utils 'datetime_.py' 'to_timezone' function change

[forLinDre]

Hi Polakowo,

I know this pull request took a while but I was hoping you would get back to me on gitter and explain how you want me to go about creating pull requests. I'm not sure if I did it correctly, but I followed one of many suggested approaches I found online. Please let me know if my process of forking, creating a branch, and then creating a pull request for that branch into your master is the proper way go about it. I did go ahead and run the tests you had set up on the full vectorbt repo before and after making changes. There were a few failed tests before and after, but those failed tests were consistent after the change. Are these failures anything we should be concerned about when it comes to using other modules in vectorbt? Thank you and take care!

Shown below are my commit comments:
Removed condition, 'tz != copy.copy(tz)', when converting timezone. This avoids constantly converting timezone to python timezone unless desired. When desired, to_timezone function accepts to_py_timezone argument which will enable python timezone usage when set to True.

[polakowo]

Hi @forLinDre, sorry, I often don't get notifications from Gitter. What tests are failing?

[forLinDre]

Hi @polakowo,

Please see the list of failed tests below. Are you not getting similar results? Thank you

tests\test_base.py:1445 (TestReshapeFns.test_repeat_axis0)
tests\test_base.py:1458 (TestReshapeFns.test_repeat_axis1)
tests\test_base.py:1471 (TestReshapeFns.test_tile_axis0)
tests\test_base.py:1484 (TestReshapeFns.test_tile_axis1)
tests\test_base.py:2356 (TestIndexing.test_pandas_indexing)
tests\test_base.py:2412 (TestIndexing.test_param_indexing)
tests\test_base.py:2686 (TestAccessors.test_wrapper)
tests\test_base.py:2735 (TestAccessors.test_apply_func_on_index)
tests\test_base.py:2851 (TestAccessors.test_tile)
tests\test_base.py:2894 (TestAccessors.test_repeat)
tests\test_base.py:2937 (TestAccessors.test_align_to)
tests\test_base.py:2973 (TestAccessors.test_concat)
tests\test_base.py:3010 (TestAccessors.test_apply_and_concat)
tests\test_base.py:3120 (TestAccessors.test_combine)

tests\test_generic.py:786 (TestAccessors.test_funcs[count--nancnt_nb])
tests\test_generic.py:786 (TestAccessors.test_funcs[sum--nansum_nb])

tests\test_indicators.py:344 (TestFactory.test_no_inputs)
tests\test_indicators.py:381 (TestFactory.test_input_shape)
tests\test_indicators.py:563 (TestFactory.test_no_inputs_and_params)
tests\test_indicators.py:3005 (TestBasic.test_OBV)

tests\test_portfolio.py:7252 (TestPortfolio.test_stats)

tests\test_signals.py:1541 (TestAccessors.test_pos_rank)
tests\test_signals.py:1617 (TestAccessors.test_partition_pos_rank)
tests\test_signals.py:1853 (TestAccessors.test_total)
tests\test_signals.py:1875 (TestAccessors.test_total_partitions

[polakowo]

I run the tests and see none of the above.

[forLinDre]

Thanks for verifying. It seems that all of the test failures I'm experiencing are pd.testing related. Would you mind providing the version of all dependencies you are running? Thank you.

[polakowo]

What are errors telling you?

