Fix warnings

pyproject.toml

@@ -18,6 +18,7 @@ scipy = "^1.10.1"
 pandas = "^2.0.1"
 aiohttp = {version = "^3.8.1", optional = true}
 pydantic = "^2.0.2"
+pyarrow = "^15.0.0"
 
 [tool.poetry.group.dev.dependencies]
 black = "^24.1.1"
@@ -55,6 +56,9 @@ asyncio_mode = "auto"
 testpaths = [
     "quantflow_tests"
 ]
+filterwarnings = [
+    "ignore::DeprecationWarning:dateutil.*:"
+]
 
 [tool.isort]
 profile = "black"

quantflow/__init__.py

@@ -1,3 +1,3 @@
 """Quantitative analysis and pricing"""
 
-__version__ = "0.2.4"
+__version__ = "0.2.5"

quantflow/sp/poisson.py

@@ -200,7 +200,7 @@ def cdf_from_characteristic(
             )
             f[0] = c[0].real  # type: ignore[index]
             if simpson_rule:
-                result.append(a * simpson(f, frequency))
+                result.append(a * simpson(f, x=frequency))
             else:
                 result.append(a * np.trapz(f, frequency))
         pdf = np.maximum(np.diff(result, prepend=0), 0)

quantflow/utils/dates.py

@@ -2,7 +2,7 @@
 
 
 def utcnow() -> datetime:
-    return datetime.utcnow().replace(tzinfo=timezone.utc)
+    return datetime.now(timezone.utc)
 
 
 def isoformat(date: str | date) -> str:

quantflow/utils/paths.py

@@ -6,7 +6,7 @@
 import pandas as pd
 from numpy.random import normal
 from pydantic import BaseModel, Field
-from scipy.integrate import cumtrapz
+from scipy.integrate import cumulative_trapezoid
 
 from . import plot
 from .bins import pdf as bins_pdf
@@ -68,7 +68,8 @@ def var(self) -> FloatArray:
     def integrate(self) -> Paths:
         """Integrate paths"""
         return self.__class__(
-            t=self.t, data=cumtrapz(self.data, dx=self.dt, axis=0, initial=0)
+            t=self.t,
+            data=cumulative_trapezoid(self.data, dx=self.dt, axis=0, initial=0),
         )
 
     def cross_section(self, t: float | None = None) -> FloatArray: