Apologies for not articulating the problem well enough in the first post. However, you have correctly inferred that I am facing issues with not being able to see intraday positions and returns from PyFolio analyzer.

My run strat function looks like this:

def runstrat1():

args = parse_args()

# Create a cerebro entity
cerebro = bt.Cerebro(stdstats=True)

# Add a strategy
cerebro.addstrategy(strategy1.TestStrategy)

# Get a pandas dataframe
datapath = ('./dataset/data2.csv')
dataframe = pd.read_csv(datapath,parse_dates=True,index_col=0)

# Pass it to the backtrader datafeed and add it to the cerebro
data = PandasDataExpanded(dataname=dataframe)

cerebro.adddata(data)

# Add PyFolio Analyzer
cerebro.addanalyzer(bt.analyzers.PyFolio, _name='pyfolio')

# Run over everything
strats = cerebro.run()

returns, positions, transactions, gross_lev = pyfoliozer.get_pf_items()

    for each in strat0.analyzers:
        each.print()

    print(positions['cash'])

    # Plot the result
    if not args.noplot:
        cerebro.plot(style='bar')

    return positions

My class for pandas data feed look like this:

class PandasDataExpanded(btfeeds.PandasData):

lines = ('barCount',)
params = (('barCount', -1),)

PyFolio is returning a single value for each day when generating data frame for returns and positions. Meanwhile, transaction data frame shows intra-day execution.

When the data is ingested from Generic CSV feed, PyFolio is able to iterate through each data observation and return positions and returns value