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Make egret compatible with pandas 1.5 #292

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merged 4 commits into from
Oct 10, 2022

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darrylmelander
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Fixes #290.

Summary/Motivation:

Fixes an error when using Pandas 1.5 or later. Pandas started converting Series objects into bare numpy arrays when assigning to a cell.

Changes proposed in this PR:

  • When reading RTS-GMLC csv data, use a different method to store Series objects in DataFrame cells.

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By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

  1. I agree my contributions are submitted under the BSD license.
  2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

@bknueven bknueven merged commit 68623c5 into grid-parity-exchange:main Oct 10, 2022
@darrylmelander darrylmelander deleted the pandas_1_5 branch April 3, 2023 20:13
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TypeError: slice indices must be integers or None or have an __index__ method after updating to pandas 1.5
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