This post is not a question. It is just for someone who confronted the same problem.
Hello Everyone,
If you are getting the following error-
'numpy.int64' object has no attribute 'to_pydatetime'
when using pyfolio.create_full_tear_sheet( returns )
Please change line 893 in timeseries.py to
valley = underwater.index[np.argmin(underwater)] # end of the period
In windows, you can find the file timeseries.py under C:\Users\your-pc-name\anaconda3\Lib\site-packages\pyfolio.
Source - 'numpy.int64' object has no attribute 'to_pydatetime' · Issue #652 · quantopian/pyfolio · GitHub
Kind regards,
Vishu
Thank you, Vishu. That's really helpful.