Pyfolio - AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'

Question

I am new to python and I'm having some problems. I searched some previously asked similar questions. I read through the answers and some solutions, but I am still unable to solve to problem.

Any guidance for this issue ?

import FinanceDataReader as fdr
import pyfolio as pf
import numpy as np
from datetime import datetime, timedelta

df = fdr.DataReader('AAPL')
return_series = df['Close'].pct_change().fillna(0)

pf.create_full_tear_sheet(return_series)

AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'

Cainã Max Couto da Silva · Accepted Answer · 2020-12-23 04:38:31Z

11

There are some open issues about it in pyfolio's GitHub repository. Apparently, they fixed this issue in their repository, but it's not up-to-date in the Python Package Index (pip).

I tried a suggestion from this second issue, and it solved for me:

# remove your installed pyfolio library
pip uninstall pyfolio

# Install it again from its github repo
pip install git+https://github.com/quantopian/pyfolio

answered Dec 23, 2020 at 4:38

Cainã Max Couto da Silva

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1 Comment

Victor Cordeiro Costa Over a year ago

Nice job. That one worked for me. A lot of other solutions involves bruteforce changes of the library inner code, which I think is very intrusive and is more probable to lead to bugs and collateral effects.

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