Pandas Pct_change() Function Returning Wrong Value

I have a script that keep messing up and I am not sure what the source is. It seems to work sometimes and not others. Here is an example. In [29]: pricesEquities=financialMarketPr

Solution 1:

I confirm the problem. I was having issues with pct_change, saw this and checked my version of numexpr and found it to be 2.4.4.

In fairness to the developers of pandas and numexpr, I think I may have tried to upgrade pandas via pip instead of through conda and perhaps this caused the issues.

To fix the problem, I think did the following on windows:

/path/to/Anaconda/Scripts/conda.exe update conda
/path/to/Anaconda/Scripts/conda.exe update anaconda

After that things seemed to work correctly.

Solution 2:

problem solved: we were using continuum anaconda and we believe the install was wrong. we reinstalled and now everything seems to be working.