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Andrew King
@aking1012
OSError usually means the file doesn't exist. If it has a special character in the ticker name/filename that could throw things off if it's not escaped.
Calle Scharffenorth
@wateenbonkie_twitter
Hi all, how can I fetch/access the elements that are generated for a create_returns_tear_sheet tear sheet?
George Ho
@eigenfoo
@wateenbonkie_twitter do you mean how do you get the figure produced by create_returns_tear_sheet?
if you pass in return_fig=True, it will give you the matplotlib figure
hope I understood your question correctly
IA-UoK
@IA-UoK
hello guys,
im trying to run pyfolio on results form zipline
when i try running
returns, positions, transactions, gross_lev = pf.utils.extract_rets_pos_txn_from_zipline(results)
i get an error
AttributeError: 'RangeIndex' object has no attribute 'normalize'
any ideas?
and wouldn't pyfolio work on python 2.7?
George Ho
@eigenfoo
Hi @IA-UoK, could you please post a full stack trace?
pyfolio and zipline are experiencing some compatibility issues right now, which we're trying to fix. However, this problem doesn't sound like its happening because of that
IA-UoK
@IA-UoK

@georgh0021 here you go...

AttributeError Traceback (most recent call last)

<ipython-input-7-dbdebde5f2a4> in <module>()
----> 1 returns, positions, transactions, gross_lev = pf.utils.extract_rets_pos_txn_from_zipline(results)

/Users/im572/anaconda/envs/zl36/lib/python3.6/site-packages/pyfolio/utils.py in extract_rets_pos_txn_from_zipline(backtest)
427 """
428
--> 429 backtest.index = backtest.index.normalize()
430 if backtest.index.tzinfo is None:
431 backtest.index = backtest.index.tz_localize('UTC')

AttributeError: 'RangeIndex' object has no attribute 'normalize'

i have tried it on both python 2.7 and 3.6
same results
George Ho
@eigenfoo
hi @IA-UoK, are you using the latest version of pyfolio? Could you also open a github issue and describe how you're using zipline and pyfolio? I can't seem to recreate the bug you have
Neil
@torablien
hi there! i'm a total beginner and am looking for a portfolio analysis tool and was wondering if pyfolio is right for me. I have a portfolio of various sp500 equities and I would love to see analysis on the entire portfolio as a whole (e.g. have 2 shares FB, 6 shares GOOG, 3 shares IBM, etc.). Would pyfolio be able to help me do this?
Arash Gol-Mohammadi
@arashgmn

I guess there is a problem in tears.py (pyfolio 0.9), line 641.

change (bootstrap is not None) to (bootstrap is not False) saved my life :)

Tim Paine
@timkpaine
@twiecki et al, noticed some name squatting on cufflinks and it led us to quantopian/empyrical#105 and quantopian/pyfolio#576, we contacted pypa to get the cufflinks3 clone removed/transferred as it could be a security risk in the future, I recommend doing the same for these two
Tim Paine
@timkpaine
nyc_tinker
@nyc-tinker
I've been trying to generate a create_returns_tear_sheet and am running into 'truth value of a Series is ambiguous' errors on a single security - is this a known issue? Can't seem to find anything on the github page...
nyc_tinker
@nyc-tinker
@nyc-tinker Figured it out: looks like returns parameter I used was a dataframe object instead of a pandas series...
oksanaustenko
@oksanaustenko
I have an error when using some functions in pyfolio: pyfolio.timeseries.get_top_drawdowns(returns, top=10)
AttributeError: 'DataFrame' object has no attribute 'argmin'
ValueError: Must pass 2-d input
Schermata 2019-02-01 alle 13.08.42.png
There are returns i'm using
Do ypu know why i'm having this error?
peanutice
@peanutice
i installed the pyfolio package and the rest of packages with python, however how do i use them?
MarkWh1te
@MarkWh1te
Hi
Victor
@victortangggg
@peanutice https://www.youtube.com/watch?v=BCLgXjxYONg seems like good intro
Prabu Natarajan
@prabuinet
can someone help me with this error, when i run the function pf.create_returns_tear_sheet(returns) ...
std = var.dtype.type(np.sqrt(var))
AttributeError: 'float' object has no attribute 'dtype'
Prabu Natarajan
@prabuinet
got it, my returns column was object instead of float
MiniGeek
@LuisFRoch
Hi all!, is this tool a blackbox where one runs a command and gets output or is there actual documentation to modify the code? I'd appreciate some feedback; thanks!
emretezel
@emretezel
Hi everyone, is there any way to use Pyfolio from outside of notebook. I am running my Algo from PyCharm or command line and would like to see the tear sheet either as pdf or pop up on screen. Thanks!
Fabio Federici
@fabiofederici
hi all, any information of what the default risk-free rate is when creating a tear sheet?
Caio Lacerda de Castro
@CTred_gitlab
Hello guys! First time here. Does pyfolio works well with python 3.8 or should I open a separate python environment with a different version?
Juergen Jean-Marie
@juergenjeanmarie_gitlab
Where can I find an example for pyfolio for pure python?
yun jinqi
@tianjixuetu
hi
图片.png
this function returns the valley as a number,the target is a datetime
so np.argmin is right?
yun jinqi
@tianjixuetu
ok,solve it . we should add a code to the last
valley = list(underwater.index)[valley]
change number to datetime
Chao
@c3qian
Hi everyone , since the platform was shutdown, taking all instructions away. May I ask, can I still import Quantopian locally? If yes, could you please point me the reference ? Thanks
Juergen Jean-Marie
@juergenjeanmarie_gitlab
Can I use this for forex?