pandas fixes to asimpletradingrule.py

Author: Robert Carver

examples/introduction/asimpletradingrule.py

@@ -76,15 +76,15 @@ def calc_ewmac_forecast(price, Lfast, Lslow=None):
     # And we'll miss out on the rolldown. See
     # http://qoppac.blogspot.co.uk/2015/05/systems-building-futures-rolling.html
 
-    price = price.resample("1B", how="last")
+    price = price.resample("1B").last()
 
     if Lslow is None:
         Lslow = 4 * Lfast
 
     # We don't need to calculate the decay parameter, just use the span
     # directly
-    fast_ewma = pd.ewma(price, span=Lfast)
-    slow_ewma = pd.ewma(price, span=Lslow)
+    fast_ewma = price.ewm(span=Lfast).mean()
+    slow_ewma = price.ewm(span=Lslow).mean()
     raw_ewmac = fast_ewma - slow_ewma
 
     vol = robust_vol_calc(price.diff())

syscore/accounting.py

@@ -552,10 +552,10 @@ def __init__(self, returns_df, capital, weighted_flag=False):
 
         """
         # We often want to use
-        daily_returns = returns_df.resample("1B", how="sum")
-        weekly_returns = returns_df.resample("W", how="sum")
-        monthly_returns = returns_df.resample("MS", how="sum")
-        annual_returns = returns_df.resample("A", how="sum")
+        daily_returns = returns_df.resample("1B").sum()
+        weekly_returns = returns_df.resample("W").sum()
+        monthly_returns = returns_df.resample("MS").sum()
+        annual_returns = returns_df.resample("A").sum()
 
         super().__init__(
             daily_returns,