AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'

[kwangbkim]

occurs when trying to run an example from the docs

stock_rets = pf.utils.get_symbol_rets('FB')
pf.create_returns_tear_sheet(stock_rets, live_start_date='2015-12-1')

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-40-feb97330a052> in <module>()
----> 1 pf.create_returns_tear_sheet(df, benchmark_rets=benchmark_rets)

~/.pyenv/versions/3.6.0/envs/pyfolio/lib/python3.6/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)

~/.pyenv/versions/3.6.0/envs/pyfolio/lib/python3.6/site-packages/pyfolio/tears.py in create_returns_tear_sheet(returns, positions, transactions, live_start_date, cone_std, benchmark_rets, bootstrap, return_fig)
    455                              live_start_date=live_start_date)
    456 
--> 457     plotting.show_worst_drawdown_periods(returns)
    458 
    459     # If the strategy's history is longer than the benchmark's, limit strategy

~/.pyenv/versions/3.6.0/envs/pyfolio/lib/python3.6/site-packages/pyfolio/plotting.py in show_worst_drawdown_periods(returns, top)
   1686     """
   1687 
-> 1688     drawdown_df = timeseries.gen_drawdown_table(returns, top=top)
   1689     utils.print_table(drawdown_df.sort_values('Net drawdown in %',
   1690                                               ascending=False),

~/.pyenv/versions/3.6.0/envs/pyfolio/lib/python3.6/site-packages/pyfolio/timeseries.py in gen_drawdown_table(returns, top)
    995                                                                 recovery,
    996                                                                 freq='B'))
--> 997         df_drawdowns.loc[i, 'Peak date'] = (peak.to_pydatetime()
    998                                             .strftime('%Y-%m-%d'))
    999         df_drawdowns.loc[i, 'Valley date'] = (valley.to_pydatetime()

AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'

[rkohli3]

I see the same error. I updated to the latest version of pyfolio and still the error doesn't go away. T

[brian-from-quantrocket]

I see this error as well. It was introduced by empyrical 0.4.0. Downgrading empyrical resolves the error:

pip install empyrical==0.3.4

[ssanderson]

I think the issue here is that ep.cum_returns isn't preserving the index of its input on the latest empyrical:

On 0.3.4 I see:

In [4]: ep.cum_returns(s)
Out[4]:
2017-01-01    0
2017-01-02    0
2017-01-03    0
2017-01-04    0
2017-01-05    0
2017-01-06    0
2017-01-07    0
2017-01-08    0
2017-01-09    0
2017-01-10    0
Freq: D, dtype: int64

On 0.4.0 I see:

In [13]: ep.cum_returns(s)
Out[13]:
0    0
1    0
2    0
3    0
4    0
5    0
6    0
7    0
8    0
9    0
dtype: int64

[ssanderson]

Tentative bugfix PR here: https://github.com/quantopian/empyrical/compare/fix-cum_returns-index?expand=1.

[ya2366]

Hi, I tried to downgrade empyrical to 0.3.4 but it didn't solve the error. Is there any new progress on this issue?

[rkohli3]

As mentioned by ssanderson, there’s a bug with cum returns. I’d suggest go into the scrip and change the code manually. Worked for me on ep 0.4.0.

Find def cum_returns, change the code as suggested in the link, and reload module.

[ya2366]

Thanks

[jtromans]

Was this fix already merged? When I load the link it says there is nothing to compare and therefore can't see the fix.

[richafrank]

It was merged: quantopian/empyrical#85, but I don't think the fixed empyrical has been released to PyPI yet.

[jtromans]

Correct - I just took the code out of the merge although it isn't in the release as you said. Kind regards, James Tromans

…

On Wed, Mar 7, 2018 at 9:56 PM, Richard Frank ***@***.***> wrote: It was merged: quantopian/empyrical#85 <quantopian/empyrical#85>, but I don't think the fixed empyrical has been released to PyPI yet. — You are receiving this because you commented. Reply to this email directly, view it on GitHub <#520 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/ABE_j-EkeqzuVaSI3uvdAZGfE_A1y1E8ks5tcFd0gaJpZM4SSHeH> .

[ssanderson]

I just released empyrical 0.4.1, which has the required bugfix. If you run into this issue with empyrical >=0.4.1, please let us know here.

[appusinghi]

How do I resolve this ?

