Fix for pandas pre 2.2.0

.github/workflows/release.yml

@@ -37,6 +37,7 @@ jobs:
     - name: Install from testpypi and import
       shell: bash
       run: |
+        sleep 5
         i=0
         while [ $i -lt 12 ] && [ "${{ github.ref_name }}" != $(pip index versions -i https://test.pypi.org/simple --pre market_prices | cut -d'(' -f2 | cut -d')' -f1 | sed 1q) ];\
           do echo "waiting for package to appear in test index, i is $i"; echo "sleeping 5s"; sleep 5s; echo "woken up"; let i++; echo "next i is $i"; done

src/market_prices/intervals.py

@@ -56,7 +56,13 @@ def freq_unit(self) -> typing.Literal["min", "h", "D"]:
 
         Returns either "min", "h" or "D".
         """
-        return self.as_pdtd.resolution_string
+        unit = self.as_pdtd.resolution_string
+        # for pre pandas 2.2 compatibility...
+        if unit == "T":
+            unit = "min"
+        if unit == "H":
+            unit = "h"
+        return unit
 
     @property
     def freq_value(self) -> int:
@@ -449,8 +455,7 @@ def to_ptinterval(interval: str | timedelta | pd.Timedelta) -> PTInterval:
             " interval in terms of months pass as a string, for"
             ' example "1m" for one month.'
         )
-
-        valid_resolutions = ["min", "h", "D"]
+        valid_resolutions = ["min", "h", "D"] + ["T", "H"]  # + form pandas pre 2.2
         if interval.resolution_string not in valid_resolutions:
             raise ValueError(error_msg)
 

src/market_prices/pt.py

@@ -1480,7 +1480,9 @@ def downsample(  # pylint: disable=arguments-differ
             else:
                 return self._downsample_days(pdfreq)
 
-        if unit in ["h", "min", "s", "L", "ms", "U", "us", "N", "ns"]:
+        invalid_units = ["h", "min", "MIN", "s", "L", "ms", "U", "us", "N", "ns"]
+        ext = ["t", "T", "H", "S"]  # for pandas pre 2.2 compatibility
+        if unit in invalid_units + ext:
             raise ValueError(
                 "Cannot downsample to a `pdfreq` with a unit more precise than 'd'."
             )
@@ -2328,6 +2330,12 @@ def downsample(
             )
 
         unit = genutils.remove_digits(pdfreq)
+        # for pandas pre 2.2. compatibility
+        if unit == "T":
+            unit = "min"
+        if unit == "H":
+            unit = "h"
+
         valid_units = ["min", "h"]
         if unit not in valid_units:
             raise ValueError(

src/market_prices/utils/pandas_utils.py

@@ -76,6 +76,19 @@ def timestamps_in_interval_of_intervals(
 
     Examples
     --------
+    >>> # ignore first part, for testing purposes only...
+    >>> import pytest, pandas
+    >>> v = pandas.__version__
+    >>> if (
+    ...     (v.count(".") == 1 and float(v) < 2.2)
+    ...     or (
+    ...         v.count(".") > 1
+    ...         and float(v[:v.index(".", v.index(".") + 1)]) < 2.2
+    ...     )
+    ... ):
+    ...     pytest.skip("printed return only valid from pandas 2.2")
+    >>> #
+    >>> # example from here...
     >>> timestamps = pd.DatetimeIndex(
     ...     [
     ...         pd.Timestamp('2021-03-12 14:00'),
@@ -96,6 +109,7 @@ def timestamps_in_interval_of_intervals(
     >>> timestamps_in_interval_of_intervals(timestamps, intervals)
     True
     """
+    # NOTE Can lose doctest skip when pandas support is >= 2.2
     timestamps = [timestamps] if isinstance(timestamps, pd.Timestamp) else timestamps
     ser = intervals.to_series()
     bv = ser.apply(lambda x: all({ts in x for ts in timestamps}))
@@ -387,6 +401,19 @@ def remove_intervals_from_interval(
 
     Examples
     --------
+    >>> # ignore first part, for testing purposes only...
+    >>> import pytest, pandas
+    >>> v = pandas.__version__
+    >>> if (
+    ...     (v.count(".") == 1 and float(v) < 2.2)
+    ...     or (
+    ...         v.count(".") > 1
+    ...         and float(v[:v.index(".", v.index(".") + 1)]) < 2.2
+    ...     )
+    ... ):
+    ...     pytest.skip("printed return only valid from pandas 2.2")
+    >>> #
+    >>> # example from here...
     >>> from pprint import pprint
     >>> left = pd.date_range('2021-05-01 12:00', periods=5, freq='h')
     >>> right = left + pd.Timedelta(30, 'min')
@@ -411,6 +438,7 @@ def remove_intervals_from_interval(
      Interval(2021-05-01 15:30:00, 2021-05-01 16:00:00, closed='left'),
      Interval(2021-05-01 16:30:00, 2021-05-01 17:30:00, closed='left')]
     """
+    # NOTE Can lose doctest skip when pandas support is >= 2.2
     if not intervals.is_monotonic_increasing:
         raise ValueError(
             "`intervals` must be monotonically increasing although receieved"

tests/conftest.py

@@ -280,3 +280,16 @@ def xlon_calendar_extended(
 def xhkg_calendar(today, side, mock_now) -> abc.Iterator[xcals.ExchangeCalendar]:
     """XLON calendar."""
     yield xcals.get_calendar("XHKG", side=side, end=today)
+
+
+@pytest.fixture
+def pandas_pre_22() -> abc.Iterator[bool]:
+    """Installed pandas is pre version 2.2."""
+    v = pd.__version__
+    if v.count(".") == 1:
+        rtrn = float(v) < 2.2
+    else:
+        stop = v.index(".", v.index(".") + 1)
+        minor_v = float(v[:stop])
+        rtrn = minor_v < 2.2
+    yield rtrn

tests/hypstrtgy.py

@@ -361,6 +361,16 @@ def pp_days(draw, calendar_name: str) -> st.SearchStrategy[dict[str, typing.Any]
     return pp
 
 
+# set PRE_PANDAS_22
+v = pd.__version__
+if v.count(".") == 1:
+    PRE_PANDAS_22 = float(v) < 2.2
+else:
+    stop = v.index(".", v.index(".") + 1)
+    minor_v = float(v[:stop])
+    PRE_PANDAS_22 = minor_v < 2.2
+
+
 @st.composite
 def pp_days_start_session(
     draw,
@@ -387,7 +397,10 @@ def pp_days_start_session(
     sessions = calendar.sessions
     limit_r = sessions[-pp["days"]]
     if start_will_roll_to_ms:
-        offset = pd.tseries.frequencies.to_offset("ME")
+        # NOTE when min pandas support moves to >= 2.2 can hard code this as ME
+        # and lose the PRE_PANDAS_22 global.
+        freq = "M" if PRE_PANDAS_22 else "ME"
+        offset = pd.tseries.frequencies.to_offset(freq)
         if TYPE_CHECKING:
             assert offset is not None
         limit_r = offset.rollback(limit_r)

tests/test_pt.py

@@ -2289,7 +2289,7 @@ def xnys_open(self, xnys, session) -> abc.Iterator[pd.Timestamp]:
     def xnys_close(self, xnys, session) -> abc.Iterator[pd.Timestamp]:
         yield xnys.session_close(session)
 
-    def test_errors(self, intraday_pt, composite_intraday_pt, one_min):
+    def test_errors(self, intraday_pt, composite_intraday_pt, one_min, pandas_pre_22):
         """Verify raising expected errors for intraday price table."""
         df = intraday_pt
         f = df.pt.downsample
@@ -2328,7 +2328,9 @@ def match_f(pdfreq) -> str:
                 f" received `pdfreq` as {pdfreq}."
             )
 
-        invalid_pdfreqs = ["1d", "1s", "1ns", "1ms", "1ME", "1YE"]
+        invalid_pdfreqs = ["1d", "1s", "1ns", "1ms"]
+        ext = ["1M", "1Y"] if pandas_pre_22 else ["1ME", "1YE"]
+        invalid_pdfreqs += ext
         for pdfreq in invalid_pdfreqs:
             with pytest.raises(ValueError, match=match_f(pdfreq)):
                 f(pdfreq)