pandas.stats.interface.ols broken in 0.4 from 0.3

[jdmarino]

A previously working (python 2.6, pandas 0.3) program using pandas.stats.interface.ols now (python 2.7, pandas 0.4) throws an exception

code:
WP = pandas.WidePanel.fromDict( AllPairSignals)
AllPairRets = WP.minor_xs('PairRet')
AllPairSigs = WP.minor_xs('Sig1')
AllPairModel = pandas.stats.interface.ols( y=AllPairRets, x={'x':AllPairSigs})

very lengthy exception:

ERROR: An unexpected error occurred while tokenizing input
The following traceback may be corrupted or invalid
The error message is: ('EOF in multi-line statement', (8, 0))

ERROR: An unexpected error occurred while tokenizing input
The following traceback may be corrupted or invalid
The error message is: ('EOF in multi-line statement', (70, 0))

c:\python27\lib\site-packages\pandas\core\index.py(242)get_loc()
241 def get_loc(self, key):
--> 242 return self.indexMap[key]
243

ipdb> quit

TypeError Traceback (most recent call last)
c:\AlgoTrading\pairstrading\SignalRets.py in ()
197
198 if name == "main":
--> 199 main()

c:\AlgoTrading\pairstrading\SignalRets.py in main()
177 AllPairRets = WP.minor_xs('PairRet')
178 AllPairSigs = WP.minor_xs('Sig1')
--> 179 AllPairModel = pandas.stats.interface.ols( y=AllPairRets, x={'x':AllPairSigs})
180 PanelOLS[RegKey] = AllPairModel
181 print "PANEL REGRESSION", RegKey, "\n", AllPairModel

C:\Python27\lib\site-packages\pandas\stats\interface.pyc in ols(**kwargs)
115 klass = MovingPanelOLS
116
--> 117 return klass(**kwargs)

C:\Python27\lib\site-packages\pandas\stats\plm.pyc in init(self, y, x, weights, intercept, nw_lags, entity_effects, time_effects, x_effects, cluster, dropped_dummies,
verbose, nw_overlap)
85 (self._x, self._x_trans,
86 self._x_filtered, self._y,
---> 87 self._y_trans) = self._prepare_data()
88
89 self._x_trans_raw = self._x_trans.values

C:\Python27\lib\site-packages\pandas\stats\plm.pyc in _prepare_data(self)
111 """
112 (x, x_filtered, y, weights,
--> 113 weights_filt, cat_mapping) = self._filter_data()
114
115 self.log('Adding dummies to X variables')

C:\Python27\lib\site-packages\pandas\stats\plm.pyc in _filter_data(self)
183
184 x = data_long.filter(x_names)
--> 185 y = data_long.ix[:, ['y']]
186
187 if self._weights:

C:\Python27\lib\site-packages\pandas\core\indexing.pyc in getitem(self, key)
96 return self._fancy_getitem_axis(key, axis=0)
97 elif isinstance(key, tuple):
---> 98 return self._getitem_tuple(key)
99 elif _is_list_like(key):
100 return self._fancy_getitem(key, axis=0)

C:\Python27\lib\site-packages\pandas\core\indexing.pyc in _getitem_tuple(self, key)
105 if isinstance(self.frame.index, MultiIndex):
106 try:
--> 107 return self.frame.xs(key)
108 except KeyError:
109 # could do something more intelligent here? like raising the

C:\Python27\lib\site-packages\pandas\core\frame.pyc in xs(self, key, copy)
924
925 self._consolidate_inplace()
--> 926 new_data = self._data.xs(key, axis=1, copy=copy)
927 if new_data.ndim == 1:
928 return Series(new_data.as_matrix(), index=self.columns)

C:\Python27\lib\site-packages\pandas\core\internals.pyc in xs(self, key, axis, copy)
430 assert(axis >= 1)
431
--> 432 loc = self.axes[axis].get_loc(key)
433 slicer = [slice(None, None) for _ in range(self.ndim)]
434 slicer[axis] = loc

C:\Python27\lib\site-packages\pandas\core\index.pyc in get_loc(self, key)
624 if isinstance(key, tuple):
625 if len(key) == self.nlevels:
--> 626 return self._get_tuple_loc(key)
627 else:
628 result = slice(*self.slice_locs(key, key))

C:\Python27\lib\site-packages\pandas\core\index.pyc in _get_tuple_loc(self, tup)
642
643 def _get_tuple_loc(self, tup):
--> 644 indexer = self._get_label_key(tup)
645 try:
646 return self.indexMap[indexer]

C:\Python27\lib\site-packages\pandas\core\index.pyc in _get_label_key(self, tup)
649
650 def _get_label_key(self, tup):
--> 651 return tuple(lev.get_loc(v) for lev, v in zip(self.levels, tup))
652
653 def truncate(self, before=None, after=None):

C:\Python27\lib\site-packages\pandas\core\index.pyc in ((lev, v))
649
650 def _get_label_key(self, tup):
--> 651 return tuple(lev.get_loc(v) for lev, v in zip(self.levels, tup))
652
653 def truncate(self, before=None, after=None):

C:\Python27\lib\site-packages\pandas\core\index.pyc in get_loc(self, key)
240
241 def get_loc(self, key):
--> 242 return self.indexMap[key]
243
244 def get_indexer(self, target, method=None):

TypeError: unhashable type

Here's a dump of what is in the 2 DataFrames. (The column name is the str of a tuple.)
ipdb> AllPairSigs
('CSX', 'NSC')
2011-04-01 -0.6202
2011-04-04 1.433
2011-04-05 -0.8794
2011-04-06 0.9277
2011-04-07 -0.2481
2011-04-08 0.3348
2011-04-11 0.9487
2011-04-12 1.805
2011-04-13 2.779
2011-04-14 -4.287
2011-04-15 0.5962
2011-04-18 1.056
2011-04-19 0.166
2011-04-20 6.21
2011-04-21 0.2945
2011-04-22 -1.267
2011-04-25 0.9863
2011-04-26 1.742
2011-04-27 1.392
2011-04-28 7.962
2011-04-29 3.862
2011-05-02 -1.323
2011-05-03 0.6395
2011-05-04 -1.665
2011-05-05 -2.061
2011-05-06 -0.729
2011-05-09 -0.2925
2011-05-10 2.134

ipdb> AllPairRets
('CSX', 'NSC')
2011-04-01 0.008226
2011-04-04 0.007131
2011-04-05 -0.005219
2011-04-06 0.006201
2011-04-07 0.008445
2011-04-08 0.009267
2011-04-11 0.005058
2011-04-12 -0.007568
2011-04-13 0.008001
2011-04-14 -0.00607
2011-04-15 -0.009921
2011-04-18 0.006624
2011-04-19 0.006538
2011-04-20 0.01625
2011-04-21 0.01686
2011-04-22 0
2011-04-25 -0.008953
2011-04-26 -0.01038
2011-04-27 0.009355
2011-04-28 -0.02005
2011-04-29 0.007567
2011-05-02 -0.008787
2011-05-03 -0.009324
2011-05-04 0.00906
2011-05-05 0.01203
2011-05-06 -0.005018
2011-05-09 -0.008835
2011-05-10 -0.008339

[wesm]

This got fixed yesterday evening-- I think I built you a binary while I was in the middle of making some other changes and hadn't run the unit test suite...sorry =/ I'll reply off-list with a new