pyfolio issue need help

petehe

I was doing a very simple test on pyfolio, but it gives me an error below,

Does anyone know how this can be fixed?

TypeError: create_full_tear_sheet() got an unexpected keyword argument 'gross_lev'

code block

if name == 'main':
# Create a cerebro entity
cerebro = bt.Cerebro()
datapath = 'datas\orcl-1995-2014.txt'
data = bt.feeds.YahooFinanceCSVData(
dataname=datapath,
# # Do not pass values before this date
fromdate=datetime.datetime(2000, 1, 1),
# # Do not pass values before this date
todate=datetime.datetime(2010, 12, 31),
# # Do not pass values after this date
reverse=False
)
# Add the Data Feed to Cerebro
cerebro.adddata(data)
cerebro.addanalyzer(bt.analyzers.PyFolio, _name='pyfolio')
thestrats = cerebro.run()
pyfstats = thestrats[0].analyzers.getbyname('pyfolio')
returns, positions, transactions, gross_lev = pyfstats.get_pf_items()
import pyfolio as pf
pf.create_full_tear_sheet(
returns,
positions=positions,
transactions=transactions,
gross_lev=gross_lev,
live_start_date='2000-01-01', # This date is sample specific
round_trips=True
)
····# code block

petehe

format it a bit better

if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()

    datapath = 'datas\\orcl-1995-2014.txt'
    data = bt.feeds.YahooFinanceCSVData(
        dataname=datapath,
        # # Do not pass values before this date
        fromdate=datetime.datetime(2000, 1, 1),
        # # Do not pass values before this date
        todate=datetime.datetime(2010, 12, 31),
        # # Do not pass values after this date
        reverse=False
    )

    # Add the Data Feed to Cerebro
    cerebro.adddata(data)
    cerebro.addanalyzer(bt.analyzers.PyFolio, _name='pyfolio')
    thestrats = cerebro.run()
    pyfstats = thestrats[0].analyzers.getbyname('pyfolio')
    returns, positions, transactions, gross_lev = pyfstats.get_pf_items()

    import pyfolio as pf

    pf.create_full_tear_sheet(
        returns,
        positions=positions,
        transactions=transactions,
        gross_lev=gross_lev,
        live_start_date='2000-01-01',  # This date is sample specific
        round_trips=True
    )