Compatibility with Pandas 0.23.x

[npezolano]

There is no longer a pd.expanding_max or pd.expanding_min function, there's a few ways to get around this or support both.

One way using pandas 0.23.x

    expanding_window = pd.core.window.expanding(pd.Series(np.cumsum(x)), min_periods=1)
    rolling_max = expanding_window.max().values
    rolling_min = expanding_window.min().values

Another numpy only solution:

https://stackoverflow.com/questions/6811183/rolling-window-for-1d-arrays-in-numpy

[amirsani]

Hi Nicholas,

Thanks for providing a solution. Send me a pull request and I'll merge it. Otherwise just let me know and I'll make the changes later today.

Best,

Amir

[amirsani]

Just made the change. I'll test it later today, but it looks good.

Thanks again,

Amir

[npezolano]

Thanks I updated the requirements.txt file as well now