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fix: replace deprecated pandas fillna(method=) with ffill()/bfill() (#1987)

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* fix: replace deprecated pandas fillna(method=) with ffill()/bfill()

  Replace deprecated fillna(method="ffill"/"bfill") calls with modern
  pandas ffill() and bfill() methods to fix FutureWarnings in pandas 2.x.

  Also includes black formatting fixes for compliance.

  This addresses the pandas deprecation warnings portion of issue #1981.
  Other issues (date parsing, type conversion, timezone handling) will be
  addressed in separate commits.

  Fixes:
  - Yahoo collector: 2 instances in calc_change() and adjusted_price()
  - BaoStock collector: 1 instance in calc_change()
  - Core utils: resam.py fillna operations
  - Backtest: profit_attribution.py stock data processing
  - High-freq ops: FFillNan and BFillNan operators
  - Position analysis: parse_position.py weight processing

  Partially addresses GitHub issue #1981

* lint with black

* lint with black

* limit minimum version of pandas

* limit minimum version of pandas

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
This commit is contained in:
Alaa Kaddour
2025-08-19 09:00:29 +01:00
committed by GitHub
parent 2d05a705e3
commit 7095e755fa
9 changed files with 13 additions and 12 deletions
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4
qlib/contrib/ops/high_freq.py
View File

@@ -135,7 +135,7 @@ class FFillNan(ElemOperator):
def _load_internal(self, instrument, start_index, end_index, freq):
series = self.feature.load(instrument, start_index, end_index, freq)
return series.fillna(method="ffill")
return series.ffill()
class BFillNan(ElemOperator):
@@ -154,7 +154,7 @@ class BFillNan(ElemOperator):
def _load_internal(self, instrument, start_index, end_index, freq):
series = self.feature.load(instrument, start_index, end_index, freq)
return series.fillna(method="bfill")
return series.bfill()
class Date(ElemOperator):

2
qlib/contrib/report/analysis_position/parse_position.py
View File

@@ -33,7 +33,7 @@ def parse_position(position: dict = None) -> pd.DataFrame:
position_weight_df = get_stock_weight_df(position)
# If the day does not exist, use the last weight
position_weight_df.fillna(method="ffill", inplace=True)
position_weight_df.ffill(inplace=True)
previous_data = {"date": None, "code_list": []}