---

AttributeError Traceback (most recent call last)
in
----> 1 pf.create_full_tear_sheet(data)

C:\ProgramData\Anaconda3\lib\site-packages\pyfolio\tears.py in create_full_tear_sheet(returns, positions, transactions, market_data, benchmark_rets, slippage, live_start_date, sector_mappings, bayesian, round_trips, estimate_intraday, hide_positions, cone_std, bootstrap, unadjusted_returns, style_factor_panel, sectors, caps, shares_held, volumes, percentile, turnover_denom, set_context, factor_returns, factor_loadings, pos_in_dollars, header_rows, factor_partitions)
209 turnover_denom=turnover_denom,
210 header_rows=header_rows,
--> 211 set_context=set_context)
212
213 create_interesting_times_tear_sheet(returns,

C:\ProgramData\Anaconda3\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)

C:\ProgramData\Anaconda3\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

C:\ProgramData\Anaconda3\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),

C:\ProgramData\Anaconda3\lib\site-packages\pyfolio\timeseries.py in gen_drawdown_table(returns, top)
1004 recovery,
1005 freq='B'))
-> 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()

AttributeError: 'datetime.date' object has no attribute 'to_pydatetime'

[stnatter]

I am having the same problem with empirical 0.5.3

[sokol11]

I have the same problem. pyfolio 0.9.2, empyrical 0.5.3

[stnatter]

seems this has been fixed in #634

[sokol11]

@stnatter Hi Stephen. Your suggestion worked like a charm. I appreciate it.

[bviorst]

I am getting this error (empirical 0.5.3) when I run this line of code:
pf.create_full_tear_sheet(data). Not sure how to fix. Please help, thanks.

---

AttributeError Traceback (most recent call last)
in
1 import numpy as np
----> 2 pf.create_full_tear_sheet(data)

/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pyfolio/tears.py in create_full_tear_sheet(returns, positions, transactions, market_data, benchmark_rets, slippage, live_start_date, sector_mappings, bayesian, round_trips, estimate_intraday, hide_positions, cone_std, bootstrap, unadjusted_returns, style_factor_panel, sectors, caps, shares_held, volumes, percentile, turnover_denom, set_context, factor_returns, factor_loadings, pos_in_dollars, header_rows, factor_partitions)
199 set_context=set_context,
200 sector_mappings=sector_mappings,
--> 201 estimate_intraday=False)
202
203 if transactions is not None:

/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/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)

/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/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 if benchmark_rets is not None:
503 ax_rolling_beta = plt.subplot(gs[i, :], sharex=ax_rolling_returns)
--> 504 i += 1
505 ax_rolling_volatility = plt.subplot(gs[i, :], sharex=ax_rolling_returns)
506 i += 1

/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pyfolio/plotting.py in show_worst_drawdown_periods(returns, top)
1662 Parameters
1663 ----------
-> 1664 returns : pd.Series
1665 Daily returns of the strategy, noncumulative.
1666 - See full explanation in tears.create_full_tear_sheet.

/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/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'

[ivannp]

Same here

[ivannp]

Fixed by using:

pip install git+https://github.com/quantopian/pyfolio

This has been fixed in #634 as stated by stnatter above.

[Ivyzxok]

I already install the git+, but still not fix this problem

[Chin-I]

Same problem.

=my error message =
\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'

=my conda list=
empyrical 0.5.3 pypi_0 pypi
pyfolio 0.9.2+73.gcfdf82a pypi_0 pypi

[nickgeoca]

Same problem here

~/.local/lib/python3.8/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'

pandas 1.0.5
pyfolio 0.9.2
empyrical 0.5.3

[VHKA1729]

To fix the error, if working on Google Colab, use:

pip install git+https://github.com/quantopian/pyfolio

[nickgeoca]

Cool seems to work now. @VHKA1729 , I think I was doing this before. Not sure what changed, but thanks anyway 👍

pandas 1.0.5
pyfolio 0.9.2+73.gcfdf82a
empyrical 0.5.3

[steelep]

Hmmm im still getting that error - even running the patch:

pandas                     1.0.5 
empyrical                 0.5.3       
pyfolio                     0.9.2+73.gcfdf82a  

[euribate]

Hi all I getting the same issue, is anybody looking at this? with this error I cannot use pyfolio.
python 3.6
pandas 1.0.5
numpy 1.18.5
pyfolio 0.9.2
empyrical 0.5.3

I got the foloowing error:

AttributeError Traceback (most recent call last)
in
----> 1 pf.create_full_tear_sheet(Globale, benchmark_rets=Bench)

~\Miniconda3\envs\lavoro\lib\site-packages\pyfolio\tears.py in create_full_tear_sheet(returns, positions, transactions, market_data, benchmark_rets, slippage, live_start_date, sector_mappings, bayesian, round_trips, estimate_intraday, hide_positions, cone_std, bootstrap, unadjusted_returns, style_factor_panel, sectors, caps, shares_held, volumes, percentile, turnover_denom, set_context, factor_returns, factor_loadings, pos_in_dollars, header_rows, factor_partitions)
209 turnover_denom=turnover_denom,
210 header_rows=header_rows,
--> 211 set_context=set_context)
212
213 create_interesting_times_tear_sheet(returns,

~\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'

[akalingking]

This seems to work for me 'pip install git+https://github.com/quantopian/pyfolio' as mentioned above.

