From c797d6e7511a2139f2d5c4aff139db5285374c00 Mon Sep 17 00:00:00 2001 From: Christian Renold <653140+severus-sn4pe@users.noreply.github.com> Date: Tue, 15 Nov 2022 11:25:37 +0100 Subject: [PATCH] bugfix for quantopian/pyfolio#678 --- pyfolio/plotting.py | 11 ++++++----- 1 file changed, 6 insertions(+), 5 deletions(-) diff --git a/pyfolio/plotting.py b/pyfolio/plotting.py index 93da60a9..0f9bd187 100644 --- a/pyfolio/plotting.py +++ b/pyfolio/plotting.py @@ -447,11 +447,12 @@ def plot_drawdown_periods(returns, top=10, ax=None, **kwargs): for i, (peak, recovery) in df_drawdowns[ ["Peak date", "Recovery date"] ].iterrows(): - if pd.isnull(recovery): - recovery = returns.index[-1] - ax.fill_between( - (peak, recovery), lim[0], lim[1], alpha=0.4, color=colors[i] - ) + if not pd.isna(peak) and not pd.isna(recovery): + if pd.isnull(recovery): + recovery = returns.index[-1] + ax.fill_between( + (peak, recovery), lim[0], lim[1], alpha=0.4, color=colors[i] + ) ax.set_ylim(lim) ax.set_title("Top %i drawdown periods" % top) ax.set_ylabel("Cumulative returns")