AttributeError: 'datetime.date' object has no attribute 'to_pydatetime'
shirishaardak opened this issue · comments
Problem Description
AttributeError: 'datetime.date' object has no attribute 'to_pydatetime'
Please provide a minimal, self-contained, and reproducible example:
import pandas as pd
import numpy as np
import pyfolio as pf
import matplotlib.pyplot as plt
import warnings
warnings.filterwarnings('ignore')
#Read CSV file with Pandas
stock_price = pd.read_csv('./data/NIFTY_15minute.csv')
stock_price.columns = ['Date', 'Open', 'High', 'Low', 'Close', 'volume', 'oi']
stock_price['Date'] = pd.to_datetime(stock_price['Date']).dt.date
stock_price.set_index('Date', inplace=True)
stock_price['ret'] = (stock_price['Close'] - stock_price['Open'])/stock_price['Open']
stock_price = stock_price[stock_price['ret']!=0]
returns = stock_price['ret']
print(returns)
pf.create_returns_tear_sheet(returns,
positions=None,
transactions=None,
cone_std=(1.0,1.5,2.0),
benchmark_rets=None,
bootstrap=False,
header_rows=None,
return_fig=False)
Please provide the full traceback:
Date
2021-01-01 0.000353
2021-01-01 0.000524
2021-01-01 -0.000517
2021-01-01 0.000642
2021-01-01 -0.000317
...
2021-07-19 -0.001171
2021-07-19 -0.001592
2021-07-19 0.002279
2021-07-19 0.000270
2021-07-19 0.000432
Name: ret, Length: 3353, dtype: float64
<IPython.core.display.HTML object>
Traceback (most recent call last):
File "d:/Algorithmic Trading Proejct/algorithmic-trading-strategies/strategies/test.py", line 27, in <module>
pf.create_returns_tear_sheet(returns,
File "C:\Users\91989\anaconda3\lib\site-packages\pyfolio\plotting.py", line 52, in call_w_context
return func(*args, **kwargs)
File "C:\Users\91989\anaconda3\lib\site-packages\pyfolio\tears.py", line 504, in create_returns_tear_sheet
plotting.show_worst_drawdown_periods(returns)
File "C:\Users\91989\anaconda3\lib\site-packages\pyfolio\plotting.py", line 1664, in show_worst_drawdown_periods
drawdown_df = timeseries.gen_drawdown_table(returns, top=top)
File "C:\Users\91989\anaconda3\lib\site-packages\pyfolio\timeseries.py", line 1006, in gen_drawdown_table
df_drawdowns.loc[i, 'Peak date'] = (peak.to_pydatetime()
AttributeError: 'datetime.date' object has no attribute 'to_pydatetime'
Please provide any additional information below:
Versions
- Pyfolio version:
- Python version:
- Pandas version:
- Matplotlib version: