(env) D:\Trading>python strategy_research.py
D:\Trading\env\lib\site-packages\pyfolio\pos.py:26: UserWarning: Module "zipline.assets" not found; mutltipliers will not be applied to position notionals.
warnings.warn(
Traceback (most recent call last):
File "D:\Trading\strategy_research.py", line 9, in
pf.create_returns_tear_sheet(return_ser['Close'].pct_change())
File "D:\Trading\env\lib\site-packages\pyfolio\plotting.py", line 52, in call_w_context
return func(*args, **kwargs)
File "D:\Trading\env\lib\site-packages\pyfolio\tears.py", line 504, in create_returns_tear_sheet
plotting.show_worst_drawdown_periods(returns)
File "D:\Trading\env\lib\site-packages\pyfolio\plotting.py", line 1664, in show_worst_drawdown_periods
drawdown_df = timeseries.gen_drawdown_table(returns, top=top)
File "D:\Trading\env\lib\site-packages\pyfolio\timeseries.py", line 1008, in gen_drawdown_table
df_drawdowns.loc[i, 'Valley date'] = (valley.to_pydatetime()
AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'
(env) D:\Trading>python strategy_research.py D:\Trading\env\lib\site-packages\pyfolio\pos.py:26: UserWarning: Module "zipline.assets" not found; mutltipliers will not be applied to position notionals. warnings.warn(