Backtesting with pd.Timestamp works but pyfolio fails using the same

[Tanul Shankushal]

Hello

When using the pd.Timestamp, backtesting is working well... 

why is it throwing the error in analysing the performance??

For example:

I have fetched the data from 

yfinance as follows

import yfinance as yf 

start = pd.Timestamp('2020-4-1',tz ='utc') 

 end =pd.Timestamp('2022-4-1',tz ='utc') 

 bench['Index_return'] = bench['Adj Close'].pct_change(1) 

bench['cum_returns'] = bench['Index_return'].cumsum() 

bench.index = bench.index.tz_localize('UTC') 

returns, positions, transactions = pf.utils.extract_rets_pos_txn_from_zipline(perf) pf.create_returns_tear_sheet(returns, benchmark_rets=bench['Index_return'])

It is throwing an error as: 

ERROR: KeyError: "[Timestamp('2020-07-03 00:00:00+0000', tz='UTC'), Timestamp('2020-09-07 00:00:00+0000', tz='UTC'), Timestamp('2020-11-26 00:00:00+0000', tz='UTC'), Timestamp('2021-01-01 00:00:00+0000', tz='UTC'), Timestamp('2021-01-18 00:00:00+0000', tz='UTC'), Timestamp('2021-02-15 00:00:00+0000', tz='UTC'), Timestamp('2021-05-31 00:00:00+0000', tz='UTC'), Timestamp('2021-07-05 00:00:00+0000', tz='UTC'), Timestamp('2021-09-06 00:00:00+0000', tz='UTC'), Timestamp('2021-11-25 00:00:00+0000', tz='UTC'), Timestamp('2021-12-24 00:00:00+0000', tz='UTC'), Timestamp('2022-01-17 00:00:00+0000', tz='UTC'), Timestamp('2022-02-21 00:00:00+0000', tz='UTC')] not in index"

[Nam Mai]

the data at that time point is missing I guess. 

Vào lúc 09:57:39 UTC+1 ngày Thứ Sáu, 8 tháng 7, 2022, tanu...@gmail.com đã viết: