pyfolio IndexError: single positional indexer is out-of-bounds

Problem Description

Trying out Pyfolio to visualize my backtests and draw them from the output pickle files.

The algorythm I run works if I use purely matplotlib to visualize, but with Pyfolio (tracedback through Pandas) I receive the following error:

IndexError: single positional indexer is out-of-bounds

import pandas as pd

results = pd.read_pickle('ollo2.pickle')
returns, positions, transactions = pf.utils.extract_rets_pos_txn_from_zipline(results)

pf.create_full_tear_sheet(returns, positions=positions, transactions=transactions,
                          live_start_date='2009-10-22', round_trips=True)

Please provide the full traceback:

---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
<ipython-input-29-b1b1e5451798> in <module>
      1 pf.create_full_tear_sheet(returns, positions=positions, transactions=transactions,
----> 2                           live_start_date='2009-10-22', round_trips=True)

~/voinv/lib/python3.6/site-packages/pyfolio/tears.py in create_full_tear_sheet(returns, positions, transactions, market_data, benchmark_rets, slippage, live_start_date, sector_mappings, bayesian, round_trips, estimate_intraday, hide_positions, cone_std, bootstrap, unadjusted_returns, style_factor_panel, sectors, caps, shares_held, volumes, percentile, turnover_denom, set_context, factor_returns, factor_loadings, pos_in_dollars, header_rows, factor_partitions)
    209         turnover_denom=turnover_denom,
    210         header_rows=header_rows,
--> 211         set_context=set_context)
    212 
    213     create_interesting_times_tear_sheet(returns,

~/voinv/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)

~/voinv/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)
    500                              bootstrap=bootstrap,
    501                              live_start_date=live_start_date,
--> 502                              header_rows=header_rows)
    503 
    504     plotting.show_worst_drawdown_periods(returns)

~/voinv/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)
    620             positions=positions_is,
    621             transactions=transactions_is,
--> 622             turnover_denom=turnover_denom)
    623 
    624         perf_stats_oos = perf_func(

~/voinv/lib/python3.6/site-packages/pyfolio/timeseries.py in perf_stats(returns, factor_returns, positions, transactions, turnover_denom)
    731             stats['Daily turnover'] = get_turnover(positions,
    732                                                    transactions,
--> 733                                                    turnover_denom).mean()
    734     if factor_returns is not None:
    735         for stat_func in FACTOR_STAT_FUNCS:

~/voinv/lib/python3.6/site-packages/pyfolio/txn.py in get_turnover(positions, transactions, denominator)
    191         # Since the first value of pd.rolling returns NaN, we
    192         # set our "day 0" AGB to 0.
--> 193         denom.iloc[0] = AGB.iloc[0] / 0
    194     elif denominator == 'portfolio_value':
    195         denom = positions.sum(axis=1)

~/voinv/lib/python3.6/site-packages/pandas/core/indexing.py in __getitem__(self, key)
   1371 
   1372             maybe_callable = com._apply_if_callable(key, self.obj)
-> 1373             return self._getitem_axis(maybe_callable, axis=axis)
   1374 
   1375     def _is_scalar_access(self, key):

~/voinv/lib/python3.6/site-packages/pandas/core/indexing.py in _getitem_axis(self, key, axis)
   1828 
   1829             # validate the location
-> 1830             self._is_valid_integer(key, axis)
   1831 
   1832             return self._get_loc(key, axis=axis)

~/voinv/lib/python3.6/site-packages/pandas/core/indexing.py in _is_valid_integer(self, key, axis)
   1711         l = len(ax)
   1712         if key >= l or key < -l:
-> 1713            raise IndexError("single positional indexer is out-of-bounds")
   1714         return True
   1715 

IndexError: single positional indexer is out-of-bounds

Please provide any additional information below:

I can't figure this one out, I've been trying a few days now.

I would greatly appreciate any input or direction on this matter.