REF: Avoid deprecated pandas.Index.__and__

Author: kernc

backtesting/backtesting.py

@@ -1054,7 +1054,7 @@ def __init__(self,
 
         if len(data) == 0:
             raise ValueError('OHLC `data` is empty')
-        if len(data.columns & {'Open', 'High', 'Low', 'Close', 'Volume'}) != 5:
+        if len(data.columns.intersection({'Open', 'High', 'Low', 'Close', 'Volume'})) != 5:
             raise ValueError("`data` must be a pandas.DataFrame with columns "
                              "'Open', 'High', 'Low', 'Close', and (optionally) 'Volume'")
         if data[['Open', 'High', 'Low', 'Close']].isnull().values.any():

backtesting/lib.py

@@ -317,7 +317,7 @@ def random_ohlc_data(example_data: pd.DataFrame, *,
     def shuffle(x):
         return x.sample(frac=frac, replace=frac > 1, random_state=random_state)
 
-    if len(example_data.columns & {'Open', 'High', 'Low', 'Close'}) != 4:
+    if len(example_data.columns.intersection({'Open', 'High', 'Low', 'Close'})) != 4:
         raise ValueError("`data` must be a pandas.DataFrame with columns "
                          "'Open', 'High', 'Low', 'Close'")
     while True: