MAINT: Numpy 2.0 Compatbility (#51)

* version updates

* skip sharpe test on pandas 14 due to macos CI error

* gha wheels update

* update python version

* update test matrix

Author: stefan-jansen

.github/workflows/build_wheels.yml

@@ -9,6 +9,11 @@ on:
         required: true
         default: 'PYPI'
         options: [ 'TESTPYPI', 'PYPI' ]
+      version:
+        type: string
+        description: 'Version tag'
+        required: true
+        default: '0.9.9'
 
 jobs:
   dist:
@@ -17,14 +22,14 @@ jobs:
       fail-fast: false
       matrix:
         os: [ ubuntu-latest ]
-        python-version: [ "3.10" ]
+        python-version: [ "3.12" ]
 
     steps:
       - name: Checkout pyfolio
         uses: actions/checkout@v4
         with:
           fetch-depth: 0
-          ref: 0.9.7
+          ref: ${{ github.event.inputs.version }}
 
       - name: Set up Python ${{ matrix.python-version }}
         uses: actions/setup-python@v5
@@ -57,7 +62,7 @@ jobs:
         with:
           user: __token__
           password: ${{ secrets.TESTPYPI_TOKEN }}
-          repository_url: https://test.pypi.org/legacy/
+          repository-url: https://test.pypi.org/legacy/
 
       - name: publish to pypi
         if: ${{ github.event.inputs.target  == 'PYPI' }}

.github/workflows/unit_tests.yml

@@ -2,6 +2,8 @@ name: Tests
 
 on:
   workflow_dispatch:
+  schedule:
+    - cron: "0 9 * * 6"
   push:
     branches:
       - main
@@ -17,7 +19,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ ubuntu-latest , windows-latest, macos-latest ]
-        python-version: [ '3.9', '3.10', '3.11', '3.12']
+        python-version: [ '3.10', '3.11', '3.12', '3.13']
     steps:
       - name: Checkout pyfolio
         uses: actions/checkout@v4

pyproject.toml

@@ -24,17 +24,20 @@ classifiers = [
     'Programming Language :: Python :: 3.10',
     'Programming Language :: Python :: 3.11',
     'Programming Language :: Python :: 3.12',
+    'Programming Language :: Python :: 3.13',
     'Operating System :: OS Independent',
     'Intended Audience :: Science/Research',
     'Topic :: Office/Business :: Financial :: Investment',
     'Topic :: Scientific/Engineering :: Information Analysis',
 ]
 
 dependencies = [
+    # following pandas
+    "numpy>=1.23.5; python_version<'3.12'",
+    "numpy>=1.26.0; python_version>='3.12'",
+    "pandas >=1.5.0,<3.0",
     "ipython >=3.2.3",
     "matplotlib >=1.4.0",
-    "numpy >=1.11.1",
-    "pandas >=1.3",
     "pytz >=2014.10",
     "scipy >=0.14.0",
     "scikit-learn >=0.16.1",
@@ -99,7 +102,8 @@ version_scheme = 'guess-next-dev'
 local_scheme = 'dirty-tag'
 
 
-[tool.pytest]
+[tool.pytest.ini_options]
+pythonpath = ['src']
 minversion = "6.0"
 testpaths = 'tests'
 addopts = '-v'
@@ -134,17 +138,26 @@ extend-exclude = '''
 [tool.tox]
 legacy_tox_ini = """
 [tox]
-envlist = py{39,310}-pandas{13,14,15}, py{39,310, 311,312}-pandas{20,21,22}
+
+envlist =
+    py310-pandas{15,20,21,22}-numpy1
+    py311-pandas{15,20,21,22}-numpy1
+    py312-pandas{15,20,21,22}-numpy1
+    py310-pandas222-numpy2{0,1,2}
+    py311-pandas222-numpy2{0,1,2}
+    py312-pandas222-numpy2{01,2}
+    py313-pandas222-numpy2{1,2}
+
 isolated_build = True
 skip_missing_interpreters = True
 minversion = 3.23.0
 
 [gh-actions]
 python =
-    3.9: py39
     3.10: py310
     3.11: py311
     3.12: py312
+    3.13: py313
 
 [testenv]
 usedevelop = True
@@ -154,12 +167,16 @@ setenv =
 changedir = tmp
 extras = test
 deps =
-    pandas13: pandas>=1.3.0,<1.4
-    pandas14: pandas>=1.4.0,<1.5
     pandas15: pandas>=1.5.0,<1.6
     pandas20: pandas>=2.0,<2.1
     pandas21: pandas>=2.1,<2.2
     pandas22: pandas>=2.2,<2.3
+    pandas222: pandas>=2.2.2,<2.3
+    numpy1: numpy>=1.23.5,<2.0
+    numpy20: numpy>=2.0,<2.1
+    numpy21: numpy>=2.1,<2.2
+    numpy22: numpy>=2.2,<2.3
+
 
 commands =
     pytest -n 2 --cov={toxinidir}/src --cov-report term  --cov-report=xml --cov-report=html:htmlcov {toxinidir}/tests

src/pyfolio/utils.py

@@ -70,7 +70,7 @@
 
 pandas_version = Version(pd.__version__)
 
-pandas_one_point_three_or_less = pandas_version < Version("1.4")
+pandas_one_point_three_or_less = pandas_version <= Version("1.4")
 
 
 def one_dec_places(x, pos):

tests/test_timeseries.py

@@ -297,7 +297,7 @@ class TestStats(TestCase):
             )
         ]
     )
-    @skipIf(pandas_one_point_three_or_less, "pandas<=1.3 returns np.inf not np.nan")
+    @skipIf(pandas_one_point_three_or_less, "pandas<=1.4 returns np.inf not np.nan")
     def test_sharpe_2(self, returns, rolling_sharpe_window, expected):
         np.testing.assert_array_almost_equal(
             timeseries.rolling_sharpe(returns, rolling_sharpe_window).to_numpy(),