MAINT: Fix warnings and codecov (stefan-jansen#145)

* Int64Index to Index(..., dtype=..) * group_keys to False * add codecov token
YangZhang910830 · Nov 4, 2022 · 33bec86 · 33bec86
1 parent 2e29aed
commit 33bec86
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Showing 9 changed files with 44 additions and 42 deletions.
diff --git a/.github/workflows/ci_tests_quick.yml b/.github/workflows/ci_tests_quick.yml
@@ -93,6 +93,7 @@ jobs:
         if: ${{ matrix.os == 'ubuntu-latest' }}
         uses: codecov/codecov-action@v3
         with:
+          token: ${{ secrets.CODECOV_TOKEN }}
           fail_ci_if_error: true
           name: codecov-umbrella
           verbose: true
diff --git a/src/zipline/assets/asset_writer.py b/src/zipline/assets/asset_writer.py
@@ -318,7 +318,9 @@ def check_intersections(persymbol):
             msg_component = "\n  ".join(str(data).splitlines())
             ambiguous[persymbol.name] = intersections, msg_component
 
-    mappings.groupby(["symbol", "country_code"]).apply(check_intersections)
+    mappings.groupby(["symbol", "country_code"], group_keys=False).apply(
+        check_intersections
+    )
 
     if ambiguous:
         raise ValueError(
@@ -378,7 +380,7 @@ def _split_symbol_mappings(df, exchanges):
 
     _check_symbol_mappings(mappings, exchanges, asset_exchange)
     return (
-        df.groupby(level=0).apply(_check_asset_group),
+        df.groupby(level=0, group_keys=False).apply(_check_asset_group),
         mappings,
     )
 

diff --git a/tests/pipeline/test_engine.py b/tests/pipeline/test_engine.py
@@ -1059,7 +1059,7 @@ def test_drawdown(self):
 class ParameterizedFactorTestCase(
     zf.WithAssetFinder, zf.WithTradingCalendars, zf.ZiplineTestCase
 ):
-    sids = ASSET_FINDER_EQUITY_SIDS = pd.Int64Index([1, 2, 3])
+    sids = ASSET_FINDER_EQUITY_SIDS = pd.Index([1, 2, 3], dtype="int64")
     START_DATE = pd.Timestamp("2015-01-31", tz="UTC")
     END_DATE = pd.Timestamp("2015-03-01", tz="UTC")
     ASSET_FINDER_COUNTRY_CODE = "??"

diff --git a/tests/pipeline/test_frameload.py b/tests/pipeline/test_frameload.py
@@ -27,7 +27,7 @@ def frame_loader(request):
     request.cls.trading_day = get_calendar("NYSE").day
     request.cls.nsids = 5
     request.cls.ndates = 20
-    request.cls.sids = pd.Int64Index(range(request.cls.nsids))
+    request.cls.sids = pd.Index(range(request.cls.nsids), dtype="int64")
     request.cls.dates = pd.date_range(
         start="2014-01-02",
         freq=request.cls.trading_day,

diff --git a/tests/pipeline/test_numerical_expression.py b/tests/pipeline/test_numerical_expression.py
@@ -60,7 +60,7 @@ class DateFactor(Factor):
 @pytest.fixture(scope="function")
 def set_num_expression(request):
     request.cls.dates = pd.date_range("2014-01-01", periods=5, freq="D")
-    request.cls.assets = pd.Int64Index(range(5))
+    request.cls.assets = pd.Index(range(5), dtype="int64")
     request.cls.f = F()
     request.cls.g = G()
     request.cls.h = H()
@@ -394,20 +394,20 @@ def test_divide(self):
     def test_pow(self):
         f, g = self.f, self.g
 
-        self.check_constant_output(f ** g, 3.0 ** 2)
-        self.check_constant_output(2 ** f, 2.0 ** 3)
-        self.check_constant_output(f ** 2, 3.0 ** 2)
+        self.check_constant_output(f**g, 3.0**2)
+        self.check_constant_output(2**f, 2.0**3)
+        self.check_constant_output(f**2, 3.0**2)
 
         self.check_constant_output((f + g) ** 2, (3.0 + 2.0) ** 2)
         self.check_constant_output(2 ** (f + g), 2 ** (3.0 + 2.0))
 