absl-py 0.13.0
aiodns 2.0.0
aiofiles 0.7.0
aiohttp 3.7.4
aiohttp-cors 0.7.0
aioredis 1.3.1
aiosignal 1.2.0
alabaster 0.7.12
alembic 1.0.11
alpaca-trade-api 1.5.1
alpha-vantage 2.3.1
anaconda-clean 1.0
anyio 3.3.0
apispec 2.0.2
appnope 0.1.2
APScheduler 3.6.3
argon2-cffi 20.1.0
asn1crypto 1.4.0
astor 0.8.0
astunparse 1.6.3
async-generator 1.10
async-timeout 3.0.1
asynctest 0.13.0
attrs 21.4.0
autobahn 19.8.1
Automat 0.7.0
autopep8 1.4.4
Babel 2.9.1
backcall 0.2.0
backtrader 1.9.76.123
beautifulsoup4 4.8.0
black 22.1.0
bleach 4.0.0
blessings 1.7
blis 0.4.1
bokeh 1.4.0
boto3 1.9.205
botocore 1.12.205
Bottleneck 1.2.1
Brotli 1.0.9
bs4 0.0.1
cached-property 1.5.1
cachetools 4.2.2
cairocffi 1.3.0
CairoSVG 2.5.2
ccxt 1.76.20
certifi 2021.10.8
cffi 1.15.0
chardet 3.0.4
charset-normalizer 2.0.4
click 8.0.3
cloudpickle 2.0.0
codecov 2.1.7
colorama 0.4.3
colorful 0.5.4
colorlog 4.0.2
colorlover 0.3.0
conda 4.8.3
conda-package-handling 1.3.11
configparser 3.5.3
constantly 15.1.0
coverage 5.1
croniter 0.3.30
cryptography 2.7
csscompressor 0.9.5
cssselect2 0.4.1
cvxopt 1.2.5
cvxpy 1.2.0
cycler 0.10.0
cymem 2.0.2
Cython 0.29.21
dash 1.21.0
dash-bootstrap-components 0.13.0
dash-core-components 1.17.1
dash-html-components 1.1.4
dash-renderer 1.8.1
dash-table 4.12.0
dask 2021.9.1
dataclasses-json 0.5.3
dateparser 0.7.1
debugpy 1.4.1
decorator 5.1.1
defusedxml 0.7.1
deprecation 2.1.0
dill 0.3.3
distro 1.5.0
Django 2.2.6
docopt 0.6.2
docstring-parser 0.13
docutils 0.14
dumb-init 1.2.2
ecos 2.0.7.post1
empyrical 0.5.5
entrypoints 0.3
fastai 2.2.5
fastcore 1.3.18
fastprogress 1.0.0
filelock 3.0.12
findspark 1.3.0
finta 1.2
Flask 1.1.1
Flask-Admin 1.5.3
Flask-Babel 0.12.2
Flask-Caching 1.10.1
Flask-Compress 1.5.0
Flask-JWT-Extended 3.21.0
Flask-Login 0.4.1
Flask-OpenID 1.2.5
Flask-SQLAlchemy 2.4.0
flask-swagger 0.2.13
Flask-WTF 0.14.2
flatbuffers 1.12
frozenlist 1.3.0
fsspec 2021.8.1
funcsigs 1.0.0
future 0.16.0
gast 0.3.3
ghp-import 2.0.2
gitdb 4.0.9
GitPython 3.1.24
google-api-core 1.26.1
google-auth 1.33.1
google-auth-oauthlib 0.4.4
google-pasta 0.2.0
googleapis-common-protos 1.53.0
gpustat 0.6.0
greenlet 1.0.0
grpcio 1.39.0
gunicorn 20.1.0
h11 0.9.0
h5py 3.2.1
hiredis 1.1.0
hmmlearn 0.2.4
htmlmin 0.1.12
httpcore 0.11.1
httptools 0.2.0
httpx 0.15.4
humanize 3.12.0
hyperlink 19.0.0
idna 3.2
image 1.5.27
imageio 2.5.0
imageio-ffmpeg 0.3.0
imagesize 1.3.0
imbalanced-learn 0.7.0
importlib-metadata 3.10.1
incremental 17.5.0
inflection 0.5.1
install 1.3.5
