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C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pyfolio\pos.py:25: UserWarning: Module "zipline.assets" not found; multipliers will not be applied to position notionals.
warnings.warn(
[100%**] 1 of 1 completed
1 Failed download:
['FB']: YFTzMissingError('$%ticker%: possibly delisted; no timezone found')
<IPython.core.display.HTML object>
Traceback (most recent call last):
File "C:\Users\16343\Desktop\vspro\quantify1\pyfolio_1.py", line 17, in
pf.create_returns_tear_sheet(stock_rets, live_start_date='2015-12-1')
File "C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pyfolio\plotting.py", line 51, in call_w_context
return func(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^
File "C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pyfolio\tears.py", line 538, in create_returns_tear_sheet
plotting.show_worst_drawdown_periods(returns)
File "C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pyfolio\plotting.py", line 1782, in show_worst_drawdown_periods
drawdown_df = timeseries.gen_drawdown_table(returns, top=top)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pyfolio\timeseries.py", line 991, in gen_drawdown_table
drawdown_periods = get_top_drawdowns(returns, top=top)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pyfolio\timeseries.py", line 957, in get_top_drawdowns
peak, valley, recovery = get_max_drawdown_underwater(underwater)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pyfolio\timeseries.py", line 894, in get_max_drawdown_underwater
valley = underwater.idxmin() # end of the period
^^^^^^^^^^^^^^^^^^^
File "C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pandas\core\series.py", line 2677, in idxmin
i = self.argmin(axis, skipna, *args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pandas\core\base.py", line 785, in argmin
result = nanops.nanargmin(delegate, skipna=skipna)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\MyApp\miniconda3\envs\py12\Lib\site-packages\pandas\core\nanops.py", line 1194, in nanargmin
result = values.argmin(axis)
^^^^^^^^^^^^^^^^^^^
ValueError: attempt to get argmin of an empty sequence