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Futurewarning issue

Open rjager opened this issue 3 years ago • 0 comments

@ranaroussi -- thank you for creating quantstats!

When executing the following code:

import quantstats as qs

extend pandas functionality with metrics, etc.

qs.extend_pandas()

fetch the daily returns for a stock

stock = qs.utils.download_returns('FB')

show sharpe ratio

qs.stats.sharpe(stock)

or using extend_pandas() :)

stock.sharpe()

qs.plots.snapshot(stock, title='Facebook Performance')

qs.reports.html(stock, "SPY")


I get the error:

...\lib\site-packages\quantstats\stats.py:369: FutureWarning: Currently, 'apply' passes the values as ndarrays to the applied function. In the future, this will change to passing it as Series objects. You need to specify 'raw=True' to keep the current behaviour, and you can pass 'raw=False' to silence this warning lambda x: (x.values[x.values < 0]**2).sum()) / rolling_period

Am I doing something wrong here? (python version 3.7.5)

rjager avatar Nov 07 '21 20:11 rjager