ipykernel 6.0.3
ipython 7.26.0
ipython-genutils 0.2.0
ipython-sql 0.3.9
ipyvue 1.4.1
ipyvuetify 1.5.1
ipywidgets 7.6.3
iso8601 0.1.12
itsdangerous 1.1.0
jedi 0.18.1
Jinja2 3.0.3
jmespath 0.9.4
joblib 0.13.2
jsmin 3.0.0
json-merge-patch 0.2
json5 0.9.6
jsonpickle 2.0.0
jsonschema 3.2.0
jupyter-client 6.1.12
jupyter-core 4.9.1
jupyter-packaging 0.9.2
jupyter-server 1.10.2
jupyterlab 3.1.4
jupyterlab-pygments 0.1.2
jupyterlab-server 2.6.2
jupyterlab-widgets 1.0.0
kaleido 0.2.1
keras 2.7.0
Keras-Applications 1.0.8
Keras-Preprocessing 1.1.2
keyring 21.2.1
kiwisolver 1.1.0
lazy-object-proxy 1.4.1
lazypredict 0.2.7
libarchive-c 2.9
libclang 12.0.0
libcst 0.3.18
lightgbm 3.1.1
line-profiler 3.0.2
llvmlite 0.36.0
locket 0.2.1
lockfile 0.12.2
lxml 4.6.2
Mako 1.1.0
Markdown 3.3.4
MarkupSafe 2.0.1
marshmallow 3.11.1
marshmallow-enum 1.5.1
marshmallow-sqlalchemy 0.17.0
matplotlib 3.4.2
matplotlib-inline 0.1.2
memory-profiler 0.58.0
mergedeep 1.3.4
mistune 0.8.4
mkdocs 1.2.3
mkdocs-autorefs 0.3.0
mkdocs-git-revision-date-plugin 0.3.1
mkdocs-material 8.1.11+insiders.4.8.3
mkdocs-material-extensions 1.0.3
mkdocs-minify-plugin 0.5.0
mkdocs-pymdownx-material-extras 1.5.5
mkdocs-redirects 1.0.3
mkdocstrings 0.16.2
mkl-fft 1.3.1
mkl-random 1.2.2
mkl-service 2.4.0
more-itertools 8.4.0
msgpack 1.0.2
multidict 5.1.0
multitasking 0.0.9
murmurhash 1.0.2
mypy 0.812
mypy-extensions 0.4.3
Nasdaq-Data-Link 1.0.1
nbclassic 0.3.1
nbclient 0.5.3
nbconvert 6.1.0
nbformat 5.1.3
nest-asyncio 1.5.1
networkx 2.3
notebook 6.4.2
nptyping 1.4.1
numba 0.53.1
numexpr 2.7.0
numpy 1.21.2
nvidia-ml-py3 7.352.0
oauthlib 3.1.1
opencensus 0.7.12
opencensus-context 0.1.2
opencv-python 4.1.1.26
opt-einsum 3.3.0
ordereddict 1.1
orjson 3.5.2
osqp 0.6.1
packaging 21.0
pandas 1.3.5
pandas-datareader 0.8.1
pandas-ta 0.3.41b0
pandocfilters 1.5.0
parso 0.8.3
partd 1.2.0
pathspec 0.9.0
patsy 0.5.1
pdoc 8.0.1
pdoc-to-md 0.0.0
pdoc3 0.10.0
pendulum 1.4.4
pexpect 4.8.0
pickle5 0.0.11
pickleshare 0.7.5
Pillow 8.4.0
pip 21.3.1
pipreqs 0.4.9
pkginfo 1.5.0.1
plac 0.9.6
platformdirs 2.5.0
plotly 5.3.1
pluggy 0.13.1
polygon 0.9.7
polygon-api-client 0.2.11
preshed 3.0.2
prettytable 0.7.2
prison 0.1.0
prometheus-client 0.13.1
prompt-toolkit 3.0.19
protobuf 3.17.3
psutil 5.6.3
psycopg2 2.7.7
psycopg2-binary 2.8.3
ptyprocess 0.7.0
py 1.9.0
py-spy 0.3.4
py4j 0.10.7
pyasn1 0.4.6
pyasn1-modules 0.2.8
pycares 3.1.1
pycodestyle 2.8.0
pycosat 0.6.3
pycparser 2.21
pydantic 1.8.2
pyflakes 2.2.0
pyfolio 0.9.2
Pygments 2.11.2
