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REF: Revert daa1da9 and 52eb813 into something that works
1 parent 05a18d0 commit 3deee42

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+6
-3
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+6
-3
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backtesting/_util.py

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Original file line numberDiff line numberDiff line change
@@ -26,7 +26,11 @@ def _as_list(value):
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def _data_period(df):
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"""Return data index period as pd.Timedelta"""
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return df.index[:100].to_series(keep_tz=True).diff().median()
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if df.index.is_all_dates:
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values = df.index[:100].to_series(keep_tz=True)
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else:
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values = df.index[:100].to_series()
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return values.diff().median()
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class _Array(np.ndarray):

backtesting/backtesting.py

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@@ -870,8 +870,7 @@ def _drawdown_duration_peaks(dd, index):
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df['Drawdown Duration'] = dd_dur
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dd_dur = df['Drawdown Duration']
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# Strip timezone info, otherwise pandas 0.24.2 errors when filling `s` ahead
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df.index = data.index.tz_convert(None)
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df.index = data.index
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def _round_timedelta(value, _period=_data_period(df)):
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if not isinstance(value, pd.Timedelta):

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