pyfolio_plot.py

# Define the ticker list
tickers_list = ['AAPL', 'AMZN', 'MSFT', 'WMT']

# Import pandas and create a placeholder for the data
import pandas as pd
data = pd.DataFrame(columns=tickers_list)

# Fetch the data
import yfinance as yf
for ticker in tickers_list:
     data[ticker] = yf.download(ticker, period='5y',)['Adj Close']
        
# Compute the returns of individual stocks and then compute the daily mean returns.
# The mean return is the daily portfolio returns with the above four stocks.
data = data.pct_change().dropna().mean(axis=1)

# Import Pyfolio
import pyfolio as pf

# Get the full tear sheet
pf.create_full_tear_sheet(data)

I have an error when running this code, please see below. Any idea why this is ?

---

AttributeError Traceback (most recent call last)
~\AppData\Local\Temp\ipykernel_27500\3084592832.py in ?()
17 # Import Pyfolio
18 import pyfolio as pf
19
20 # Get the full tear sheet
---> 21 pf.create_simple_tear_sheet(data)

~\AppData\Local\anaconda3\Lib\site-packages\pyfolio\plotting.py in ?(*args, **kwargs)
48 def call_w_context(*args, **kwargs):
49 set_context = kwargs.pop('set_context', True)
50 if set_context:
51 with plotting_context(), axes_style():
---> 52 return func(*args, **kwargs)
53 else:
54 return func(*args, **kwargs)

~\AppData\Local\anaconda3\Lib\site-packages\pyfolio\tears.py in ?(returns, positions, transactions, benchmark_rets, slippage, estimate_intraday, live_start_date, turnover_denom, header_rows)
355
356 if live_start_date is not None:
357 live_start_date = ep.utils.get_utc_timestamp(live_start_date)
358
--> 359 plotting.show_perf_stats(returns,
360 benchmark_rets,
361 positions=positions,
362 transactions=transactions,

~\AppData\Local\anaconda3\Lib\site-packages\pyfolio\plotting.py in ?(returns, factor_returns, positions, transactions, turnover_denom, live_start_date, bootstrap, header_rows)
644 APPROX_BDAYS_PER_MONTH)
645 perf_stats = pd.DataFrame(perf_stats_all, columns=['Backtest'])
646
647 for column in perf_stats.columns:
--> 648 for stat, value in perf_stats[column].iteritems():
649 if stat in STAT_FUNCS_PCT:
650 perf_stats.loc[stat, column] = str(np.round(value * 100,
651 1)) + '%'

~\AppData\Local\anaconda3\Lib\site-packages\pandas\core\generic.py in ?(self, name)
5985 and name not in self._accessors
5986 and self._info_axis._can_hold_identifiers_and_holds_name(name)
5987 ):
5988 return self[name]
-> 5989 return object.getattribute(self, name)

AttributeError: 'Series' object has no attribute 'iteritems'

Hi,

The error is due to some issue with the pyfolio library. We have modified the code and replaced pyfolio with pyfolio-reloaded. You can remove the existing version of pyfolio from your system, install pyfolio-reloaded and then rerun the code. It should run fine. The steps to remove the existing pyfolio library have been provided in the previous code cell in the blog.