unrequire bottleneck, adjust README, etc. (#115)

cgdeboer · twiecki · commit 92011b75d2bc · 2019-08-23T22:59:17.000+02:00
diff --git a/README.md b/README.md
@@ -1,3 +1,7 @@
+[![Build Status](https://travis-ci.org/quantopian/empyrical.svg?branch=master)](https://travis-ci.org/quantopian/empyrical)
+
+![PyPI](https://img.shields.io/pypi/v/empyrical?color=%234ec726&style=flat-square)
+
 # empyrical
 
 Common financial risk metrics.
@@ -102,5 +106,5 @@ Please contribute using [Github Flow](https://guides.github.com/introduction/flo
   - "parameterized>=0.6.1"
 
 ```
-python -m unittest
+./runtests.py
 ```
diff --git a/empyrical/stats.py b/empyrical/stats.py
@@ -52,7 +52,7 @@ def unary_vectorized_roll(arr, window, out=None, **kwargs):
 
         if len(arr):
             out = function(
-                rolling_window(arr, min(len(arr), window)).T,
+                rolling_window(_flatten(arr), min(len(arr), window)).T,
                 out=out,
                 **kwargs
             )
@@ -100,8 +100,8 @@ def binary_vectorized_roll(lhs, rhs, window, out=None, **kwargs):
 
         if window >= 1 and len(lhs) and len(rhs):
             out = function(
-                rolling_window(lhs, min(len(lhs), window)).T,
-                rolling_window(rhs, min(len(rhs), window)).T,
+                rolling_window(_flatten(lhs), min(len(lhs), window)).T,
+                rolling_window(_flatten(rhs), min(len(rhs), window)).T,
                 out=out,
                 **kwargs
             )
@@ -125,6 +125,10 @@ def binary_vectorized_roll(lhs, rhs, window, out=None, **kwargs):
     return binary_vectorized_roll
 
 
+def _flatten(arr):
+    return arr if not isinstance(arr, pd.Series) else arr.values
+
+
 def _adjust_returns(returns, adjustment_factor):
     """
     Returns the returns series adjusted by adjustment_factor. Optimizes for the
diff --git a/runtests.py b/runtests.py
@@ -0,0 +1,13 @@
+#! /usr/bin/env python
+# -*- coding: utf-8 -*-
+import unittest
+import warnings
+
+
+if __name__ == '__main__':
+    with warnings.catch_warnings():
+        warnings.simplefilter('ignore', category=RuntimeWarning)
+        loader = unittest.TestLoader()
+        tests = loader.discover('.')
+        testRunner = unittest.runner.TextTestRunner()
+        testRunner.run(tests)
diff --git a/setup.py b/setup.py
@@ -14,7 +14,6 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 from setuptools import setup
-import os
 import versioneer
 
 
@@ -61,16 +60,9 @@
     'numpy>=1.9.2',
     'pandas>=0.16.1',
     'scipy>=0.15.1',
-    "pandas-datareader>=0.2",
-    'bottleneck>=1.0.0'
+    "pandas-datareader>=0.2"
 ]
 
-# ReadTheDocs does not handle bottleneck properly, remove if running on RTD
-on_rtd = os.environ.get('READTHEDOCS') == 'True'
-if on_rtd:
-    botttleneck_string = [x for x in requirements if 'bottleneck' in x]
-    requirements.remove(botttleneck_string[0])
-
 extras_requirements = {
     "dev": [
         "nose==1.3.7",
