Use non-deprecated option with days #235
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Presumably this calc is not sensitive to varying number of days in a year or leap seconds.
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Diff Coverage details (click to unfold)curvesim/metrics/metrics.py
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Description
Numpy no longer allows the "Y" unit in its
timedeltaconstructor, e.g.timedelta64(1, 'Y'), due to a "year" being an ambiguous number of nanoseconds.We fix this by using
timedelta64(365, 'D'), which does not materially impact our annualization calculation.Fixes #233.
Hygiene checklist
Changelog entryEverything public has a Numpy-style docstring(modules, public functions, classes, and public methods)
and descriptive commit messages following Tim Pope's style
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