Pyfolio warning

Course Name: Day Trading Strategies for Beginners, Section No: 6, Unit No: 1, Unit type: Notebook



when executing  the code and especially 

pf.create_full_tear_sheet(data.strategy_returns)



in spyder I'm getting the following error 



  File "…\anaconda3\lib\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'



pls advise. thanks.

Hi Gian,



This is a known issue most likely to be caused by an incompatible version of the packages.



Please refer to the ReadMe.pdf in the zipped downloadable at the end of the course for instructions to setup your environment with the correct package versions.



If the installation of correct package versions does not help you resolve the problem, please do let me know and I will help you further!



Thanks!