I try to using quantstats but when i load intraday data then give me below error please check and let me know
import yfinance as yf
import quantstats as qs
start = "2021-01-01"
end = '2022-1-01'
df = yf.download(tickers='VALE3.SA', period='5d', interval='60m')
#---------------------- Stock data Returns ---------------------#
df['pct'] = df['Close'].pct_change()
qs.reports.full(df['pct'])
Traceback (most recent call last):
File "C:\Users\shiri\anaconda3\lib\site-packages\pandas\core\arrays\datetimelike.py", line 1008, in _cmp_method
other = self._validate_comparison_value(other)
File "C:\Users\shiri\anaconda3\lib\site-packages\pandas\core\arrays\datetimelike.py", line 539, in _validate_comparison_value
raise InvalidComparison(other) from err
pandas.core.arrays.datetimelike.InvalidComparison: 2022-08-01 00:00:00
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "d:\Algorithmic Trading Proejct\Project\stock_strategies\Test\pyfolio_test.py", line 20, in <module>
qs.reports.full(df['pct'])
File "C:\Users\shiri\anaconda3\lib\site-packages\quantstats\reports.py", line 302, in full
metrics(returns=returns, benchmark=benchmark,
File "C:\Users\shiri\anaconda3\lib\site-packages\quantstats\reports.py", line 518, in metrics
metrics['MTD %'] = comp_func(df[df.index >= _dt(today.year, today.month, 1)]) * pct
File "C:\Users\shiri\anaconda3\lib\site-packages\pandas\core\ops\common.py", line 70, in new_method
return method(self, other)
File "C:\Users\shiri\anaconda3\lib\site-packages\pandas\core\arraylike.py", line 60, in __ge__
return self._cmp_method(other, operator.ge)
File "C:\Users\shiri\anaconda3\lib\site-packages\pandas\core\indexes\base.py", line 6685, in _cmp_method
result = op(self._values, other)
File "C:\Users\shiri\anaconda3\lib\site-packages\pandas\core\ops\common.py", line 70, in new_method
return method(self, other)
File "C:\Users\shiri\anaconda3\lib\site-packages\pandas\core\arraylike.py", line 60, in __ge__
return self._cmp_method(other, operator.ge)
File "C:\Users\shiri\anaconda3\lib\site-packages\pandas\core\arrays\datetimelike.py", line 1010, in _cmp_method
return invalid_comparison(self, other, op)
File "C:\Users\shiri\anaconda3\lib\site-packages\pandas\core\ops\invalid.py", line 34, in invalid_comparison
raise TypeError(f"Invalid comparison between dtype={left.dtype} and {typ}")
TypeError: Invalid comparison between dtype=datetime64[ns, America/Sao_Paulo] and datetime