Incorrect no of months

[jimmylai-hk]

Problem Description

In the first table of the tear sheet, incorrect no of month is return (16). In my data, I have daily return starting from 2020 to 2023. I'm very sure that I have more than 16 months of daily return data.

Please provide a minimal, self-contained, and reproducible example:

## please refer to the additional information regarding the data I used.
import pandas as pd
test_df = pd.read_csv("return.csv")
test_df=test_df.sort_values(by=['Exit date'])
stock_return=pd.DataFrame()
stock_return['Exit_date']=pd.to_datetime(test_df['Exit date'], format='%Y-%m-%d')
stock_return['Return']=test_df['Return']
stock_return=stock_return.groupby(['Exit_date']).agg({'Exit_date':'first','Return':'sum'})
datetime_index = pd.DatetimeIndex(stock_return['Exit_date'])
rtn_l=np.asarray(stock_return['Return'])
ds = pd.Series(rtn_l,index=datetime_index)
pf.create_full_tear_sheet(ds)  

Please provide the full traceback:

[Paste traceback here]

Please provide any additional information below:
** The data I used as follow **
,Direction,Entry price,Exit price,Entry date,Exit date,Return
0,-1,7.1,7.1,2020-02-03,2020-02-04,-0.0
1,-1,7.25,7.39,2020-02-12,2020-02-13,-0.019310344827586163
2,1,7.39,7.41,2020-02-13,2020-02-14,0.0027063599458728637
3,-1,6.64,6.65,2020-03-02,2020-03-03,-0.001506024096385644
4,-1,7.09,6.9,2020-03-05,2020-03-06,0.02679830747531728
5,-1,5.93,5.86,2020-03-13,2020-03-16,0.011804384485666003
6,-1,5.86,5.78,2020-03-16,2020-03-17,0.013651877133105813
7,-1,5.78,5.51,2020-03-17,2020-03-18,0.04671280276816617
8,-1,5.54,5.46,2020-03-25,2020-03-26,0.014440433212996403
9,-1,5.46,5.57,2020-03-26,2020-03-27,-0.020146520146520207
10,-1,5.57,5.39,2020-03-27,2020-03-30,0.03231597845601447
11,-1,5.39,5.49,2020-03-30,2020-03-31,-0.01855287569573294
12,-1,5.49,5.39,2020-03-31,2020-04-01,0.01821493624772323
13,1,5.39,5.24,2020-04-01,2020-04-02,-0.02782931354359916
14,1,5.24,5.18,2020-04-02,2020-04-03,-0.011450381679389407
15,-1,5.18,5.4,2020-04-03,2020-04-06,-0.042471042471042594
16,-1,5.4,5.69,2020-04-06,2020-04-07,-0.053703703703703705
17,-1,5.69,5.51,2020-04-07,2020-04-08,0.031634446397188154
18,1,5.51,5.91,2020-04-08,2020-04-09,0.07259528130671514
19,1,5.91,6.11,2020-04-09,2020-04-14,0.03384094754653133
20,1,6.35,6.29,2020-04-23,2020-04-24,-0.009448818897637734
21,1,6.29,6.38,2020-04-24,2020-04-27,0.014308426073131934
22,1,6.55,6.62,2020-04-28,2020-04-29,0.010687022900763402
23,-1,6.23,6.17,2020-05-13,2020-05-14,0.009630818619582744
24,-1,6.17,6.1,2020-05-14,2020-05-15,0.011345218800648345
25,-1,6.25,6.2,2020-05-20,2020-05-21,0.007999999999999972
26,-1,6.2,5.78,2020-05-21,2020-05-22,0.06774193548387096
27,-1,5.78,5.68,2020-05-22,2020-05-25,0.01730103806228383
28,-1,5.68,5.87,2020-05-25,2020-05-26,-0.033450704225352186
29,-1,5.87,5.74,2020-05-26,2020-05-27,0.02214650766609879
