REF: Remove pandas/bokeh deprecated API

Author: kernc

backtesting/_plotting.py

@@ -144,7 +144,7 @@ def _group_trades(column):
         def f(s, new_index=pd.Index(df.index.view(int)), bars=trades[column]):
             if s.size:
                 # Via int64 because on pandas recently broken datetime
-                mean_time = int(bars.loc[s.index].view(int).mean())
+                mean_time = int(bars.loc[s.index].astype(int).mean())
                 new_bar_idx = new_index.get_indexer([mean_time], method='nearest')[0]
                 return new_bar_idx
         return f
@@ -440,11 +440,11 @@ def _plot_superimposed_ohlc():
         """Superimposed, downsampled vbars"""
         time_resolution = pd.DatetimeIndex(df['datetime']).resolution
         resample_rule = (superimpose if isinstance(superimpose, str) else
-                         dict(day='M',
+                         dict(day='ME',
                               hour='D',
-                              minute='H',
-                              second='T',
-                              millisecond='S').get(time_resolution))
+                              minute='h',
+                              second='min',
+                              millisecond='s').get(time_resolution))
         if not resample_rule:
             warnings.warn(
                 f"'Can't superimpose OHLC data with rule '{resample_rule}'"
@@ -548,22 +548,22 @@ def __eq__(self, other):
                 if is_overlay:
                     ohlc_extreme_values[source_name] = arr
                     if is_scatter:
-                        fig.scatter(
+                        fig.circle(
                             'index', source_name, source=source,
                             legend_label=legend_label, color=color,
                             line_color='black', fill_alpha=.8,
-                            marker='circle', radius=BAR_WIDTH / 2 * 1.5)
+                            radius=BAR_WIDTH / 2 * .9)
                     else:
                         fig.line(
                             'index', source_name, source=source,
                             legend_label=legend_label, line_color=color,
                             line_width=1.3)
                 else:
                     if is_scatter:
-                        r = fig.scatter(
+                        r = fig.circle(
                             'index', source_name, source=source,
                             legend_label=LegendStr(legend_label), color=color,
-                            marker='circle', radius=BAR_WIDTH / 2 * .9)
+                            radius=BAR_WIDTH / 2 * .6)
                     else:
                         r = fig.line(
                             'index', source_name, source=source,

backtesting/backtesting.py

@@ -1444,13 +1444,12 @@ def _batch(seq):
             finally:
                 del Backtest._mp_backtests[backtest_uuid]
 
-            best_params = heatmap.idxmax()
-
-            if pd.isnull(best_params):
+            if pd.isnull(heatmap).all():
                 # No trade was made in any of the runs. Just make a random
                 # run so we get some, if empty, results
                 stats = self.run(**param_combos[0])
             else:
+                best_params = heatmap.idxmax(skipna=True)
                 stats = self.run(**dict(zip(heatmap.index.names, best_params)))
 
             if return_heatmap:

backtesting/lib.py

@@ -194,7 +194,7 @@ def compute_stats(
         equity[:] = stats._equity_curve.Equity.iloc[0]
         for t in trades.itertuples(index=False):
             equity.iloc[t.EntryBar:] += t.PnL
-    return _compute_stats(trades=trades, equity=equity, ohlc_data=data,
+    return _compute_stats(trades=trades, equity=equity.values, ohlc_data=data,
                           risk_free_rate=risk_free_rate, strategy_instance=stats._strategy)
 
 

backtesting/test/__init__.py

@@ -6,7 +6,7 @@ def _read_file(filename):
     from os.path import dirname, join
 
     return pd.read_csv(join(dirname(__file__), filename),
-                       index_col=0, parse_dates=True, infer_datetime_format=True)
+                       index_col=0, parse_dates=True)
 
 
 GOOG = _read_file('GOOG.csv')

backtesting/test/_test.py

@@ -672,7 +672,7 @@ def test_hide_legend(self):
 
     def test_resolutions(self):
         with _tempfile() as f:
-            for rule in 'LSTHDWM':
+            for rule in 'ms s min h D W ME'.split():
                 with self.subTest(rule=rule):
                     df = EURUSD.iloc[:2].resample(rule).agg(OHLCV_AGG).dropna().iloc[:1100]
                     bt = Backtest(df, SmaCross)
@@ -980,7 +980,8 @@ def next(self):
             'Low': [100, 100, 100, 50, 50],
             'Close': [100, 100, 100, 50, 50],
         })
-        bt = Backtest(df, S, cash=100, trade_on_close=True)
+        with self.assertWarnsRegex(UserWarning, 'index is not datetime'):
+            bt = Backtest(df, S, cash=100, trade_on_close=True)
         self.assertEqual(bt.run()._trades['ExitPrice'][0], 50)