PyHamcrest 1.9.0
PyJWT 1.7.1
pymdown-extensions 9.1
Pympler 1.0.1
pynvx 1.0.0
pyOpenSSL 19.0.0
pyparsing 3.0.4
pyportfolioopt 1.5.1
pyre-check 0.9.0
pyre-extensions 0.0.21
pyrsistent 0.18.0
PySocks 1.7.1
pyspark 2.4.3
pytest 5.4.3
pytest-cov 2.10.0
pytest-env 0.6.2
python-binance 0.7.9
python-daemon 2.1.2
python-dateutil 2.8.2
python-editor 1.0.4
python-slugify 3.0.4
python-telegram-bot 13.8.1
python3-openid 3.1.0
pytkdocs 0.12.0
pytz 2021.3
pytzdata 2019.2
pywatchman 1.4.1
PyWavelets 1.0.3
PyYAML 6.0
pyyaml_env_tag 0.1
pyzmq 22.3.0
QuantStats 0.0.47
ray 1.9.1
readme-renderer 24.0
redis 3.5.3
regex 2019.8.19
requests 2.26.0
requests-oauthlib 1.3.0
requests-toolbelt 0.9.1
requests-unixsocket 0.2.0
retrying 1.3.3
rfc3986 1.4.0
rsa 3.4.2
rstcheck 3.3.1
ruamel.yaml 0.17.10
ruamel.yaml.clib 0.2.6
ruamel-yaml-conda 0.15.100
ruyaml 0.20.0
s3transfer 0.2.1
sacremoses 0.0.35
sanic 20.12.3
schedule 1.0.0
scikit-image 0.15.0
scikit-learn 0.23.1
scipy 1.7.3
scs 2.1.2
seaborn 0.11.1
Send2Trash 1.8.0
sentencepiece 0.1.83
service-identity 18.1.0
setproctitle 1.1.10
setuptools 60.9.3
six 1.16.0
smmap 5.0.0
sniffio 1.2.0
snowballstemmer 2.2.0
soupsieve 1.9.4
spacy 2.2.1
Sphinx 2.4.4
sphinxcontrib-applehelp 1.0.2
sphinxcontrib-devhelp 1.0.2
sphinxcontrib-htmlhelp 2.0.0
sphinxcontrib-jsmath 1.0.1
sphinxcontrib-qthelp 1.0.3
sphinxcontrib-serializinghtml 1.1.5
SQLAlchemy 1.4.5
sqlparse 0.4.1
srsly 0.1.0
statsmodels 0.12.1
stringcase 1.2.0
ta 0.7.0
TA-Lib 0.4.21
tables 3.6.1
tabulate 0.8.3
tbb 2021.3.0
tenacity 8.0.1
tensorboard 2.7.0
tensorboard-data-server 0.6.1
tensorboard-plugin-wit 1.8.0
tensorflow 2.7.0
tensorflow-estimator 2.7.0
tensorflow-io-gcs-filesystem 0.23.1
termcolor 1.1.0
terminado 0.10.1
testpath 0.5.0
text-unidecode 1.3
thinc 7.1.1
threadpoolctl 2.1.0
thrift 0.11.0
tinycss2 1.1.1
tokenizers 0.9.4
tomli 2.0.1
tomlkit 0.7.0
toolz 0.11.1
torch 1.7.1
torchvision 0.8.2
tornado 6.1
tqdm 4.62.3
traitlets 5.0.5
transformers 4.2.2
tscv 0.1.2
twine 3.2.0
Twisted 19.7.0
txaio 18.8.1
typed-ast 1.4.2
typing-extensions 3.10.0.0
typing-inspect 0.6.0
typish 1.9.2
tzlocal 1.5.1
ujson 4.0.2
unicodecsv 0.14.1
urllib3 1.26.4
utils 1.0.1
uvloop 0.14.0
vectorbt 0.23.2
wasabi 0.2.2
watchdog 2.1.6
wcwidth 0.2.5
webencodings 0.5.1
websocket-client 1.1.1
websockets 8.1
Werkzeug 2.0.1
wheel 0.36.2
widgetsnbextension 3.5.1
wrapt 1.12.1
WTForms 2.2.1
xgboost 1.3.3
yarg 0.1.9
yarl 1.7.2
yfinance 0.1.63
zenlog 1.1
zipp 3.5.0
zope.deprecation 4.4.0
zope.interface 4.6.0

