Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Pyfolio help - New to quantopian
Gurdeep S
posted Apr 10, 2018
Getting Started

I am trying to get pyfolio working with my zipline algorithm and I see the "No module named 'pandas.indexes'" error when I try to read the pickle file using pd.read_pickle('~/zipline-algos/demo_out.pickle')

I have tried setting up a completely separate virtualenv for pyfolio where the only installation I have is pyfolio. I still see the same error. It seems pyfolio downloads pandas 0.22 and then complains about it. I have tried downgrading pandas to 0.18. However after downgrading I see another error 'TypeError: Cannot convert input to Timestamp'

I installed pyfolio using 'pip install pyfolio'. Is there a way I can get pyfolio to work?

2 responses
Peter Harrington
Apr 11, 2018

I have used Pyfolio with Zipline, but it has been some time since I installed.
I recommend installing from the source code not from pip.

Secondly regarding this pickle file is it a pickle file you generated, or one someone else generated?
The reason I'm asking is that there are some compatibility issues with Python 2/3 and pickle files.

Freddie Vargus
Apr 11, 2018

Going to add to what Peter said (though I think it's implied in his comment) and say that if you have Zipline and Pyfolio in separate virtualenvs, then you should ensure that both virtualenvs are using the same Python version; and I'm not certain of the changes in pd.to_pickle between pandas 0.18 and pandas 0.22 but that could potentially have some influence on your issues there.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.