create_returns_tear_sheet gives a ValueError

[akaniklaus]

ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().

~/.local/lib/python3.6/site-packages/pyfolio/plotting.py in call_w_context(*args, **kwargs)
     50         if set_context:
     51             with plotting_context(), axes_style():
---> 52                 return func(*args, **kwargs)
     53         else:
     54             return func(*args, **kwargs)

~/.local/lib/python3.6/site-packages/pyfolio/tears.py in create_returns_tear_sheet(returns, positions, transactions, live_start_date, cone_std, benchmark_rets, bootstrap, turnover_denom, header_rows, return_fig)
    524                              bootstrap=bootstrap,
    525                              live_start_date=live_start_date,
--> 526                              header_rows=header_rows)
    527 
    528     plotting.show_worst_drawdown_periods(returns)

~/.local/lib/python3.6/site-packages/pyfolio/plotting.py in show_perf_stats(returns, factor_returns, positions, transactions, turnover_denom, live_start_date, bootstrap, header_rows)
    589         positions=positions,
    590         transactions=transactions,
--> 591         turnover_denom=turnover_denom)
    592 
    593     date_rows = OrderedDict()

~/.local/lib/python3.6/site-packages/pyfolio/timeseries.py in perf_stats(returns, factor_returns, positions, transactions, turnover_denom)
    724     stats = pd.Series()
    725     for stat_func in SIMPLE_STAT_FUNCS:
--> 726         stats[STAT_FUNC_NAMES[stat_func.__name__]] = stat_func(returns)
    727 
    728     if positions is not None:

~/.local/lib/python3.6/site-packages/empyrical/stats.py in calmar_ratio(returns, period, annualization)
    573 
    574     max_dd = max_drawdown(returns=returns)
--> 575     if max_dd < 0:
    576         temp = annual_return(
    577             returns=returns,

/anaconda/lib/python3.6/site-packages/pandas/core/generic.py in __nonzero__(self)
   1571         raise ValueError("The truth value of a {0} is ambiguous. "
   1572                          "Use a.empty, a.bool(), a.item(), a.any() or a.all()."
-> 1573                          .format(self.__class__.__name__))
   1574 
   1575     __bool__ = __nonzero__

ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().

[abk11]

Hi,

I had the exact same issue but I later noticed that it was just my fault: instead of passing a pd.Series, I passed a pd.DataFrame for the "returns" parameter.

My pyfolio version is '0.9.0'

Hope it may help.

[akaniklaus]

Thank you very much, I will try that solution.

On Mon, Dec 3, 2018 at 1:18 PM abk11 [email protected] wrote:

Hi,

I had the exact same issue but I later noticed that it was just my fault: instead of passing a pd.Series, I passed a pd.DataFrame for the "returns" parameter.

My pyfolio version is '0.9.0'

Hope it may help.

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub https://github.com/quantopian/pyfolio/issues/581#issuecomment-443690814, or mute the thread https://github.com/notifications/unsubscribe-auth/AHMEpLEBQmrGMoGOMvdnuqIFKZtJyWIvks5u1RaZgaJpZM4YmDGl .

[azakmay]

Would it makes sense to check the data that was loaded into 'create_returns_tear_sheet' and raise a more specific error message "returns are type pandas.core.frame.DataFrame and must be type pandas.core.series.Series"?

[jainraje]

I had this same issue and it was not clear at all by the error message that the series should be passed as opposed to a data frame. A more meaningful error message would be very helpful. Thanks for the solution here.