[forLinDre]

You can see the output here: https://drive.google.com/file/d/1I_4jJg5BlAKKOBQGaDy7O_o8K1BePIsK/view?usp=sharing

Here is my conda env list where you can see the versions of everything I'm running. I'm going to try to downgrade pandas and then numpy to see if that does anything before further diagnoses.

Name Version Build Channel

aiodns 3.0.0 pypi_0 pypi
aiohttp 3.7.4 pypi_0 pypi
alpaca-trade-api 1.4.3 pypi_0 pypi
apscheduler 3.6.3 pypi_0 pypi
argon2-cffi 21.3.0 pypi_0 pypi
argon2-cffi-bindings 21.2.0 pypi_0 pypi
asttokens 2.0.5 pypi_0 pypi
async-timeout 3.0.1 pypi_0 pypi
atomicwrites 1.4.0 pyh9f0ad1d_0 conda-forge
attrs 21.4.0 pyhd8ed1ab_0 conda-forge
backcall 0.2.0 pypi_0 pypi
beautifulsoup4 4.10.0 pypi_0 pypi
bleach 4.1.0 pypi_0 pypi
ca-certificates 2021.10.8 h5b45459_0 conda-forge
cachetools 4.2.2 pypi_0 pypi
ccxt 1.61.51 pypi_0 pypi
certifi 2021.10.8 pypi_0 pypi
cffi 1.15.0 pypi_0 pypi
chardet 3.0.4 pypi_0 pypi
charset-normalizer 2.0.12 pypi_0 pypi
click 8.0.4 pypi_0 pypi
colorama 0.4.4 pyh9f0ad1d_0 conda-forge
cryptography 36.0.1 pypi_0 pypi
cycler 0.11.0 pypi_0 pypi
dateparser 1.1.0 pypi_0 pypi
debugpy 1.5.1 pypi_0 pypi
decorator 5.1.1 pypi_0 pypi
defusedxml 0.7.1 pypi_0 pypi
deprecated 1.2.13 pypi_0 pypi
dill 0.3.4 pypi_0 pypi
entrypoints 0.4 pypi_0 pypi
executing 0.8.3 pypi_0 pypi
filelock 3.6.0 pypi_0 pypi
fonttools 4.30.0 pypi_0 pypi
grpcio 1.43.0 pypi_0 pypi
idna 3.3 pypi_0 pypi
imageio 2.16.1 pypi_0 pypi
iniconfig 1.1.1 pyh9f0ad1d_0 conda-forge
intel-openmp 2022.0.0 h57928b3_3663 conda-forge
ipykernel 6.9.1 pypi_0 pypi
ipython 8.1.1 pypi_0 pypi
ipython-genutils 0.2.0 pypi_0 pypi
ipywidgets 7.6.5 pypi_0 pypi
jedi 0.18.1 pypi_0 pypi
jinja2 3.0.3 pypi_0 pypi
joblib 1.1.0 pypi_0 pypi
jsonschema 4.4.0 pypi_0 pypi
jupyter-client 7.1.2 pypi_0 pypi
jupyter-core 4.9.2 pypi_0 pypi
jupyterlab-pygments 0.1.2 pypi_0 pypi
jupyterlab-widgets 1.0.2 pypi_0 pypi
kiwisolver 1.3.2 pypi_0 pypi
libblas 3.9.0 13_win64_mkl conda-forge
libcblas 3.9.0 13_win64_mkl conda-forge
liblapack 3.9.0 13_win64_mkl conda-forge
libta-lib 0.4.0 he774522_0 conda-forge
llvmlite 0.38.0 pypi_0 pypi
lxml 4.8.0 pypi_0 pypi
markupsafe 2.1.0 pypi_0 pypi
matplotlib 3.5.1 pypi_0 pypi
matplotlib-inline 0.1.3 pypi_0 pypi
mistune 0.8.4 pypi_0 pypi
mkl 2022.0.0 h0e2418a_796 conda-forge
msgpack 1.0.2 pypi_0 pypi
multidict 6.0.2 pypi_0 pypi
multitasking 0.0.10 pypi_0 pypi
mypy-extensions 0.4.3 pypi_0 pypi
nbclient 0.5.13 pypi_0 pypi
nbconvert 6.4.4 pypi_0 pypi
nbformat 5.2.0 pypi_0 pypi
nest-asyncio 1.5.4 pypi_0 pypi
notebook 6.4.8 pypi_0 pypi
numba 0.55.1 pypi_0 pypi
numpy 1.21.5 py39h6331f09_0 conda-forge
openssl 1.1.1l h8ffe710_0 conda-forge
