Convert testdata files to pickle

Needed for upgrade to Pandas 2 since JobLib deserialization breaks in Pandas 2 for Pandas 1 dataframes.

tests/fixtures.py

@@ -6,7 +6,6 @@
 (see LICENSE for details).
 """
 
-import joblib
 import numpy as np
 import os
 import pandas as pd
@@ -51,8 +50,8 @@ def predict(self, _):
 
 @pytest.fixture()
 def data_source_df():
-    return joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/daily_1.joblib")
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/daily_1.pkl")
     )
 
 

tests/test_data.py

@@ -7,7 +7,6 @@
 """
 
 import akshare
-import joblib
 import os
 import pandas as pd
 import pytest
@@ -48,17 +47,17 @@
 
 @pytest.fixture()
 def alpaca_df():
-    df = joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/daily_1.joblib")
+    df = pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/daily_1.pkl")
     )
     df["date"] = df["date"].dt.tz_localize("US/Eastern")
     return df.assign(vwap=1)[ALPACA_COLS]
 
 
 @pytest.fixture()
 def alpaca_crypto_df():
-    df = joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/daily_1.joblib")
+    df = pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/daily_1.pkl")
     )
     df["date"] = df["date"].dt.tz_localize("US/Eastern")
     return df.assign(vwap=1, trade_count=1)[ALPACA_CRYPTO_COLS]
@@ -76,17 +75,15 @@ def crypto_bars_df(alpaca_crypto_df):
 
 @pytest.fixture()
 def yfinance_df():
-    return joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/yfinance.joblib")
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/yfinance.pkl")
     )
 
 
 @pytest.fixture()
 def yfinance_single_df():
-    return joblib.load(
-        os.path.join(
-            os.path.dirname(__file__), "testdata/yfinance_single.joblib"
-        )
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/yfinance_single.pkl")
     )
 
 

tests/test_eval.py

@@ -6,7 +6,6 @@
 (see LICENSE for details).
 """
 
-import joblib
 import math
 import numpy as np
 import os
@@ -68,15 +67,15 @@ def calc_bootstrap(request):
 
 @pytest.fixture()
 def portfolio_df():
-    return joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/portfolio_df.joblib")
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/portfolio_df.pkl")
     )
 
 
 @pytest.fixture()
 def trades_df():
-    return joblib.load(
-        os.path.join(os.path.dirname(__file__), "testdata/trades_df.joblib")
+    return pd.read_pickle(
+        os.path.join(os.path.dirname(__file__), "testdata/trades_df.pkl")
     )
 
 

tests/test_strategy.py

@@ -6,7 +6,6 @@
 (see LICENSE for details).
 """
 
-import joblib
 import numpy as np
 import os
 import pandas as pd
@@ -1129,8 +1128,8 @@ class FakeDataSource(DataSource):
     def _fetch_data(
         self, symbols, start_date, end_date, timeframe, adjustment
     ):
-        return joblib.load(
-            os.path.join(os.path.dirname(__file__), "testdata/daily_1.joblib")
+        return pd.read_pickle(
+            os.path.join(os.path.dirname(__file__), "testdata/daily_1.pkl")
         )