Merge pull request #442 from pmorissette/tkp/reg

add numpy/pandas version tests

Author: timkpaine

.github/workflows/build.yml

@@ -19,7 +19,7 @@ jobs:
     strategy:
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: [3.8, 3.9, '3.10', 3.11]
+        python-version: [3.9, 3.12]
 
     steps:
     - uses: actions/checkout@v4

.github/workflows/deploy.yml

@@ -13,7 +13,7 @@ jobs:
     strategy:
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: [3.8, 3.9, '3.10', 3.11]
+        python-version: [3.8, 3.9, '3.10', 3.11, 3.12]
 
     steps:
     - uses: actions/checkout@v4

.github/workflows/regression.yml

@@ -0,0 +1,48 @@
+name: Regression and Version Tests
+
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+  workflow_dispatch:
+
+concurrency:
+   group: ${{ github.workflow }}-${{ github.head_ref || github.run_id }}
+   cancel-in-progress: true
+
+jobs:
+  build:
+    runs-on: ${{ matrix.os }}
+    environment: dev
+
+    strategy:
+      matrix:
+        python-version: [3.9]
+        os: [ubuntu-latest]
+        pandas_version:
+          - '>=2.2'
+          - '<2'
+        numpy_version:
+          - '<2'
+          - '>=2'
+        exclude:
+          - numpy_version: '>=2'
+            pandas_version: '<2'
+
+    steps:
+    - uses: actions/checkout@v4
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v5
+      with:
+        python-version: ${{ matrix.python-version }}
+        cache: 'pip'
+        cache-dependency-path: 'setup.py'
+
+    - name: Install dependencies
+      run: |
+        make develop
+        python -m pip install -U wheel twine setuptools "numpy${{ matrix.numpy_version }}" "pandas${{ matrix.pandas_version}}"
+
+    - name: Test
+      run: make test

bt/algos.py

@@ -2260,9 +2260,9 @@ def _setup_risk(self, target, set_history):
 
     def _setup_measure(self, target, set_history):
         """Setup a risk measure within the risk attributes on the node in question"""
-        target.risk[self.measure] = np.NaN
+        target.risk[self.measure] = np.nan
         if set_history:
-            target.risks[self.measure] = np.NaN
+            target.risks[self.measure] = np.nan
 
     def _set_risk_recursive(self, target, depth, unit_risk_frame):
         set_history = depth < self.history