packaging 21.3 pyhd8ed1ab_0 conda-forge
pandas 1.4.1 pypi_0 pypi
pandas-ta 0.3.14b0 pypi_0 pypi
pandocfilters 1.5.0 pypi_0 pypi
parso 0.8.3 pypi_0 pypi
pickleshare 0.7.5 pypi_0 pypi
pillow 9.0.1 pypi_0 pypi
pip 22.0.4 pyhd8ed1ab_0 conda-forge
plotly 5.6.0 pypi_0 pypi
pluggy 1.0.0 py39hcbf5309_2 conda-forge
prometheus-client 0.13.1 pypi_0 pypi
prompt-toolkit 3.0.28 pypi_0 pypi
protobuf 3.19.4 pypi_0 pypi
pure-eval 0.2.2 pypi_0 pypi
py 1.11.0 pyh6c4a22f_0 conda-forge
pycares 4.1.2 pypi_0 pypi
pycparser 2.21 pypi_0 pypi
pygments 2.11.2 pypi_0 pypi
pyparsing 3.0.7 pyhd8ed1ab_0 conda-forge
pyrsistent 0.18.1 pypi_0 pypi
pytest 7.0.1 py39hcbf5309_0 conda-forge
pytest-reportlog 0.1.2 pyhd8ed1ab_0 conda-forge
python 3.9.7 h6244533_1
python-binance 1.0.15 pypi_0 pypi
python-dateutil 2.8.2 pypi_0 pypi
python-telegram-bot 13.11 pypi_0 pypi
python_abi 3.9 2_cp39 conda-forge
pytz 2021.3 pypi_0 pypi
pytz-deprecation-shim 0.1.0.post0 pypi_0 pypi
pywin32 303 pypi_0 pypi
pywinpty 2.0.5 pypi_0 pypi
pyyaml 5.4.1 pypi_0 pypi
pyzmq 22.3.0 pypi_0 pypi
quantstats 0.0.50 pypi_0 pypi
ray 1.11.0 pypi_0 pypi
redis 4.1.4 pypi_0 pypi
regex 2022.3.2 pypi_0 pypi
requests 2.27.1 pypi_0 pypi
schedule 1.1.0 pypi_0 pypi
scikit-learn 1.0.2 pypi_0 pypi
scipy 1.8.0 pypi_0 pypi
seaborn 0.11.2 pypi_0 pypi
send2trash 1.8.0 pypi_0 pypi
setuptools 60.9.3 py39hcbf5309_0 conda-forge
six 1.16.0 pypi_0 pypi
soupsieve 2.3.1 pypi_0 pypi
sqlite 3.37.0 h8ffe710_0 conda-forge
stack-data 0.2.0 pypi_0 pypi
ta 0.9.0 pypi_0 pypi
ta-lib 0.4.19 py39h5d4886f_3 conda-forge
tabulate 0.8.9 pypi_0 pypi
tbb 2021.5.0 h2d74725_0 conda-forge
tenacity 8.0.1 pypi_0 pypi
terminado 0.13.3 pypi_0 pypi
testpath 0.6.0 pypi_0 pypi
threadpoolctl 3.1.0 pypi_0 pypi
tomli 2.0.1 pyhd8ed1ab_0 conda-forge
tornado 6.1 pypi_0 pypi
tqdm 4.63.0 pypi_0 pypi
traitlets 5.1.1 pypi_0 pypi
typing-extensions 4.1.1 pypi_0 pypi
tzdata 2021.5 pypi_0 pypi
tzlocal 4.1 pypi_0 pypi
ucrt 10.0.20348.0 h57928b3_0 conda-forge
ujson 5.1.0 pypi_0 pypi
urllib3 1.26.8 pypi_0 pypi
vc 14.2 hb210afc_6 conda-forge
vectorbt 0.23.2 dev_0
vs2015_runtime 14.29.30037 h902a5da_6 conda-forge
wcwidth 0.2.5 pypi_0 pypi
webencodings 0.5.1 pypi_0 pypi
websocket-client 1.3.1 pypi_0 pypi
websockets 9.1 pypi_0 pypi
wheel 0.37.1 pyhd8ed1ab_0 conda-forge
widgetsnbextension 3.5.2 pypi_0 pypi
wrapt 1.14.0 pypi_0 pypi
yarl 1.6.3 pypi_0 pypi
yfinance 0.1.70 pypi_0 pypi

[polakowo]

The errors come from your machine having the default precision of 32 bits. In Numba, the output is fixed to 64 bits while Pandas uses 32 bits floating dtype on your machine by default. This is nothing to worry about, I'll merge this pull request.