Incorrect no of months

[jimmylai-hk]

Problem Description

In the first table of the tear sheet, incorrect no of month is return (16). In my data, I have daily return starting from 2020 to 2023. I'm very sure that I have more than 16 months of daily return data.

Please provide a minimal, self-contained, and reproducible example:

## please refer to the additional information regarding the data I used.
import pandas as pd
test_df = pd.read_csv("return.csv")
test_df=test_df.sort_values(by=['Exit date'])
stock_return=pd.DataFrame()
stock_return['Exit_date']=pd.to_datetime(test_df['Exit date'], format='%Y-%m-%d')
stock_return['Return']=test_df['Return']
stock_return=stock_return.groupby(['Exit_date']).agg({'Exit_date':'first','Return':'sum'})
datetime_index = pd.DatetimeIndex(stock_return['Exit_date'])
rtn_l=np.asarray(stock_return['Return'])
ds = pd.Series(rtn_l,index=datetime_index)
pf.create_full_tear_sheet(ds)  

Please provide the full traceback:

[Paste traceback here]

Please provide any additional information below: ** The data I used as follow ** ,Direction,Entry price,Exit price,Entry date,Exit date,Return 0,-1,7.1,7.1,2020-02-03,2020-02-04,-0.0 1,-1,7.25,7.39,2020-02-12,2020-02-13,-0.019310344827586163 2,1,7.39,7.41,2020-02-13,2020-02-14,0.0027063599458728637 3,-1,6.64,6.65,2020-03-02,2020-03-03,-0.001506024096385644 4,-1,7.09,6.9,2020-03-05,2020-03-06,0.02679830747531728 5,-1,5.93,5.86,2020-03-13,2020-03-16,0.011804384485666003 6,-1,5.86,5.78,2020-03-16,2020-03-17,0.013651877133105813 7,-1,5.78,5.51,2020-03-17,2020-03-18,0.04671280276816617 8,-1,5.54,5.46,2020-03-25,2020-03-26,0.014440433212996403 9,-1,5.46,5.57,2020-03-26,2020-03-27,-0.020146520146520207 10,-1,5.57,5.39,2020-03-27,2020-03-30,0.03231597845601447 11,-1,5.39,5.49,2020-03-30,2020-03-31,-0.01855287569573294 12,-1,5.49,5.39,2020-03-31,2020-04-01,0.01821493624772323 13,1,5.39,5.24,2020-04-01,2020-04-02,-0.02782931354359916 14,1,5.24,5.18,2020-04-02,2020-04-03,-0.011450381679389407 15,-1,5.18,5.4,2020-04-03,2020-04-06,-0.042471042471042594 16,-1,5.4,5.69,2020-04-06,2020-04-07,-0.053703703703703705 17,-1,5.69,5.51,2020-04-07,2020-04-08,0.031634446397188154 18,1,5.51,5.91,2020-04-08,2020-04-09,0.07259528130671514 19,1,5.91,6.11,2020-04-09,2020-04-14,0.03384094754653133 20,1,6.35,6.29,2020-04-23,2020-04-24,-0.009448818897637734 21,1,6.29,6.38,2020-04-24,2020-04-27,0.014308426073131934 22,1,6.55,6.62,2020-04-28,2020-04-29,0.010687022900763402 23,-1,6.23,6.17,2020-05-13,2020-05-14,0.009630818619582744 24,-1,6.17,6.1,2020-05-14,2020-05-15,0.011345218800648345 25,-1,6.25,6.2,2020-05-20,2020-05-21,0.007999999999999972 26,-1,6.2,5.78,2020-05-21,2020-05-22,0.06774193548387096 27,-1,5.78,5.68,2020-05-22,2020-05-25,0.01730103806228383 28,-1,5.68,5.87,2020-05-25,2020-05-26,-0.033450704225352186 29,-1,5.87,5.74,2020-05-26,2020-05-27,0.02214650766609879 30,-1,5.74,5.78,2020-05-27,2020-05-28,-0.0069686411149825845 31,-1,5.78,5.71,2020-05-28,2020-05-29,0.012110726643598664 32,-1,5.71,5.88,2020-05-29,2020-06-01,-0.029772329246935188 33,-1,5.88,6.07,2020-06-01,2020-06-02,-0.03231292517006809 34,-1,6.07,6.23,2020-06-02,2020-06-03,-0.026359143327841866 