@maxpaton I converted the time index of returns, transactions, and positions from datetime64[ns, UTC] to datetime64[ns] and it works.
returns.index = returns.index.tz_convert(None) positions.index = positions.index.tz_convert(None) transactions.index = transactions.index.tz_convert(None)For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
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