Fixes fmilthaler#72. Creating a numpy ndarray from ragged nested sequ…

…ences is deprecated. It is now necessary to specify the additional parameter 'dtype=object'.
PietropaoloFrisoni · Jul 6, 2023 · d027b60 · d027b60
1 parent 7fb3446
commit d027b60
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/finquant/monte_carlo.py b/finquant/monte_carlo.py
@@ -34,7 +34,7 @@ def run(self, fun, **kwargs):
         for i in range(self.num_trials):
             res = fun(**kwargs)
             result.append(res)
-        return np.asarray(result)
+        return np.asarray(result, dtype=object)
 
 
 class MonteCarloOpt(MonteCarlo):