remove future warning properly speed up percentage calculation

robcarver17 · Dec 6, 2023 · 7bf683a · 7bf683a
1 parent 30eab73
commit 7bf683a
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Showing 2 changed files with 6 additions and 3 deletions.
diff --git a/sysquant/estimators/vol.py b/sysquant/estimators/vol.py
@@ -94,8 +94,8 @@ 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).q(
-        quantile=floor_min_quant
+    vol_min = vol.rolling(min_periods=floor_min_periods, window=floor_days).quantile(
+        q=floor_min_quant
     )
 
     # set this to zero for the first value then propagate forward, ensures

diff --git a/systems/accounts/pandl_calculators/pandl_calculation.py b/systems/accounts/pandl_calculators/pandl_calculation.py
@@ -90,7 +90,10 @@ def percentage_pandl(self) -> pd.Series:
 
     def _percentage_pandl_given_pandl(self, pandl_in_base: pd.Series):
         capital = self.capital
-        capital_aligned = capital.reindex(pandl_in_base.index, method="ffill")
+        if type(capital) is pd.Series:
+            capital_aligned = capital.reindex(pandl_in_base.index, method="ffill")
+        elif type(capital) is float or type(capital) is int:
+            capital_aligned = capital
 
         return 100.0 * pandl_in_base / capital_aligned