remove future warning

sysquant/estimators/vol.py

@@ -94,7 +94,7 @@ def apply_vol_floor(
     floor_days: int = 500,
 ) -> pd.Series:
     # Find the rolling 5% quantile point to set as a minimum
-    vol_min = vol.rolling(min_periods=floor_min_periods, window=floor_days).quantile(
+    vol_min = vol.rolling(min_periods=floor_min_periods, window=floor_days).q(
         quantile=floor_min_quant
     )
 

systems/rawdata.py

@@ -345,6 +345,7 @@ def _aggregate_daily_vol_normalised_returns_for_list_of_instruments(
     def _daily_vol_normalised_price_for_list_of_instruments(
         self, list_of_instruments: list
     ) -> pd.Series:
+
         norm_returns = (
             self._aggregate_daily_vol_normalised_returns_for_list_of_instruments(
                 list_of_instruments
@@ -373,6 +374,36 @@ def _by_asset_class_daily_vol_normalised_price_for_asset_class(
 
         return norm_price
 
+    @diagnostic()
+    def daily_vol_normalised_price_for_asset_class_with_redundant_instrument_code(
+        self, instrument_code: str, asset_class: str
+    ) -> pd.Series:
+        """
+        Price for an asset class, built up from cumulative returns
+
+        :param asset_class: str
+        :return: pd.Series
+        """
+
+        return self._by_asset_class_daily_vol_normalised_price_for_asset_class(asset_class)
+
+    @diagnostic()
+    def system_with_redundant_instrument_code_passed(
+        self,instrument_code: str, asset_class: str
+    ):
+        ## allows ultimate flexibility when creating trading rules but be careful!
+
+        return self.parent
+
+    @diagnostic()
+    def instrument_code(
+        self,instrument_code: str
+    ) -> pd.Series:
+        ## allows ultimate flexibility when creating trading rules
+
+        return instrument_code
+
+
     @output()
     def normalised_price_for_asset_class(self, instrument_code: str) -> pd.Series:
         """
@@ -702,4 +733,4 @@ def instrument_list(self) -> list:
 if __name__ == "__main__":
     import doctest
 
-    doctest.testmod()
+    doctest.testmod()