BUG: Fix errors / warnings related to pandas 1.3.0 (#41)

* Fix #40 * Fix ExchangeCalendar.__init__ pandas FutureWarning
gerrymanoim · Jul 7, 2021 · a0b8a15 · a0b8a15
1 parent 306d99a
commit a0b8a15
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Showing 2 changed files with 13 additions and 5 deletions.
diff --git a/exchange_calendars/calendar_helpers.py b/exchange_calendars/calendar_helpers.py
@@ -12,7 +12,7 @@
 
 NANOSECONDS_PER_MINUTE = int(6e10)
 
-NP_NAT = np.array([pd.NaT], dtype=np.int64)[0]
+NP_NAT = pd.NaT.value
 
 Session = typing.Union[pd.Timestamp, str, int, float, datetime.datetime]
 

diff --git a/exchange_calendars/exchange_calendar.py b/exchange_calendars/exchange_calendar.py
@@ -141,14 +141,22 @@ def __init__(self, start=start_default, end=end_default):
             _special_closes,
         )
 
+        if self._break_starts is None:
+            break_starts = None
+        else:
+            break_starts = self._break_starts.tz_localize(None)
+        if self._break_ends is None:
+            break_ends = None
+        else:
+            break_ends = self._break_ends.tz_localize(None)
         self.schedule = DataFrame(
             index=_all_days,
             data=OrderedDict(
                 [
-                    ("market_open", self._opens),
-                    ("break_start", self._break_starts),
-                    ("break_end", self._break_ends),
-                    ("market_close", self._closes),
+                    ("market_open", self._opens.tz_localize(None)),
+                    ("break_start", break_starts),
+                    ("break_end", break_ends),
+                    ("market_close", self._closes.tz_localize(None)),
                 ]
             ),
             dtype="datetime64[ns]",