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

Open mwahal opened this issue 2 years ago • 1 comments

Got the following error when running main.py

Launched the iteration with [3.54797493e+01 3.03116053e+01 3.33437532e-02 7.52396842e-01] Starting Portfolio Value: 1000.00 Final Portfolio Value: 859.65 Performance: Return: -14.035259200000086% Stability:-0.40157739067589127 Top-5 Drawdowns: Traceback (most recent call last): File "main.py", line 44, in xopt, fopt = pso(obj_fun, lb, ub, swarmsize=20, maxiter=40) File "/home/wmudit/.pyenv/versions/3.8.0/lib/python3.8/site-packages/pyswarm/pso.py", line 111, in pso fp[i] = obj(p[i, :]) File "/home/wmudit/.pyenv/versions/3.8.0/lib/python3.8/site-packages/pyswarm/pso.py", line 74, in obj = lambda x: func(x, *args, **kwargs) File "main.py", line 30, in obj_fun backtest.run_strategy(cash=1000, File "/home/wmudit/stk/tc2k/ta/lib/c/pso_stuff/TrendBreakerPL_PSO_backtrader/BacktestTrendBreakerPL.py", line 59, in run_strategy print(pf.show_worst_drawdown_periods(df_returns['return'], top=5)) File "/home/wmudit/.pyenv/versions/3.8.0/lib/python3.8/site-packages/pyfolio/plotting.py", line 1664, in show_worst_drawdown_periods drawdown_df = timeseries.gen_drawdown_table(returns, top=top) File "/home/wmudit/.pyenv/versions/3.8.0/lib/python3.8/site-packages/pyfolio/timeseries.py", line 1008, in gen_drawdown_table df_drawdowns.loc[i, 'Valley date'] = (valley.to_pydatetime() AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'

mwahal avatar Jan 31 '23 03:01 mwahal