30,-1,5.74,5.78,2020-05-27,2020-05-28,-0.0069686411149825845
31,-1,5.78,5.71,2020-05-28,2020-05-29,0.012110726643598664
32,-1,5.71,5.88,2020-05-29,2020-06-01,-0.029772329246935188
33,-1,5.88,6.07,2020-06-01,2020-06-02,-0.03231292517006809
34,-1,6.07,6.23,2020-06-02,2020-06-03,-0.026359143327841866
35,-1,6.23,6.21,2020-06-03,2020-06-04,0.003210272873194295
36,1,6.73,7.04,2020-06-15,2020-06-16,0.046062407132243625
37,1,7.04,7.14,2020-06-16,2020-06-17,0.014204545454545404
38,1,7.14,7.5,2020-06-17,2020-06-18,0.05042016806722694
39,1,7.45,7.41,2020-06-29,2020-06-30,-0.005369127516778528
40,1,7.41,7.66,2020-06-30,2020-07-02,0.033738191632928474
41,1,7.66,7.59,2020-07-02,2020-07-03,-0.009138381201044423
42,1,7.59,7.73,2020-07-03,2020-07-06,0.018445322793148956
43,-1,7.73,7.54,2020-07-06,2020-07-07,0.024579560155239377
44,-1,7.54,7.63,2020-07-07,2020-07-08,-0.011936339522546401
45,-1,7.63,7.63,2020-07-08,2020-07-09,-0.0
46,1,7.63,7.53,2020-07-09,2020-07-10,-0.013106159895150675
47,1,7.53,7.67,2020-07-10,2020-07-13,0.018592297476759584
48,-1,7.67,7.6,2020-07-13,2020-07-14,0.009126466753585435
49,-1,8.02,8.0,2020-07-15,2020-07-16,0.0024937655860348597
50,1,8.26,8.27,2020-07-21,2020-07-22,0.0012106537530266086
51,1,8.27,8.21,2020-07-22,2020-07-23,-0.007255139056831768
52,1,8.21,8.07,2020-07-23,2020-07-24,-0.017052375152253416
53,1,8.07,8.19,2020-07-24,2020-07-27,0.014869888475836333
54,1,8.19,8.22,2020-07-27,2020-07-28,0.003663003663003802
55,1,8.22,8.24,2020-07-28,2020-07-29,0.0024330900243308483
56,-1,8.24,8.27,2020-07-29,2020-07-30,-0.0036407766990290487
57,1,8.26,8.1,2020-08-03,2020-08-04,-0.01937046004842617
58,-1,8.1,8.26,2020-08-04,2020-08-05,-0.019753086419753103
59,-1,8.26,8.24,2020-08-05,2020-08-06,0.0024213075060532173
60,-1,8.24,8.27,2020-08-06,2020-08-07,-0.0036407766990290487
61,-1,8.27,8.14,2020-08-07,2020-08-10,0.015719467956469047
62,-1,8.14,8.19,2020-08-10,2020-08-11,-0.006142506142506011
63,-1,8.19,8.18,2020-08-11,2020-08-12,0.001221001221001195
64,-1,8.18,8.1,2020-08-12,2020-08-13,0.009779951100244507
65,-1,8.1,8.1,2020-08-13,2020-08-14,-0.0
66,-1,8.1,8.26,2020-08-14,2020-08-17,-0.019753086419753103
67,-1,8.26,8.26,2020-08-17,2020-08-18,-0.0
68,-1,8.26,8.1,2020-08-18,2020-08-19,0.01937046004842617
69,-1,8.1,8.09,2020-08-19,2020-08-20,0.0012345679012345416
70,-1,8.09,8.15,2020-08-20,2020-08-21,-0.0074165636588381335
71,-1,8.15,8.19,2020-08-21,2020-08-24,-0.004907975460122595
72,-1,8.19,8.4,2020-08-24,2020-08-25,-0.025641025641025748
73,-1,8.4,8.37,2020-08-25,2020-08-26,0.0035714285714287066
74,-1,8.37,8.4,2020-08-26,2020-08-27,-0.0035842293906811398
75,-1,8.4,8.7,2020-08-27,2020-08-28,-0.03571428571428559
76,-1,8.7,8.7,2020-08-28,2020-08-31,-0.0
77,1,8.7,8.86,2020-08-31,2020-09-01,0.018390804597701167
78,1,8.86,8.87,2020-09-01,2020-09-02,0.0011286681715575381
