动量 ETF 轮动 + 多层风控 — 研究 notebook

周频调仓,选股池=权益、避险池=长历史债券。import quant 内核,不在 cell 里重写逻辑;数据全读缓存(data/raw/),离线可复现。仅研究学习,不构成投资建议。

1. 取数 + 池子(读缓存)

%matplotlib inline
import os
while not os.path.exists("pyproject.toml") and os.getcwd() != "/":
    os.chdir("..")
import json
import numpy as np
import pandas as pd
import matplotlib, matplotlib.pyplot as plt
from matplotlib import font_manager
for _n in ["PingFang SC", "Hiragino Sans GB", "Arial Unicode MS", "Songti SC"]:
    if _n in {f.name for f in font_manager.fontManager.ttflist}:
        matplotlib.rcParams["font.sans-serif"] = [_n]; break
matplotlib.rcParams["axes.unicode_minus"] = False

from quant.strategy.momentum_rotation import MomentumRotationStrategy
from quant.strategy.risk_parity import week_first_trading_days
from quant.backtest.portfolio import run_rebalance_backtest
from quant.backtest.evaluate import compare

REGIME, SWEEP = "510300.SH", "511880.SH"
DEFENSIVE_FALLBACK = ["511010.SH", "511260.SH", "511220.SH", "511090.SH"]

df = pd.read_parquet("data/raw/momentum_rotation_etf.parquet")
uni = {k: tuple(v) for k, v in json.load(open("data/raw/momentum_universe.json")).items()}
close = df.pivot(index="datetime", columns="instrument", values="close").sort_index()
cal = close.index[close[REGIME].notna()].tolist()
close = close.reindex(cal).ffill()
equity = {c: v for c, v in uni.items() if v[0] != "bond"}
bonds = [c for c, v in uni.items() if v[0] == "bond"]
categories = {c: cat for c, (cat, n) in equity.items()}
names = {c: n for c, (cat, n) in uni.items()}
cand = list(dict.fromkeys(DEFENSIVE_FALLBACK + bonds))
defensive_pool = [c for c in cand if c in close.columns and pd.notna(close.loc[cal[0], c])][:5]
rb = [d for d in week_first_trading_days(cal) if "20190101" <= d <= "20260620"]
print("选股池", len(categories), "只 · 避险池", [names.get(c, c) for c in defensive_pool], "·", len(rb), "次周调仓")

选股池 16 只 · 避险池 ['511010.SH', '国泰上证10年期国债ETF', '511220.SH'] · 382 次周调仓

2. 回测 + 三方消融(evaluate.compare)

四层+震荡降仓 / 完整四层 / 仅相对动量,对比沪深300。

def make(use_rc, rf=False):
    return MomentumRotationStrategy(
        close, cal, categories, regime_code=REGIME, sleeve_k=3, max_weight=0.25,
        defensive_pool=defensive_pool, regime_filter=rf, use_risk_control=use_rc)

results = {}
for label, rc, rf in [("四层+震荡降仓", True, True), ("完整四层风控", True, False), ("仅相对动量", False, False)]:
    strat = make(rc, rf)
    bt = run_rebalance_backtest(close, rb, strat, account=1e6, invest_ratio=0.98,
                                commission=0.0003, weight_band=0.01, sweep_code=SWEEP)
    bt["log"] = pd.DataFrame(strat.log)
    results[label] = bt

nav_idx = results["四层+震荡降仓"]["nav"].index
bench_ret = close.loc[nav_idx, REGIME].pct_change()
tbl = compare(results, bench_returns=bench_ret, periods_per_year=252)
tbl[["ann", "vol", "sharpe", "mdd", "in_market", "final_nav"]].round(3)

/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()


/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()
/Users/zhupeng/Code/quant/src/quant/strategy/signals.py:20: FutureWarning: The default fill_method='pad' in DataFrame.pct_change is deprecated and will be removed in a future version. Either fill in any non-leading NA values prior to calling pct_change or specify 'fill_method=None' to not fill NA values.
  rets = prices.loc[:asof].pct_change()

	ann	vol	sharpe	mdd	in_market	final_nav
四层+震荡降仓	0.070	0.081	0.881	-0.117	0.673	1.628
完整四层风控	0.061	0.085	0.748	-0.189	0.545	1.533
仅相对动量	0.133	0.221	0.677	-0.373	1.000	2.455
benchmark	0.095	0.191	0.569	-0.421	NaN	1.915

3. 净值曲线

fig, ax = plt.subplots(figsize=(10, 5))
x = pd.to_datetime(nav_idx).to_numpy()
for label, bt in results.items():
    ax.plot(x, bt["nav"].values, lw=1.6 if "震荡" in label else 1.1, label=label)
bench_nav = close.loc[nav_idx, REGIME]
ax.plot(x, (bench_nav / bench_nav.iloc[0]).values, lw=1.0, alpha=0.7, label="沪深300")
ax.set_title("动量 ETF 轮动 净值(三方消融)"); ax.set_ylabel("NAV")
ax.legend(); ax.grid(alpha=0.3); plt.show()

4. 结论

四层风控 + 震荡降仓在夏普/回撤上优于无风控基线;策略逻辑在 src/quant/strategy,效果检测在 backtest/evaluate。