Test Failures on OS X El Capitan

[smallnamespace]

Here are the errors I'm seeing:

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ERROR: test_option_quotes (quantlib.test.test_notebooks.NoteBooksTestCase)
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Traceback (most recent call last):
  File "/Users/jianliu/git_projects/lendingclub-explore/src/pyql/quantlib/test/test_notebooks.py", line 162, in test_option_quotes
    option_data_frame = pandas.core.common.load(
AttributeError: module 'pandas.core.common' has no attribute 'load'

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ERROR: test_at (quantlib.test.test_schedule.ScheduleMethodTestCase)
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Traceback (most recent call last):
  File "/Users/jianliu/git_projects/lendingclub-explore/src/pyql/quantlib/test/test_schedule.py", line 49, in setUp
    self.convention, self.termination_convention, self.rule
  File "quantlib/time/schedule.pyx", line 49, in quantlib.time.schedule.Schedule.__init__ (quantlib/time/schedule.cpp:1742)
    self._thisptr = new _schedule.Schedule(
RuntimeError: undecidable comparison between 4W and 1M
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ERROR: test_dates (quantlib.test.test_schedule.ScheduleMethodTestCase)
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Traceback (most recent call last):
  File "/Users/jianliu/git_projects/lendingclub-explore/src/pyql/quantlib/test/test_schedule.py", line 49, in setUp
    self.convention, self.termination_convention, self.rule
  File "quantlib/time/schedule.pyx", line 49, in quantlib.time.schedule.Schedule.__init__ (quantlib/time/schedule.cpp:1742)
    self._thisptr = new _schedule.Schedule(
RuntimeError: undecidable comparison between 4W and 1M

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ERROR: test_iter_dates (quantlib.test.test_schedule.ScheduleMethodTestCase)
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Traceback (most recent call last):
  File "/Users/jianliu/git_projects/lendingclub-explore/src/pyql/quantlib/test/test_schedule.py", line 49, in setUp
    self.convention, self.termination_convention, self.rule
  File "quantlib/time/schedule.pyx", line 49, in quantlib.time.schedule.Schedule.__init__ (quantlib/time/schedule.cpp:1742)
    self._thisptr = new _schedule.Schedule(
RuntimeError: undecidable comparison between 4W and 1M

======================================================================
ERROR: test_previous_next_reference_date (quantlib.test.test_schedule.ScheduleMethodTestCase)
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Traceback (most recent call last):
  File "/Users/jianliu/git_projects/lendingclub-explore/src/pyql/quantlib/test/test_schedule.py", line 49, in setUp
    self.convention, self.termination_convention, self.rule
  File "quantlib/time/schedule.pyx", line 49, in quantlib.time.schedule.Schedule.__init__ (quantlib/time/schedule.cpp:1742)
    self._thisptr = new _schedule.Schedule(
RuntimeError: undecidable comparison between 4W and 1M

======================================================================
ERROR: test_size (quantlib.test.test_schedule.ScheduleMethodTestCase)
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Traceback (most recent call last):
  File "/Users/jianliu/git_projects/lendingclub-explore/src/pyql/quantlib/test/test_schedule.py", line 49, in setUp
    self.convention, self.termination_convention, self.rule
  File "quantlib/time/schedule.pyx", line 49, in quantlib.time.schedule.Schedule.__init__ (quantlib/time/schedule.cpp:1742)
    self._thisptr = new _schedule.Schedule(
RuntimeError: undecidable comparison between 4W and 1M

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The pandas issue seems to be because pandas.core.common.load was deprecated or removed by some point (I'm running pandas=0.17).

As for quantlib, I'm using a fresh build against quantlib HEAD as of today. Everything is compiled using clang against libstdc++ on El Capitan.

I built PyQL using the following:

1. pip install -e git+https://github.com/enthought/pyql.git#egg=pyql
2. Edit setup.py to point to right paths -- I'm building against Boost 1.59.0 source
3. make clean && make build && make tests

[dpinte]

What version of QL do you use? I suspect that is the issue with the RuntimeError.

[smallnamespace]

As for quantlib, I'm using a fresh build against quantlib HEAD as of today

Is HEAD not supported?

[dpinte]

@smallnamespace it seems it's not ;-) QL 1.4 without a doubt. I think that is what we use on Travis-CI. PR's are welcome to update to the latest releases. Looking at the errors, it should not be a big deal.

[smallnamespace]

@dpinte OK, thanks for clarifying. I might look into fixing the tests at some point -- right now am just getting started with using PyQL.

By the way, it might be worthwhile to update the docs, as they currently clearly state that more recent versions are supported. Noting the last well-tested dependency versions might be helpful to future users.

[dpinte]

@smallnamespace agreed. Will try to do it asap. There is a bit of cleanup that needs to be done on the doc, requirements, etc.

[smallnamespace]

@dpinte The errors in the schedule test seem genuine, filed with upstream at https://github.com/lballabio/QuantLib/issues/28