fix: replace deprecated last("12M")

mbk-dev · Feb 26, 2024 · 0f3407f · 0f3407f
1 parent d7087b3
commit 0f3407f
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Showing 2 changed files with 52 additions and 163 deletions.
diff --git a/main_notebook.ipynb b/main_notebook.ipynb
diff --git a/okama/common/make_asset_list.py b/okama/common/make_asset_list.py
@@ -321,8 +321,8 @@ def _assets_dividend_yield(self) -> pd.DataFrame:
                 div_yield = pd.Series(dtype=float)
                 div_monthly.index = div_monthly.index.to_timestamp()
                 for date in price_monthly_ts.index.to_timestamp(how="End"):
-                    # TODO: FutureWarning: last is deprecated and will be removed in a future version. Please create a mask and filter using `.loc` instead
-                    ltm_div = div_monthly[:date].last("12M").sum()
+                    date0 = date - pd.DateOffset(months=12)  # last 12 months
+                    ltm_div = div_monthly[date0: date].sum()
                     last_price = price_monthly_ts.loc[:date].iloc[-1]
                     value = ltm_div / last_price
                     div_yield.at[date] = value