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stefan-jansen / pyfolio-reloaded

Portfolio and risk analytics in Python
https://pyfolio.ml4trading.io/
Apache License 2.0
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the dates/years below the tear sheets are not printed #1

Closed carstenf closed 3 years ago

carstenf commented 3 years ago

I'm using MacOs 11.2.3 I'm using Python 3.8

using create_returns_tear_sheet the dates/years below the tear sheets are not printed. I do not get any warnings or errors.

This is a known issue with the original Pyfolio with python 3.6 (and zipline 1.4)

Could this be fixed in the future?

stefan-jansen commented 3 years ago

I'll take a look next week, sorry for the delay. Pull requests are welcome, of course.

MBounouar commented 3 years ago

The issue, as mentioned in an old zipline comment #672 is due to the plots sharing the sharex=ax_rolling_returns. A quick fix would be to remove these. However, in the slides (number 11) in slides quantopian this "issue" has been there for quite some time. Also, looking at the matplotlib documentation I don't think that the intent is wrong. Unfortunately I don't have much time at the moment to investigate more.

stefan-jansen commented 3 years ago

Should be resolved thanks to PR by @MBounouar - pls feel free to reopen if that's not the case.