35,-1,6.23,6.21,2020-06-03,2020-06-04,0.003210272873194295 36,1,6.73,7.04,2020-06-15,2020-06-16,0.046062407132243625 37,1,7.04,7.14,2020-06-16,2020-06-17,0.014204545454545404 38,1,7.14,7.5,2020-06-17,2020-06-18,0.05042016806722694 39,1,7.45,7.41,2020-06-29,2020-06-30,-0.005369127516778528 40,1,7.41,7.66,2020-06-30,2020-07-02,0.033738191632928474 41,1,7.66,7.59,2020-07-02,2020-07-03,-0.009138381201044423 42,1,7.59,7.73,2020-07-03,2020-07-06,0.018445322793148956 43,-1,7.73,7.54,2020-07-06,2020-07-07,0.024579560155239377 44,-1,7.54,7.63,2020-07-07,2020-07-08,-0.011936339522546401 45,-1,7.63,7.63,2020-07-08,2020-07-09,-0.0 46,1,7.63,7.53,2020-07-09,2020-07-10,-0.013106159895150675 47,1,7.53,7.67,2020-07-10,2020-07-13,0.018592297476759584 48,-1,7.67,7.6,2020-07-13,2020-07-14,0.009126466753585435 49,-1,8.02,8.0,2020-07-15,2020-07-16,0.0024937655860348597 50,1,8.26,8.27,2020-07-21,2020-07-22,0.0012106537530266086 51,1,8.27,8.21,2020-07-22,2020-07-23,-0.007255139056831768 52,1,8.21,8.07,2020-07-23,2020-07-24,-0.017052375152253416 53,1,8.07,8.19,2020-07-24,2020-07-27,0.014869888475836333 54,1,8.19,8.22,2020-07-27,2020-07-28,0.003663003663003802 55,1,8.22,8.24,2020-07-28,2020-07-29,0.0024330900243308483 56,-1,8.24,8.27,2020-07-29,2020-07-30,-0.0036407766990290487 57,1,8.26,8.1,2020-08-03,2020-08-04,-0.01937046004842617 58,-1,8.1,8.26,2020-08-04,2020-08-05,-0.019753086419753103 59,-1,8.26,8.24,2020-08-05,2020-08-06,0.0024213075060532173 60,-1,8.24,8.27,2020-08-06,2020-08-07,-0.0036407766990290487 61,-1,8.27,8.14,2020-08-07,2020-08-10,0.015719467956469047 62,-1,8.14,8.19,2020-08-10,2020-08-11,-0.006142506142506011 63,-1,8.19,8.18,2020-08-11,2020-08-12,0.001221001221001195 64,-1,8.18,8.1,2020-08-12,2020-08-13,0.009779951100244507 65,-1,8.1,8.1,2020-08-13,2020-08-14,-0.0 66,-1,8.1,8.26,2020-08-14,2020-08-17,-0.019753086419753103 67,-1,8.26,8.26,2020-08-17,2020-08-18,-0.0 68,-1,8.26,8.1,2020-08-18,2020-08-19,0.01937046004842617 69,-1,8.1,8.09,2020-08-19,2020-08-20,0.0012345679012345416 70,-1,8.09,8.15,2020-08-20,2020-08-21,-0.0074165636588381335 71,-1,8.15,8.19,2020-08-21,2020-08-24,-0.004907975460122595 72,-1,8.19,8.4,2020-08-24,2020-08-25,-0.025641025641025748 73,-1,8.4,8.37,2020-08-25,2020-08-26,0.0035714285714287066 74,-1,8.37,8.4,2020-08-26,2020-08-27,-0.0035842293906811398 75,-1,8.4,8.7,2020-08-27,2020-08-28,-0.03571428571428559 76,-1,8.7,8.7,2020-08-28,2020-08-31,-0.0 77,1,8.7,8.86,2020-08-31,2020-09-01,0.018390804597701167 78,1,8.86,8.87,2020-09-01,2020-09-02,0.0011286681715575381 79,1,8.87,9.12,2020-09-02,2020-09-03,0.028184892897406992 80,1,9.12,9.36,2020-09-03,2020-09-04,0.026315789473684237 81,1,9.36,9.93,2020-09-04,2020-09-07,0.06089743589743593 82,-1,10.34,10.34,2020-10-21,2020-10-22,-0.0 83,-1,10.34,10.22,2020-10-22,2020-10-23,0.011605415860734934 84,1,10.48,11.08,2021-03-02,2021-03-03,0.05725190839694653 85,-1,11.08,11.28,2021-03-03,2021-03-04,-0.018050541516245425 86,1,11.28,11.18,2021-03-04,2021-03-05,-0.008865248226950324 87,1,10.9,10.78,2021-03-23,2021-03-24,-0.011009174311926696 88,-1,10.78,10.8,2021-03-24,2021-03-25,-0.0018552875695734092 89,-1,10.8,11.02,2021-03-25,2021-03-26,-0.020370370370370264 90,-1,11.02,11.72,2021-03-26,2021-03-29,-0.06352087114337578 