-        self.check_constant_output(f ** (f ** g), 3.0 ** (3.0 ** 2.0))
-        self.check_constant_output((f ** f) ** g, (3.0 ** 3.0) ** 2.0)
+        self.check_constant_output(f ** (f**g), 3.0 ** (3.0**2.0))
+        self.check_constant_output((f**f) ** g, (3.0**3.0) ** 2.0)
 
-        self.check_constant_output((f ** g) ** (f ** g), 9.0 ** 9.0)
-        self.check_constant_output((f ** g) ** (g ** f), 9.0 ** 8.0)
-        self.check_constant_output((g ** f) ** (f ** g), 8.0 ** 9.0)
-        self.check_constant_output((g ** f) ** (g ** f), 8.0 ** 8.0)
+        self.check_constant_output((f**g) ** (f**g), 9.0**9.0)
+        self.check_constant_output((f**g) ** (g**f), 9.0**8.0)
+        self.check_constant_output((g**f) ** (f**g), 8.0**9.0)
+        self.check_constant_output((g**f) ** (g**f), 8.0**8.0)
 
     def test_mod(self):
         f, g = self.f, self.g
@@ -487,7 +487,7 @@ def test_comparisons(self):
             (f + 1, g, f_data + 1, g_data),
             (f, g + 1, f_data, g_data + 1),
             (f + 1, g + 1, f_data + 1, g_data + 1),
-            ((f + g) / 2, f ** 2, (f_data + g_data) / 2, f_data ** 2),
+            ((f + g) / 2, f**2, (f_data + g_data) / 2, f_data**2),
         ]
         for op in (gt, ge, lt, le, ne):
             for expr_lhs, expr_rhs, expected_lhs, expected_rhs in cases:

diff --git a/tests/pipeline/test_statistical.py b/tests/pipeline/test_statistical.py
@@ -52,7 +52,7 @@
 class StatisticalBuiltInsTestCase(
     zf.WithAssetFinder, zf.WithTradingCalendars, zf.ZiplineTestCase
 ):
-    sids = ASSET_FINDER_EQUITY_SIDS = pd.Int64Index([1, 2, 3])
+    sids = ASSET_FINDER_EQUITY_SIDS = pd.Index([1, 2, 3], dtype="int64")
     START_DATE = pd.Timestamp("2015-01-31", tz="UTC")
     END_DATE = pd.Timestamp("2015-03-01", tz="UTC")
     ASSET_FINDER_EQUITY_SYMBOLS = ("A", "B", "C")
@@ -493,7 +493,7 @@ def test_simple_beta_graph_repr(self):
 
 
 class StatisticalMethodsTestCase(zf.WithSeededRandomPipelineEngine, zf.ZiplineTestCase):
-    sids = ASSET_FINDER_EQUITY_SIDS = pd.Int64Index([1, 2, 3])
+    sids = ASSET_FINDER_EQUITY_SIDS = pd.Index([1, 2, 3], dtype="int64")
     START_DATE = pd.Timestamp("2015-01-31", tz="UTC")
     END_DATE = pd.Timestamp("2015-03-01", tz="UTC")
     ASSET_FINDER_COUNTRY_CODE = "US"

diff --git a/tests/pipeline/test_us_equity_pricing_loader.py b/tests/pipeline/test_us_equity_pricing_loader.py
@@ -636,7 +636,7 @@ def test_read_with_adjustments(self):
             domain=US_EQUITIES,
             columns=columns,
             dates=query_days,
-            sids=pd.Int64Index(np.arange(1, 7)),
+            sids=pd.Index(np.arange(1, 7), dtype="int64"),
             mask=np.ones((len(query_days), 6), dtype=bool),
         )
         highs, volumes = map(getitem(results), columns)

diff --git a/tests/test_assets.py b/tests/test_assets.py
@@ -16,20 +16,23 @@
 """
 Tests for the zipline.assets package
 """
-from collections import namedtuple
-from datetime import timedelta
-from functools import partial
 import os
 import pickle
+import re
 import string
 import sys
-from types import GetSetDescriptorType
 import uuid
+from collections import namedtuple
+from datetime import timedelta
+from functools import partial
+from types import GetSetDescriptorType
 
