Description
Problem Description
I got the following errorn when I run create_full_tear_sheet from pyfolio. can anybody help as I cannot use Pyfolio.
The following are the packages version I have installed:
python 3.6
pandas 1.0.5
numpy 1.18.5
pyfolio 0.9.2
empyrical 0.5.3
the following is the full error I got
AttributeError Traceback (most recent call last)
in
----> 1 pf.create_returns_tear_sheet(Globale)
~\Miniconda3\envs\lavoro\lib\site-packages\pyfolio\plotting.py in call_w_context(*args, **kwargs)
50 if set_context:
51 with plotting_context(), axes_style():
---> 52 return func(*args, **kwargs)
53 else:
54 return func(*args, **kwargs)
~\Miniconda3\envs\lavoro\lib\site-packages\pyfolio\tears.py in create_returns_tear_sheet(returns, positions, transactions, live_start_date, cone_std, benchmark_rets, bootstrap, turnover_denom, header_rows, return_fig)
502 header_rows=header_rows)
503
--> 504 plotting.show_worst_drawdown_periods(returns)
505
506 vertical_sections = 11
~\Miniconda3\envs\lavoro\lib\site-packages\pyfolio\plotting.py in show_worst_drawdown_periods(returns, top)
1662 """
1663
-> 1664 drawdown_df = timeseries.gen_drawdown_table(returns, top=top)
1665 utils.print_table(
1666 drawdown_df.sort_values('Net drawdown in %', ascending=False),
~\Miniconda3\envs\lavoro\lib\site-packages\pyfolio\timeseries.py in gen_drawdown_table(returns, top)
1006 df_drawdowns.loc[i, 'Peak date'] = (peak.to_pydatetime()
1007 .strftime('%Y-%m-%d'))
-> 1008 df_drawdowns.loc[i, 'Valley date'] = (valley.to_pydatetime()
1009 .strftime('%Y-%m-%d'))
1010 if isinstance(recovery, float):
AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'