quantopian / pyfolio

Portfolio and risk analytics in Python
https://quantopian.github.io/pyfolio
Apache License 2.0
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AttributeError: module 'pandas' has no attribute 'Float64Index' #706

Closed Nurxat21 closed 11 months ago

Nurxat21 commented 11 months ago

Problem Description

AttributeError: module 'pandas' has no attribute 'Float64Index' Please provide a minimal, self-contained, and reproducible example:

pf.create_full_tear_sheet(returns, positions=positions, transactions=transactions,
                          live_start_date='2009-10-22', round_trips=True)

Please provide the full traceback:

# I just create a strategy, and back test it, want to get create_full_tear_sheet of returns. 

Please provide any additional information below: File e:\desktop\python\3.9\lib\site-packages\pyfolio\timeseries.py:1141, in summarize_paths(samples, cone_std, starting_value) 1138 if isinstance(cone_std, (float, int)): 1139 cone_std = [cone_std] -> 1141 cone_bounds = pd.DataFrame(columns=pd.Float64Index([])) 1142 for num_std in cone_std: 1143 cone_bounds.loc[:, float(num_std)] = cum_mean + cum_std * num_std

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