AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime' #653
Description
Problem Description
ttributeError Traceback (most recent call last)
in
----> 1 pf.create_full_tear_sheet(data['return'])
~\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,
~\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)
~\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
~\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),
~\anaconda3\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'