ranaroussi / quantstats

Portfolio analytics for quants, written in Python
Apache License 2.0
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html report - benchmark not working for period different than daily #265

Open quantsulting opened 1 year ago

quantsulting commented 1 year ago

When I used the full HTML report, the tearsheet worked for the portfolio, passing 12 for periods_per_year (monthly data). Still, when adding a benchmark, I got the error "Error: AttributeError: 'numpy.ndarray' object has no attribute 'values'". If I remove the periods_per_year, the report works (but with the wrong figures, obviously)