summary_statistics.py

# Summary statistics for the Buy-and-Hold strategy
pf.create_simple_tear_sheet(plot_data['buy_hold_cum_rets'].pct_change().dropna())

# Summary statistics for the 4-day SMA strategy
pf.create_simple_tear_sheet(plot_data['basic_stra_cum_rets'].pct_change().dropna())

# Summary statistics for the HMM-DC based 4-day SMA strategy
pf.create_simple_tear_sheet(plot_data['hmm_dc_stra_cum_rets'].pct_change().dropna())

---

AttributeError Traceback (most recent call last)
Input In [12], in <cell line: 1>()
----> 1 pf.create_simple_tear_sheet(plot_data['buy_hold_cum_rets'].pct_change().dropna())
2 pf.create_simple_tear_sheet(plot_data['basic_stra_cum_rets'].pct_change().dropna())
3 pf.create_simple_tear_sheet(plot_data['hmm_dc_stra_cum_rets'].pct_change().dropna())

File ~/miniforge3/lib/python3.10/site-packages/pyfolio/plotting.py:52, in customize..call_w_context(*args, **kwargs)
50 if set_context:
51 with plotting_context(), axes_style():
---> 52 return func(*args, **kwargs)
53 else:
54 return func(*args, **kwargs)

File ~/miniforge3/lib/python3.10/site-packages/pyfolio/tears.py:359, in create_simple_tear_sheet(returns, positions, transactions, benchmark_rets, slippage, estimate_intraday, live_start_date, turnover_denom, header_rows)
356 if live_start_date is not None:
357 live_start_date = ep.utils.get_utc_timestamp(live_start_date)
--> 359 plotting.show_perf_stats(returns,
360 benchmark_rets,
361 positions=positions,
362 transactions=transactions,
363 turnover_denom=turnover_denom,
364 live_start_date=live_start_date,
365 header_rows=header_rows)
367 fig = plt.figure(figsize=(14, vertical_sections * 6))
368 gs = gridspec.GridSpec(vertical_sections, 3, wspace=0.5, hspace=0.5)

File ~/miniforge3/lib/python3.10/site-packages/pyfolio/plotting.py:648, in show_perf_stats(returns, factor_returns, positions, transactions, turnover_denom, live_start_date, bootstrap, header_rows)
645 perf_stats = pd.DataFrame(perf_stats_all, columns=['Backtest'])
647 for column in perf_stats.columns:
--> 648 for stat, value in perf_stats[column].iteritems():
649 if stat in STAT_FUNCS_PCT:
650 perf_stats.loc[stat, column] = str(np.round(value * 100,
651 1)) + '%'

File ~/miniforge3/lib/python3.10/site-packages/pandas/core/generic.py:5989, in NDFrame.getattr(self, name)
5982 if (
5983 name not in self._internal_names_set
5984 and name not in self._metadata
5985 and name not in self._accessors
5986 and self._info_axis._can_hold_identifiers_and_holds_name(name)
5987 ):
5988 return self[name]
-> 5989 return object.getattribute(self, name)

AttributeError: 'Series' object has no attribute 'iteritems'

Hello BlasdeLezo3!

There's a problem with the samy pyfolio library, actually.

I would suggest doing the following:

1. Please install https://git-scm.com/downloads and then in your notebook, in the very first line, code:
2. !pip install git+https://github.com/quantopian/pyfolio
3. Try running the pyfolio method again. Then it will run correctly.