-from parameterized import parameterized
 import numpy as np
 import pandas as pd
+import pytest
 import sqlalchemy as sa
+from parameterized import parameterized
+from toolz import valmap, concat
 
 from zipline.assets import (
     Asset,
@@ -39,22 +42,20 @@
     AssetDBWriter,
     AssetFinder,
 )
-from zipline.assets.assets import OwnershipPeriod
-from zipline.assets.synthetic import (
-    make_commodity_future_info,
-    make_rotating_equity_info,
-    make_simple_equity_info,
-)
-from toolz import valmap, concat
-
+from zipline.assets.asset_db_migrations import downgrade
+from zipline.assets.asset_db_schema import ASSET_DB_VERSION
 from zipline.assets.asset_writer import (
     check_version_info,
     write_version_info,
     _futures_defaults,
     SQLITE_MAX_VARIABLE_NUMBER,
 )
-from zipline.assets.asset_db_schema import ASSET_DB_VERSION
-from zipline.assets.asset_db_migrations import downgrade
+from zipline.assets.assets import OwnershipPeriod
+from zipline.assets.synthetic import (
+    make_commodity_future_info,
+    make_rotating_equity_info,
+    make_simple_equity_info,
+)
 from zipline.errors import (
     EquitiesNotFound,
     FutureContractsNotFound,
@@ -78,15 +79,12 @@
     tmp_assets_db,
     tmp_asset_finder,
 )
-
-from zipline.testing.predicates import assert_index_equal, assert_frame_equal
 from zipline.testing.fixtures import (
     WithAssetFinder,
     ZiplineTestCase,
     WithTradingCalendars,
 )
-import pytest
-import re
+from zipline.testing.predicates import assert_index_equal, assert_frame_equal
 
 Case = namedtuple("Case", "finder inputs as_of country_code expected")
 
@@ -1086,13 +1084,14 @@ def test_compute_lifetimes(self):
                             expected_no_start_raw[i, j] = True
 
             for country_codes in powerset(exchanges.country_code.unique()):
-                expected_sids = pd.Int64Index(
+                expected_sids = pd.Index(
                     sorted(
                         concat(
                             sids_by_country[country_code]
                             for country_code in country_codes
                         )
-                    )
+                    ),
+                    dtype="int64",
                 )
                 permuted_sids = [sid for sid in sorted(expected_sids, key=permute_sid)]
                 tile_count = len(country_codes) + ("US" in country_codes)
@@ -1102,7 +1101,7 @@ def test_compute_lifetimes(self):
                         tile_count,
                     ),
                     index=dates,
-                    columns=pd.Int64Index(permuted_sids),
+                    columns=pd.Index(permuted_sids, dtype="int64"),
                 )
                 result = finder.lifetimes(
                     dates,
@@ -1119,7 +1118,7 @@ def test_compute_lifetimes(self):
                         tile_count,
                     ),
                     index=dates,
-                    columns=pd.Int64Index(permuted_sids),
+                    columns=pd.Index(permuted_sids, dtype="int64"),
                 )
                 result = finder.lifetimes(
                     dates,

diff --git a/tests/utils/test_pandas_utils.py b/tests/utils/test_pandas_utils.py
@@ -128,7 +128,7 @@ def test_categorical_df_concat(self):
                 ),
             },
         )
-        expected.index = pd.Int64Index([0, 1, 2, 0, 1, 2, 0, 1, 2])
+        expected.index = pd.Index([0, 1, 2, 0, 1, 2, 0, 1, 2], dtype="int64")
         assert_equal(expected, result)
         assert_equal(expected["A"].cat.categories, result["A"].cat.categories)
         assert_equal(expected["C"].cat.categories, result["C"].cat.categories)