AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime' due to incorrect valley val type

[gcorre02]

Problem Description

valley is not being set to a timestamp in line 884 of timeseries.py

Please provide a minimal, self-contained, and reproducible example:
too complex to add code here, will try later and add as a follow up comment

Please provide the full traceback:

Traceback (most recent call last):
  File "/home/guilherme/anaconda3/envs/GPU_Podracer/lib/python3.9/site-packages/IPython/core/interactiveshell.py", line 3441, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-2-535ebec2a3b4>", line 1, in <module>
    runfile('/opt/fin_gpu/GPU_Podracer/test.py', wdir='/opt/fin_gpu/GPU_Podracer')
  File "/opt/pycharm-2021.2.2/plugins/python/helpers/pydev/_pydev_bundle/pydev_umd.py", line 198, in runfile
    pydev_imports.execfile(filename, global_vars, local_vars)  # execute the script
  File "/opt/pycharm-2021.2.2/plugins/python/helpers/pydev/_pydev_imps/_pydev_execfile.py", line 18, in execfile
    exec(compile(contents+"\n", file, 'exec'), glob, loc)
  File "/opt/fin_gpu/GPU_Podracer/test.py", line 23, in <module>
    args.env.backtest_plot(prediction, baseline_ticker = '^DJI', baseline_start = '2019-01-01', baseline_end = '2021-01-01')
  File "/opt/fin_gpu/GPU_Podracer/elegant_finrl/env.py", line 291, in backtest_plot
    pyfolio.create_full_tear_sheet(returns=test_returns, benchmark_rets=baseline_returns, set_context=False)
  File "/home/guilherme/anaconda3/envs/GPU_Podracer/lib/python3.9/site-packages/pyfolio/tears.py", line 173, in create_full_tear_sheet
    create_returns_tear_sheet(
  File "/home/guilherme/anaconda3/envs/GPU_Podracer/lib/python3.9/site-packages/pyfolio/plotting.py", line 54, in call_w_context
    return func(*args, **kwargs)
  File "/home/guilherme/anaconda3/envs/GPU_Podracer/lib/python3.9/site-packages/pyfolio/tears.py", line 457, in create_returns_tear_sheet
    plotting.show_worst_drawdown_periods(returns)
  File "/home/guilherme/anaconda3/envs/GPU_Podracer/lib/python3.9/site-packages/pyfolio/plotting.py", line 1688, in show_worst_drawdown_periods
    drawdown_df = timeseries.gen_drawdown_table(returns, top=top)
  File "/home/guilherme/anaconda3/envs/GPU_Podracer/lib/python3.9/site-packages/pyfolio/timeseries.py", line 999, in gen_drawdown_table
    df_drawdowns.loc[i, 'Valley date'] = (valley.to_pydatetime()
AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'

Please provide any additional information below:

Fixed the issue by replacing line 884 of timeseries.py with:

valley = underwater.index[np.argmin(underwater)] # end of the period

Versions

• Pyfolio version: 0.8.0
• Python version: 3.9
• Pandas version: 1.3.3
• Matplotlib version: 3.4.3

[gerileka]

This resolved my issue, thank you