Hi,
I started using pyfolio recently, but I have been having some problems with the code.
It seems that pyfolio usually retrieves historical data from yahoo finance, but I would like to be able to run the library using data imported from an excel file, as following:
import pyfolio as pf
import pandas as pd
%matplotlib inline
s = pd.read_excel('C:/Users/User/Desktop/Documentos/Dados históricos.xlsx')
data = s['Returns']
print(s)
pf.create_returns_tear_sheet(data)
In my understandings, retrieving data from excel is possible, but I keep getting the following error:
AttributeError: 'int' object has no attribute 'strftime'
Can someone help me fix the code?
Thank you very much.
Best regards.