91,-1,11.72,11.74,2021-03-29,2021-03-30,-0.0017064846416381888 92,1,12.4,12.86,2021-04-01,2021-04-07,0.03709677419354831 93,-1,12.5,12.5,2021-04-23,2021-04-26,-0.0 94,-1,12.52,12.46,2021-04-27,2021-04-28,0.004792332268370505 95,-1,12.46,12.58,2021-04-28,2021-04-29,-0.009630818619582602 96,-1,12.58,12.54,2021-04-29,2021-04-30,0.0031796502384738414 97,-1,12.18,12.22,2021-05-04,2021-05-05,-0.0032840722495895668 98,-1,12.22,12.1,2021-05-05,2021-05-06,0.009819967266775859 99,-1,12.1,12.02,2021-05-06,2021-05-07,0.00661157024793389 100,-1,12.02,12.56,2021-05-07,2021-05-10,-0.04492512479201339 101,-1,12.56,12.36,2021-05-10,2021-05-11,0.015923566878980975 102,-1,12.36,13.12,2021-05-11,2021-05-12,-0.06148867313915856 103,1,13.88,14.2,2021-05-25,2021-05-26,0.023054755043227557 104,1,14.38,14.54,2021-05-27,2021-05-28,0.011126564673157048 105,1,16.0,15.34,2021-06-09,2021-06-10,-0.04125000000000001 106,-1,15.52,16.08,2021-06-11,2021-06-15,-0.036082474226804044 107,-1,16.08,15.94,2021-06-15,2021-06-16,0.008706467661691468 108,-1,15.7,15.6,2021-07-14,2021-07-15,0.0063694267515923345 109,-1,16.18,16.42,2021-07-21,2021-07-22,-0.014833127317676267 110,-1,16.42,16.02,2021-07-22,2021-07-23,0.024360535931790626 111,-1,16.02,16.02,2021-07-23,2021-07-26,-0.0 112,-1,16.02,15.32,2021-07-26,2021-07-27,0.043695380774032413 113,-1,15.32,15.38,2021-07-27,2021-07-28,-0.0039164490861619125 114,-1,16.26,16.08,2021-07-30,2021-08-02,0.011070110701107212 115,-1,14.88,14.82,2021-08-06,2021-08-09,0.004032258064516162 116,-1,14.82,15.06,2021-08-09,2021-08-10,-0.016194331983805682 117,-1,15.06,15.06,2021-08-10,2021-08-11,-0.0 118,-1,15.06,15.38,2021-08-11,2021-08-12,-0.021248339973439594 119,-1,15.38,15.18,2021-08-12,2021-08-13,0.013003901170351174 120,-1,15.18,15.24,2021-08-13,2021-08-16,-0.003952569169960507 121,-1,15.24,15.2,2021-08-16,2021-08-17,0.0026246719160105594 122,-1,15.2,15.22,2021-08-17,2021-08-18,-0.0013157894736842994 123,-1,15.22,14.2,2021-08-18,2021-08-19,0.06701708278580823 124,-1,14.2,13.8,2021-08-19,2021-08-20,0.028169014084506942 125,-1,13.8,14.42,2021-08-20,2021-08-23,-0.044927536231884 126,-1,14.42,14.66,2021-08-23,2021-08-24,-0.016643550624133162 127,-1,14.66,14.72,2021-08-24,2021-08-25,-0.004092769440654877 128,-1,14.72,14.32,2021-08-25,2021-08-26,0.027173913043478284 129,-1,14.32,14.7,2021-08-26,2021-08-27,-0.02653631284916194 130,-1,14.7,14.8,2021-08-27,2021-08-30,-0.006802721088435471 131,-1,14.8,15.76,2021-08-30,2021-08-31,-0.0648648648648648 132,-1,15.76,16.559998999999998,2021-08-31,2021-09-01,-0.05076135786802017 133,-1,16.040001,16.08,2021-09-14,2021-09-15,-0.0024937030864273712 134,1,15.62,16.08,2021-09-16,2021-09-17,0.02944942381562094 135,-1,16.08,15.32,2021-09-17,2021-09-20,0.04726368159203968 136,-1,15.32,15.44,2021-09-20,2021-09-21,-0.007832898172323709 137,-1,15.44,15.36,2021-09-21,2021-09-23,0.005181347150259072 138,-1,15.36,15.24,2021-09-23,2021-09-24,0.00781249999999995 139,-1,15.24,15.48,2021-09-24,2021-09-27,-0.015748031496063006 140,-1,15.48,14.9,2021-09-27,2021-09-28,0.037467700258397935 141,-1,14.9,15.2,2021-09-28,2021-09-29,-0.020134228187919392 142,-1,15.2,14.9,2021-09-29,2021-09-30,0.019736842105263087 