Open Jiujiuwhoami opened 6 months ago
Same! Do you know how to fix it?
Here's something that worked for me
Pyfolio version: 0.9.2 Python version: 3.11.7 Pandas version: 1.5.3 Matplotlib version: 3.8.0
I had to change the following function in the site-packages/pyfolio/timeseries.py file, from the commented line to the uncommented one.
def get_max_drawdown_underwater(underwater):
# valley = np.argmin(underwater) # end of the period
valley = underwater.index[np.argmin(underwater)]
Source: here
I would highly recommend you use the pyfolio-reloaded library instead as this project does not seem to be under active development
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