fix for get_pf_items?

[crunchypickle]

The code was giving positions in the form of

Datetime, single_ticker, cash

When pyfolio expects, as per documentation, multiple ticker columns

    positions : pd.DataFrame, optional
        Daily net position values.
         - Time series of dollar amount invested in each position and cash.
         - Days where stocks are not held can be represented by 0 or NaN.
         - Non-working capital is labelled 'cash'
         - Example:
            index         'AAPL'         'MSFT'          cash
            2004-01-09    13939.3800     -14012.9930     711.5585
            2004-01-12    14492.6300     -14624.8700     27.1821
            2004-01-13    -13853.2800    13653.6400      -43.6375

under get_pf_items it has

ps = [[k] + v[-2:] for k, v in iteritems(pss)]

I think this was trying to generate single positions, and somehow recombine them later?

But variable pss is already a ordered dict in the form of

{'Datetime': ['ABIO', 'ACHV', 'ACY', 'AEMD', 'AEYE', 'cash']}
{Datetime : [0.0, 0.0, 0.0, 0.0, 0.0, 100000.0]}

So simply making a list of list is enough to pass it into pandas

ps = [[k] + v for k, v in iteritems(pss)]

This made my Pyfolio tear sheet graphs work properly

[Li Mike]

@crunchypickle do you mean you can use pyfolio now?

[crunchypickle]

Not sure how you use it. but i just use tear sheet and its working fine.

I think i might have fixed some other bugs, but there are github issues that have solutions.