Changed loc to iloc in TechIndicator

README.md

@@ -167,6 +167,8 @@ In finmarketpy/examples you will find several examples, including some simple tr
 
 # finmarketpy log
 
+* 13 Apr 2021
+ * Replaced loc with iloc in TechIndicator to remove Pandas deprecated functionality
 * 08 Apr 2021
  * Fixed EventStudy issue when start window is before time series
 * 21 Mar 2021

finmarketpy/economics/techindicator.py

@@ -95,7 +95,7 @@ def create_tech_ind(
  narray = np.where(data_frame > self._techind, 1, -1)
 
  self._signal = pd.DataFrame(index=data_frame.index, data=narray)
- self._signal.loc[0:tech_params.sma_period] = np.nan
+ self._signal.iloc[0:tech_params.sma_period] = np.nan
  self._signal.columns = [
  x + " SMA Signal" for x in data_frame.columns.values]
 
@@ -114,7 +114,7 @@ def create_tech_ind(
  narray = np.where(data_frame > self._techind, 1, -1)
 
  self._signal = pd.DataFrame(index=data_frame.index, data=narray)
- self._signal.loc[0:tech_params.ema_period] = np.nan
+ self._signal.iloc[0:tech_params.ema_period] = np.nan
  self._signal.columns = [
  x + " EMA Signal" for x in data_frame.columns.values]
 
@@ -133,7 +133,7 @@ def create_tech_ind(
  narray = np.where(self._techind > 0, 1, -1)
 
  self._signal = pd.DataFrame(index=data_frame.index, data=narray)
- self._signal.loc[0:tech_params.roc_period] = np.nan
+ self._signal.iloc[0:tech_params.roc_period] = np.nan
  self._signal.columns = [
  x + " ROC Signal" for x in data_frame.columns.values]
 
@@ -171,7 +171,7 @@ def create_tech_ind(
  sma.columns = [x + " SMA" for x in data_frame.columns.values]
  sma2.columns = [x + " SMA2" for x in data_frame.columns.values]
  most = max(tech_params.sma_period, tech_params.sma2_period)
- self._signal.loc[0:most] = np.nan
+ self._signal.iloc[0:most] = np.nan
  self._techind = pd.concat([sma, sma2], axis=1)
 
  elif name in ['RSI']:
@@ -240,7 +240,7 @@ def create_tech_ind(
 
  self._signal = signal
 
- self._signal.loc[0:tech_params.rsi_period] = np.nan
+ self._signal.iloc[0:tech_params.rsi_period] = np.nan
  self._signal.columns = [
  x + " RSI Signal" for x in data_frame.columns.values]
 
@@ -275,7 +275,7 @@ def create_tech_ind(
  signal = signal.fillna(method='ffill')
 
  self._signal = signal
- self._signal.loc[0:tech_params.bb_period] = np.nan
+ self._signal.iloc[0:tech_params.bb_period] = np.nan
  self._signal.columns = [
  x + " " + name + " Signal" for x in data_frame.columns.values]
 

finmarketpy/util/marketconstants.py

@@ -1,7 +1,7 @@
 __author__ = 'saeedamen' # Saeed Amen
 
 #
-# Copyright 2016-2020 Cuemacro - https://www.cuemacro.com / @cuemacro
+# Copyright 2016-2021 Cuemacro - https://www.cuemacro.com / @cuemacro
 #
 # Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the
 # License. You may obtain a copy of the License at https://www.apache.org/licenses/LICENSE-2.0
@@ -133,8 +133,8 @@ class MarketConstants(object):
 
  fx_options_tol = 1e-8
 
- # overwrite field variables with those listed in MarketCred
- def __init__(self):
+ # Overwrite field variables with those listed in MarketCred or we can pass through an override_fields dictionary
+ def __init__(self, override_fields={}):
  try:
  from finmarketpy.util.marketcred import MarketCred
  cred_keys = MarketCred.__dict__.keys()
@@ -143,4 +143,8 @@ def __init__(self):
  if k in cred_keys and '__' not in k:
  setattr(MarketConstants, k, getattr(MarketCred, k))
  except:
- pass
+ pass
+
+ for k in override_fields.keys():
+ if '__' not in k:
+ setattr(MarketConstants, k, override_fields[k])