ENH: Fix Pandas 0.19.2 compatibility issues

[Peque]

Pandas 0.19 fixes some issues with Python 3.6 compatibility. It also adds new features and performance improvements. 0.19 is already 1 year old, so I guess it is already well-tested.

Note:

• Had to add an ugly fix in tests/test_examples.py as I was not able to rebuild_example_data. Guess Benchmark downloading is broken #1965 is related.
• Not sure the check_categorical=False is the best way to fix the tests. But I think a better fix would require deeper work (i.e.: remove the use of None/NaN in categorical data, as Pandas already warns about its future deprecation).

[coveralls]

Coverage remained the same at 87.202% when pulling ce63a3d on Peque:pandas_upgrade into 7cd6f6a on quantopian:master.

[freddiev4]

Hi Miguel,

This looks like a great WIP, and seems like the fix for some issues you might be running into. Just wanted to message you in regards to some stuff here. So the Quantopian platform runs on pandas 0.18, and as a result, for us to make pandas 0.19 required would mean that many of our users would have go change their algorithms to be compatible with panda 0.19.

I think the most valuable thing here is to support pandas 0.19, and not make it required. That way the users on Quantopian are not affected by this change and so that you (along with other Zipline users) can continue to use Zipline.

Just figured I'd bring this up before you put in a bunch of other awesome work into this, and so there are less complications along the way.

[tibkiss]

@Peque : just curious: have you tried to bump it to 0.20?

[coveralls]

Coverage decreased (-0.4%) to 86.776% when pulling 5a6ddd8 on Peque:pandas_upgrade into 45257eb on quantopian:master.

[coveralls]

Coverage remained the same at 87.202% when pulling 5a6ddd8 on Peque:pandas_upgrade into 45257eb on quantopian:master.

[coveralls]

Coverage increased (+0.01%) to 87.215% when pulling a636660 on Peque:pandas_upgrade into 45257eb on quantopian:master.

[coveralls]

Coverage decreased (-0.4%) to 86.789% when pulling 1002c58 on Peque:pandas_upgrade into 45257eb on quantopian:master.

[coveralls]

Coverage increased (+0.01%) to 87.215% when pulling 1002c58 on Peque:pandas_upgrade into 45257eb on quantopian:master.

[coveralls]

Coverage decreased (-0.4%) to 86.789% when pulling 1002c58 on Peque:pandas_upgrade into 45257eb on quantopian:master.

[Peque]

@freddiev4 Does it look better now?

[Peque]

@tibkiss Yeah, that resulted in new errors popping out, so I guess it is better to go step by step. 😊

[Peque]

@freddiev4 Friendly ping. 😊

[freddiev4]

Considering we merged #2194 should we close this @richafrank? In favor of #2243

[richafrank]

Agreed