{"action":"created","issue":{"url":"https://api.github.com/repos/quantopian/zipline/issues/1339","repository_url":"https://api.github.com/repos/quantopian/zipline","labels_url":"https://api.github.com/repos/quantopian/zipline/issues/1339/labels{/name}","comments_url":"https://api.github.com/repos/quantopian/zipline/issues/1339/comments","events_url":"https://api.github.com/repos/quantopian/zipline/issues/1339/events","html_url":"https://github.com/quantopian/zipline/pull/1339","id":166714318,"number":1339,"title":"Latest numpy and pandas","user":{"login":"ssanderson","id":1588357,"avatar_url":"https://avatars.githubusercontent.com/u/1588357?v=3","gravatar_id":"","url":"https://api.github.com/users/ssanderson","html_url":"https://github.com/ssanderson","followers_url":"https://api.github.com/users/ssanderson/followers","following_url":"https://api.github.com/users/ssanderson/following{/other_user}","gists_url":"https://api.github.com/users/ssanderson/gists{/gist_id}","starred_url":"https://api.github.com/users/ssanderson/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ssanderson/subscriptions","organizations_url":"https://api.github.com/users/ssanderson/orgs","repos_url":"https://api.github.com/users/ssanderson/repos","events_url":"https://api.github.com/users/ssanderson/events{/privacy}","received_events_url":"https://api.github.com/users/ssanderson/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":9,"created_at":"2016-07-21T00:49:22Z","updated_at":"2016-08-09T17:02:25Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/quantopian/zipline/pulls/1339","html_url":"https://github.com/quantopian/zipline/pull/1339","diff_url":"https://github.com/quantopian/zipline/pull/1339.diff","patch_url":"https://github.com/quantopian/zipline/pull/1339.patch"},"body":"Bump us up to the latest major versions of pandas and numpy.\r\n\r\nNotable breakages in the latest:\r\n- Pandas:\r\n  - `rolling`, `expanding`, `resample`, and `ewm*` all changed to behave more like `groupby`.  This PR adds backwards-compat shims to support both the new and old syntax.  This change is the only one that required a material amount of work to preserve compat with pandas 0.17.\r\n  - `.loc` with an integer argument on an index of `Asset` objects no longer works in pandas 0.18.  This is probably the change I'm most worried about from a user breakage perspective.\r\n  - Timezone information is now preserved in Series and DataFrame columns.  This means that some fields that were previously tz-naive may now be tz-aware, leading to breakages.  This is the second most worrisome change for user breakage.\r\n  - Group-label conventions for `DataFrame/Series.nth()` changed in pandas 0.18.  The only affected usage has been re-written in a way that's 2x faster, so not much cost here.  See Also: https://github.com/pydata/pandas/issues/13666.\r\n  - Passing null-ish values to `pd.categorical` is deprecated in pandas 0.18.  This means, in particular, that the default missing value of `None` cannot be preserved in pipeline outputs for string-dtype Pipeline columns is no longer appropriate if we want to avoid pandas warnings and/or future breakages.  This PR currently deprecates support for custom string-dtype missing values, and makes string-dtyped categorical output provide the pandas-recommended value of `NaN`.  A future change should likely remove support for custom missing values entirely in favor of using categoricals with NaN missing values for both strings and ints.  This is the code change I'm most conflicted about in this PR.  I think a better change might be to just silence the warning for now, and remove support for missing values in one consistent change.  As-is, the semantics for column missing values is inconsistent for strings and every other dtype.  @llllllllll I'd be interested in your thoughts on this.  See Also: https://github.com/pydata/pandas/issues/13648\r\n  - `DataFrame.sort` was deprecated in favor of `sort_values`.  This is trivial to fix.\r\n  - `DataFrame.convert_objects` was deprecated in favor of type-specific functions.  We only had one, unnecessary invocation of `convert_objects`.\r\n  - `DataFrame` deprecated indexing with a `float` on `.iloc`.  We only did this in one place, and it was almost certainly a bug.\r\n\r\n- Numpy:\r\n  - `np.full` started warning that passing an integer value would produce an integer array in the future (it currently produces a float array).  This PR fixes most of those warnings by passing explicit float values, or passing an explicit dtype.  This is probably the largest change in LoC, but there's no cost to users.\r\n  - `np.NaT` started warning on comparisons with itself that `NaT != NaT` will be true in the future.  An `isnat` function has been added to `numpy_utils`, and it's been used anywhere that we were previously checking for NaT.  See Also https://github.com/numpy/numpy/issues/5610."},"comment":{"url":"https://api.github.com/repos/quantopian/zipline/issues/comments/238619611","html_url":"https://github.com/quantopian/zipline/pull/1339#issuecomment-238619611","issue_url":"https://api.github.com/repos/quantopian/zipline/issues/1339","id":238619611,"user":{"login":"coveralls","id":2354108,"avatar_url":"https://avatars.githubusercontent.com/u/2354108?v=3","gravatar_id":"","url":"https://api.github.com/users/coveralls","html_url":"https://github.com/coveralls","followers_url":"https://api.github.com/users/coveralls/followers","following_url":"https://api.github.com/users/coveralls/following{/other_user}","gists_url":"https://api.github.com/users/coveralls/gists{/gist_id}","starred_url":"https://api.github.com/users/coveralls/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/coveralls/subscriptions","organizations_url":"https://api.github.com/users/coveralls/orgs","repos_url":"https://api.github.com/users/coveralls/repos","events_url":"https://api.github.com/users/coveralls/events{/privacy}","received_events_url":"https://api.github.com/users/coveralls/received_events","type":"User","site_admin":false},"created_at":"2016-08-09T17:02:25Z","updated_at":"2016-08-09T17:02:25Z","body":"\n[![Coverage Status](https://coveralls.io/builds/7372084/badge)](https://coveralls.io/builds/7372084)\n\nCoverage decreased (-0.02%) to 85.519% when pulling **1d6ec4ac0fd6c5a68e3f184df35850430c1ec973 on latest-numpy-pandas** into **24f2ef8d72cb9b157e7036d8fff88a4b8a70acf5 on master**.\n"}}
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