[euribate]

Dear Ariel, I tried but got the same message. While installing "pip install git+https://github.com/quantopian/pyfolio" i got this message:

Collecting git+https://github.com/quantopian/pyfolio
Cloning https://github.com/quantopian/pyfolio to c:\users\u19040\appdata\local\temp\pip-req-build-8_z5l1d7
Note: you may need to restart the kernel to use updated packages.

Running command git clone -q https://github.com/quantopian/pyfolio 'C:\Users\u19040\AppData\Local\Temp\pip-req-build-8_z5l1d7'
ERROR: Error [WinError 2] Impossibile trovare il file specificato while executing command git clone -q https://github.com/quantopian/pyfolio 'C:\Users\u19040\AppData\Local\Temp\pip-req-build-8_z5l1d7'
ERROR: Cannot find command 'git' - do you have 'git' installed and in your PATH?

[euribate]

This seems to work for me 'pip install git+https://github.com/quantopian/pyfolio' as mentioned above.

This seems to work for me 'pip install git+https://github.com/quantopian/pyfolio' as mentioned above.

Dear Ariel, I tried but got the same message. While installing "pip install git+https://github.com/quantopian/pyfolio" i got this message:

Collecting git+https://github.com/quantopian/pyfolio
Cloning https://github.com/quantopian/pyfolio to c:\users\u19040\appdata\local\temp\pip-req-build-8_z5l1d7
Note: you may need to restart the kernel to use updated packages.

Running command git clone -q https://github.com/quantopian/pyfolio 'C:\Users\u19040\AppData\Local\Temp\pip-req-build-8_z5l1d7'
ERROR: Error [WinError 2] Impossibile trovare il file specificato while executing command git clone -q https://github.com/quantopian/pyfolio 'C:\Users\u19040\AppData\Local\Temp\pip-req-build-8_z5l1d7'
ERROR: Cannot find command 'git' - do you have 'git' installed and in your PATH?

[akalingking]

It says you may not have git and need to install it, also if you're on python3 use pip3

[euribate]

It says you may not have git and need to install it, also if you're on python3 use pip3

I tried not working...Now I am trying to install different version of Python and numpy/pandas. Do you know if with a particolar version pyfolio work? or it is just a waste of time?

[euribate]

for the benefit of all, I tried with python 3.7 and the 'pip install git+https://github.com/quantopian/pyfolio' and it is working

[filipefeitosa]

I've already installed 'pip install git+https://github.com/quantopian/pyfolio' and I'm using versions:

pandas 1.0.5
pyfolio 0.9.2
empyrical 0.5.3

But I'm having problems with charts as you can see in the images bellow. Someone can help me?

[ghost]

fixed this by changing line 893 in file timeseries.py
valley = underwater.index[np.argmin(underwater)-1] # end of the period

[PhanikumarCh]

Thanks Anoop. Fixed it.

[Ramoncontabil]

Fixed:
df_drawdowns.loc[i, 'Peak date'] = (peak.dt.to_pydatetime()
.strftime('%Y-%m-%d'))
df_drawdowns.loc[i, 'Valley date'] = (valley.dt.to_pydatetime()
.strftime('%Y-%m-%d'))
if isinstance(recovery, float):
df_drawdowns.loc[i, 'Recovery date'] = recovery
else:
df_drawdowns.loc[i, 'Recovery date'] = (recovery.dt.to_pydatetime()
.strftime('%Y-%m-%d'))

[mksamanes]

Hi @Ramoncontabil How did you fix it? I replace lines 1008 to 1016 with what you wrote but I still have the issue, what versions should I have why is this not working I also replace line 893 and the error says is on line 1008

[Sergey80]

same thing. reproducable.
in oct 10 2021.
all latest v.:

• empyrical==0.5.5
• pyfolio==0.9.2
• pandas==1.3.3

[gstulli]

Para corrigir o erro, basta alterar a linha nº 893 do código de timeseries.py na def get_max_drawdown_underwater(underwater):
de:
valley = np.argmin(underwater) # end of the period
para:
valley = underwater.index[np.argmin(underwater)] # end of the period

[samlopezruiz]

same thing. reproducable. in oct 10 2021. all latest v.:

* empyrical==0.5.5

* pyfolio==0.9.2

* pandas==1.3.3

x2, but with pandas==2.1.3