   build
     #   click
     #   pytest
-exceptiongroup==1.1.0
+exceptiongroup==1.1.1
     # via
     #   hypothesis
     #   pytest
 execnet==1.9.0
     # via pytest-xdist
 flake8==6.0.0
     # via exchange-calendars (pyproject.toml)
-hypothesis==6.61.0
+hypothesis==6.71.0
     # via exchange-calendars (pyproject.toml)
-iniconfig==1.1.1
+iniconfig==2.0.0
     # via pytest
 korean-lunar-calendar==0.3.1
     # via exchange-calendars (pyproject.toml)
 mccabe==0.7.0
     # via flake8
-numpy==1.24.1
+numpy==1.24.2
     # via
     #   exchange-calendars (pyproject.toml)
     #   pandas
-packaging==22.0
+packaging==23.0
     # via
     #   build
     #   pytest
-pandas==1.5.2
+pandas==2.0.0
     # via exchange-calendars (pyproject.toml)
-pep517==0.13.0
-    # via build
-pip-tools==6.12.1
+pip-tools==6.13.0
     # via exchange-calendars (pyproject.toml)
 pluggy==1.0.0
     # via pytest
@@ -55,22 +53,24 @@ pycodestyle==2.10.0
     # via flake8
 pyflakes==3.0.1
     # via flake8
-pyluach==2.0.2
+pyluach==2.2.0
     # via exchange-calendars (pyproject.toml)
-pytest==7.2.0
+pyproject-hooks==1.0.0
+    # via build
+pytest==7.2.2
     # via
     #   exchange-calendars (pyproject.toml)
     #   pytest-benchmark
     #   pytest-xdist
 pytest-benchmark==4.0.0
     # via exchange-calendars (pyproject.toml)
-pytest-xdist==3.1.0
+pytest-xdist==3.2.1
     # via exchange-calendars (pyproject.toml)
 python-dateutil==2.8.2
     # via
     #   exchange-calendars (pyproject.toml)
     #   pandas
-pytz==2022.7
+pytz==2023.3
     # via
     #   exchange-calendars (pyproject.toml)
     #   pandas
@@ -81,11 +81,12 @@ sortedcontainers==2.4.0
 tomli==2.0.1
     # via
     #   build
-    #   pep517
     #   pytest
 toolz==0.12.0
     # via exchange-calendars (pyproject.toml)
-wheel==0.38.4
+tzdata==2023.3
+    # via pandas
+wheel==0.40.0
     # via pip-tools
 
 # The following packages are considered to be unsafe in a requirements file:

etc/requirements_minpandas.txt

@@ -1,6 +1,6 @@
 #
-# This file is autogenerated by pip-compile with python 3.8
-# To update, run:
+# This file is autogenerated by pip-compile with Python 3.8
+# by the following command:
 #
 #    pip-compile --extra=dev --output-file=etc/requirements_minpandas.txt pyproject.toml
 #
@@ -12,7 +12,7 @@ attrs==22.2.0
     # via
     #   hypothesis
     #   pytest
-build==0.9.0
+build==0.10.0
     # via pip-tools
 click==8.1.3
     # via pip-tools
@@ -21,35 +21,33 @@ colorama==0.4.6
     #   build
     #   click
     #   pytest
-exceptiongroup==1.1.0
+exceptiongroup==1.1.1
     # via
     #   hypothesis
     #   pytest
 execnet==1.9.0
     # via pytest-xdist
 flake8==6.0.0
     # via exchange-calendars (pyproject.toml)
-hypothesis==6.61.0
+hypothesis==6.71.0
     # via exchange-calendars (pyproject.toml)
-iniconfig==1.1.1
+iniconfig==2.0.0
     # via pytest
 korean-lunar-calendar==0.3.1
     # via exchange-calendars (pyproject.toml)
 mccabe==0.7.0
     # via flake8
-numpy==1.24.1
+numpy==1.24.2
     # via
     #   exchange-calendars (pyproject.toml)
     #   pandas
-packaging==22.0
+packaging==23.0
     # via
     #   build
     #   pytest
 pandas==1.1.0
     # via exchange-calendars (pyproject.toml)
-pep517==0.13.0
-    # via build
-pip-tools==6.12.1
+pip-tools==6.13.0
     # via exchange-calendars (pyproject.toml)
 pluggy==1.0.0
     # via pytest
@@ -59,22 +57,24 @@ pycodestyle==2.10.0
     # via flake8
 pyflakes==3.0.1
     # via flake8
-pyluach==2.0.2
+pyluach==2.2.0
     # via exchange-calendars (pyproject.toml)
-pytest==7.2.0
+pyproject-hooks==1.0.0
+    # via build
+pytest==7.2.2
     # via
     #   exchange-calendars (pyproject.toml)
     #   pytest-benchmark
     #   pytest-xdist
 pytest-benchmark==4.0.0
     # via exchange-calendars (pyproject.toml)
-pytest-xdist==3.1.0
+pytest-xdist==3.2.1
     # via exchange-calendars (pyproject.toml)
 python-dateutil==2.8.2
     # via
     #   exchange-calendars (pyproject.toml)
     #   pandas
-pytz==2022.7
+pytz==2023.3
     # via
     #   exchange-calendars (pyproject.toml)
     #   pandas
@@ -85,11 +85,10 @@ sortedcontainers==2.4.0
 tomli==2.0.1
     # via
     #   build
-    #   pep517
     #   pytest
 toolz==0.12.0
     # via exchange-calendars (pyproject.toml)
-wheel==0.38.4
+wheel==0.40.0
     # via pip-tools
 
 # The following packages are considered to be unsafe in a requirements file:

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)