143,-1,14.9,14.82,2021-09-30,2021-10-04,0.005369127516778528 144,-1,14.82,14.98,2021-10-04,2021-10-05,-0.010796221322537122 145,-1,14.98,14.76,2021-10-05,2021-10-06,0.014686248331108187 146,-1,14.76,15.18,2021-10-06,2021-10-07,-0.028455284552845524 147,-1,15.18,15.82,2021-10-07,2021-10-08,-0.04216073781291176 148,-1,15.82,16.200001,2021-10-08,2021-10-11,-0.024020290771175727 149,-1,16.200001,16.440001000000002,2021-10-11,2021-10-12,-0.014814813900320252 150,-1,15.42,15.56,2021-10-27,2021-10-28,-0.009079118028534408 151,-1,15.56,15.92,2021-10-28,2021-10-29,-0.023136246786632352 152,-1,15.92,15.44,2021-10-29,2021-11-01,0.030150753768844248 153,-1,15.72,16.059998999999998,2021-11-02,2021-11-03,-0.02162843511450363 154,-1,16.059998999999998,16.959999,2021-11-03,2021-11-04,-0.05603985404980425 155,-1,16.959999,16.68,2021-11-04,2021-11-05,0.016509375973430194 156,-1,16.68,16.18,2021-11-05,2021-11-08,0.02997601918465228 157,1,16.18,16.559998999999998,2021-11-08,2021-11-09,0.023485723114956614 158,-1,16.559998999999998,16.360001,2021-11-09,2021-11-10,0.012077174642341298 159,1,16.360001,16.48,2021-11-10,2021-11-11,0.007334901752145367 160,1,16.48,16.68,2021-11-11,2021-11-12,0.012135922330097044 161,1,17.040001,16.959999,2021-11-19,2021-11-22,-0.0046949527761178155 162,1,16.959999,17.02,2021-11-22,2021-11-23,0.0035377950199171446 163,-1,17.02,15.24,2021-11-23,2021-11-24,0.10458284371327846 164,-1,15.24,14.76,2021-11-24,2021-11-25,0.03149606299212601 165,-1,14.68,14.56,2021-11-26,2021-11-29,0.008174386920980874 166,-1,13.98,13.96,2021-11-30,2021-12-01,0.0014306151645207133 167,-1,13.96,14.38,2021-12-01,2021-12-02,-0.03008595988538681 168,-1,14.38,14.06,2021-12-02,2021-12-03,0.022253129346314345 169,-1,14.06,13.96,2021-12-03,2021-12-06,0.007112375533428139 170,-1,13.76,14.0,2021-12-07,2021-12-08,-0.017441860465116296 171,-1,14.0,14.42,2021-12-08,2021-12-09,-0.029999999999999995 172,-1,14.42,14.1,2021-12-09,2021-12-10,0.022191400832177553 173,-1,14.1,13.94,2021-12-10,2021-12-13,0.011347517730496465 174,-1,13.74,13.4,2021-12-17,2021-12-20,0.024745269286753992 175,-1,13.4,14.02,2021-12-20,2021-12-21,-0.046268656716417854 176,-1,14.02,13.88,2021-12-21,2021-12-22,0.009985734664764536 177,-1,13.88,14.0,2021-12-22,2021-12-23,-0.008645533141210318 178,-1,14.0,13.9,2021-12-23,2021-12-28,0.0071428571428571175 179,-1,13.9,13.68,2021-12-28,2021-12-29,0.015827338129496448 180,-1,13.68,13.82,2021-12-29,2021-12-30,-0.010233918128655012 181,-1,13.82,14.02,2021-12-30,2021-12-31,-0.014471780028943509 182,-1,14.02,14.0,2021-12-31,2022-01-03,0.0014265335235377728 183,-1,14.0,13.94,2022-01-03,2022-01-04,0.0042857142857143215 184,-1,13.94,13.42,2022-01-04,2022-01-05,0.037302725968436125 185,-1,13.42,12.4,2022-01-05,2022-01-06,0.07600596125186286 186,-1,12.4,12.5,2022-01-06,2022-01-07,-0.008064516129032228 187,-1,12.5,12.76,2022-01-07,2022-01-10,-0.02079999999999998 188,-1,12.76,12.46,2022-01-10,2022-01-11,0.023510971786833774 189,-1,12.46,13.36,2022-01-11,2022-01-12,-0.07223113964686986 190,-1,13.36,12.98,2022-01-12,2022-01-13,0.028443113772455016 191,-1,12.98,13.32,2022-01-13,2022-01-14,-0.026194144838212623 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