Summary
Environment
- QF-Lib: 4.0.4
- Python: 3.11.9
- pandas: 2.2.3
What happened?
When running intraday strategies (e.g., intraday_strategy.py), multiple FutureWarnings are displayed:
qf-lib\qf_lib\data_providers\abstract_price_data_provider.py:280: FutureWarning: Minute.delta is deprecated and will be removed in a future version. Use pd.Timedelta(obj) instead
frequency_delta = to_offset(frequency.to_pandas_freq()).delta.value
The warning appears many times (once for each data request) when accessing the .delta attribute of a Minute offset object.
Summary
Environment
What happened?
When running intraday strategies (e.g.,
intraday_strategy.py), multiple FutureWarnings are displayed:The warning appears many times (once for each data request) when accessing the
.deltaattribute of aMinuteoffset object.