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bugfix for quantopian/pyfolio#678 #20

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bugfix for quantopian/pyfolio#678 #20

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11 changes: 6 additions & 5 deletions pyfolio/plotting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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")
Expand Down