plot_timeseries does not handle types properly in Python 3.12

[SergeyHein]

Setup

• quantstats_lumi 0.3.3
• pandas 2.2.3
• python 3.12
• OS WSL / Ubuntu-24.04

Error

I'm receiving error when calling qs.reports.full

/******************-s8VZZPBo-py3.12/lib/python3.12/site-packages/quantstats_lumi/_plotting/core.py in ?(returns, benchmark, title, compound, cumulative, fill, returns_label, hline, hlw, hlcolor, hllabel, percent, match_volatility, log_scale, resample, lw, figsize, ylabel, grayscale, fontname, subtitle, savefig, show)
    357     # Set y-axis limits to avoid blank space at the bottom and top
    358     min_val = returns.min()
    359     max_val = returns.max()
    360     if benchmark is not None:
--> 361         min_val = min(min_val, benchmark.min())
    362         max_val = max(max_val, benchmark.max())
    363     ax.set_ylim(bottom=min_val, top=max_val)
    364 

/******************-s8VZZPBo-py3.12/lib/python3.12/site-packages/pandas/core/generic.py in ?(self)
   1575     @final
   1576     def __nonzero__(self) -> NoReturn:
-> 1577         raise ValueError(
   1578             f"The truth value of a {type(self).__name__} is ambiguous. "
   1579             "Use a.empty, a.bool(), a.item(), a.any() or a.all()."
   1580         )

ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().

Root cause

returns.min() is a Series whereas benchmark.min() is a float

Proposed solution

    # Set y-axis limits to avoid blank space at the bottom and top
    min_val = returns.min()
    max_val = returns.max()
    if isinstance(returns, _pd.DataFrame):
        min_val = min_val.iloc[0]
        max_val = max_val.iloc[0]
    if benchmark is not None:
        min_val = min(min_val, benchmark.min())
        max_val = max(max_val, benchmark.max())

[grzesir]

Please submit a pull request and I can merge it in

Robert Grzesik 347-635-3416

On Thu, Oct 3, 2024 at 2:27 PM SergeyHein @.***> wrote:

Setup

• quantstats_lumi 0.3.3
• pandas 2.2.3
• python 3.12
• OS WSL / Ubuntu-24.04

Error

I'm receiving error when calling qs.reports.full

/**-s8VZZPBo-py3.12/lib/python3.12/site-packages/quantstats_lumi/_plotting/core.py in ?(returns, benchmark, title, compound, cumulative, fill, returns_label, hline, hlw, hlcolor, hllabel, percent, match_volatility, log_scale, resample, lw, figsize, ylabel, grayscale, fontname, subtitle, savefig, show) 357 # Set y-axis limits to avoid blank space at the bottom and top 358 min_val = returns.min() 359 max_val = returns.max() 360 if benchmark is not None: --> 361 min_val = min(min_val, benchmark.min()) 362 max_val = max(max_val, benchmark.max()) 363 ax.set_ylim(bottom=min_val, top=max_val) 364

/**-s8VZZPBo-py3.12/lib/python3.12/site-packages/pandas/core/generic.py in ?(self) 1575 @final 1576 def nonzero(self) -> NoReturn: -> 1577 raise ValueError( 1578 f"The truth value of a {type(self).name} is ambiguous. " 1579 "Use a.empty, a.bool(), a.item(), a.any() or a.all()." 1580 )

ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().

Root cause

returns.min() is a Series whereas benchmark.min() is a float

Proposed solution

# Set y-axis limits to avoid blank space at the bottom and top
min_val = returns.min()
max_val = returns.max()
if isinstance(returns, _pd.DataFrame):
    min_val = min_val.iloc[0]
    max_val = max_val.iloc[0]
if benchmark is not None:
    min_val = min(min_val, benchmark.min())
    max_val = max(max_val, benchmark.max())

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[SergeyHein]

@grzesir here you go https://github.com/Lumiwealth/quantstats_lumi/pull/62