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plot_cumulative_returns taking 3 argument where document only has 2

plot_cumulative_returns function of the alphalens module

takes 3 argument where document only has 2.
What is the correct way of using this function?

Thank you.

4 responses

actually I looked at the code and the third arg is pandas.Dateoffset object.


I ran into this issue too. The documentation seems outdated.

Looking at the source code, the function takes indeed 3 non-optional arguments:

def plot_cumulative_returns(factor_returns, period, freq, title=None, ax=None):  
    Plots the cumulative returns of the returns series passed in.  
    factor_returns : pd.Series  
        Period wise returns of dollar neutral portfolio weighted by factor  
    period: pandas.Timedelta or string  
        Length of period for which the returns are computed (e.g. 1 day)  
        if 'period' is a string it must follow pandas.Timedelta constructor  
        format (e.g. '1 days', '1D', '30m', '3h', '1D1h', etc)  
    freq : pandas DateOffset  
        Used to specify a particular trading calendar e.g. BusinessDay or Day  
        Usually this is inferred from utils.infer_trading_calendar, which is  
        called by either get_clean_factor_and_forward_returns or  

I guess you need to add the 3rd argument 'freq'. Here is a working example, assuming you already have the first two parameters:

from pandas.tseries.offsets import BDay  
al.plotting.plot_cumulative_returns(factor_returns=factor_returns, period=period, freq=BDay())  

Hi all,

We are aware of this issue, and will be pushing a fix to the tutorial soon. We apologize for the confusion.


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Just bumped into this error, thanks for clear things up