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)

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.