问题描述
from pyfinance.ols import PandasRollingOLS
我收到以下错误：
Traceback (most recent call last):
File "/usr/local/lib/python3.8/site-packages/pyfinance/utils.py",line 78,in <module>
from pandas.tseries.frequencies import FreqGroup,get_freq_code
ImportError: cannot import name 'FreqGroup' from 'pandas.tseries.frequencies' (/usr/local/lib/python3.8/site-packages/pandas/tseries/frequencies.py)
During handling of the above exception,another exception occurred:
Traceback (most recent call last):
File "<string>",line 1,in <module>
File "/usr/local/lib/python3.8/site-packages/pyfinance/__init__.py",line 32,in <module>
from .returns import TFrame,TSeries # noqa
File "/usr/local/lib/python3.8/site-packages/pyfinance/returns.py",line 42,in <module>
from pyfinance import ols,utils
File "/usr/local/lib/python3.8/site-packages/pyfinance/ols.py",line 15,in <module>
from pyfinance import utils
File "/usr/local/lib/python3.8/site-packages/pyfinance/utils.py",line 80,in <module>
from pandas._libs.tslibs.frequencies import FreqGroup,get_freq_code
ModuleNotFoundError: No module named 'pandas._libs.tslibs.frequencies'
我尝试卸载并重新安装pandas版本1.1.3、1.1.2、1.1.1，但它们均无法正常工作，我只是遇到了相同的错误，然后尝试以以下方式构建pandas：
!python setup.py build_ext --inplace --force
我仍然遇到相同的错误
解决方法
仅供参考
我做了一些挖掘，看起来熊猫更改了它们的api，这导致了所提到的错误。我修改了源代码，并在pyfinance/utils.py中包含了正确的导入：
第77行的内容从：
try:
from pandas.tseries.frequencies import FreqGroup,get_freq_code
except ImportError: # 0.24+,or somewhere around then
from pandas._libs.tslibs.frequencies import FreqGroup,get_freq_code
到
try:
from pandas.tseries.frequencies import FreqGroup,get_freq_code
except ImportError:
from pandas._libs.tslibs.dtypes import FreqGroup
from pandas.tests.tslibs.test_period_asfreq import get_freq_code
我创建了一个拉取请求here，如果您遇到相同的问题，则可以克隆并安装我的fork
,确保您拥有正确版本的 pyfinance。安装 0.1.3 解决了我的问题。