79,1,8.87,9.12,2020-09-02,2020-09-03,0.028184892897406992
80,1,9.12,9.36,2020-09-03,2020-09-04,0.026315789473684237
81,1,9.36,9.93,2020-09-04,2020-09-07,0.06089743589743593
82,-1,10.34,10.34,2020-10-21,2020-10-22,-0.0
83,-1,10.34,10.22,2020-10-22,2020-10-23,0.011605415860734934
84,1,10.48,11.08,2021-03-02,2021-03-03,0.05725190839694653
85,-1,11.08,11.28,2021-03-03,2021-03-04,-0.018050541516245425
86,1,11.28,11.18,2021-03-04,2021-03-05,-0.008865248226950324
87,1,10.9,10.78,2021-03-23,2021-03-24,-0.011009174311926696
88,-1,10.78,10.8,2021-03-24,2021-03-25,-0.0018552875695734092
89,-1,10.8,11.02,2021-03-25,2021-03-26,-0.020370370370370264
90,-1,11.02,11.72,2021-03-26,2021-03-29,-0.06352087114337578
91,-1,11.72,11.74,2021-03-29,2021-03-30,-0.0017064846416381888
92,1,12.4,12.86,2021-04-01,2021-04-07,0.03709677419354831
93,-1,12.5,12.5,2021-04-23,2021-04-26,-0.0
94,-1,12.52,12.46,2021-04-27,2021-04-28,0.004792332268370505
95,-1,12.46,12.58,2021-04-28,2021-04-29,-0.009630818619582602
96,-1,12.58,12.54,2021-04-29,2021-04-30,0.0031796502384738414
97,-1,12.18,12.22,2021-05-04,2021-05-05,-0.0032840722495895668
98,-1,12.22,12.1,2021-05-05,2021-05-06,0.009819967266775859
99,-1,12.1,12.02,2021-05-06,2021-05-07,0.00661157024793389
100,-1,12.02,12.56,2021-05-07,2021-05-10,-0.04492512479201339
101,-1,12.56,12.36,2021-05-10,2021-05-11,0.015923566878980975
102,-1,12.36,13.12,2021-05-11,2021-05-12,-0.06148867313915856
103,1,13.88,14.2,2021-05-25,2021-05-26,0.023054755043227557
104,1,14.38,14.54,2021-05-27,2021-05-28,0.011126564673157048
105,1,16.0,15.34,2021-06-09,2021-06-10,-0.04125000000000001
106,-1,15.52,16.08,2021-06-11,2021-06-15,-0.036082474226804044
107,-1,16.08,15.94,2021-06-15,2021-06-16,0.008706467661691468
108,-1,15.7,15.6,2021-07-14,2021-07-15,0.0063694267515923345
109,-1,16.18,16.42,2021-07-21,2021-07-22,-0.014833127317676267
110,-1,16.42,16.02,2021-07-22,2021-07-23,0.024360535931790626
111,-1,16.02,16.02,2021-07-23,2021-07-26,-0.0
112,-1,16.02,15.32,2021-07-26,2021-07-27,0.043695380774032413
113,-1,15.32,15.38,2021-07-27,2021-07-28,-0.0039164490861619125
114,-1,16.26,16.08,2021-07-30,2021-08-02,0.011070110701107212
115,-1,14.88,14.82,2021-08-06,2021-08-09,0.004032258064516162
116,-1,14.82,15.06,2021-08-09,2021-08-10,-0.016194331983805682
117,-1,15.06,15.06,2021-08-10,2021-08-11,-0.0
118,-1,15.06,15.38,2021-08-11,2021-08-12,-0.021248339973439594
119,-1,15.38,15.18,2021-08-12,2021-08-13,0.013003901170351174
120,-1,15.18,15.24,2021-08-13,2021-08-16,-0.003952569169960507
121,-1,15.24,15.2,2021-08-16,2021-08-17,0.0026246719160105594
122,-1,15.2,15.22,2021-08-17,2021-08-18,-0.0013157894736842994
123,-1,15.22,14.2,2021-08-18,2021-08-19,0.06701708278580823
124,-1,14.2,13.8,2021-08-19,2021-08-20,0.028169014084506942
125,-1,13.8,14.42,2021-08-20,2021-08-23,-0.044927536231884
126,-1,14.42,14.66,2021-08-23,2021-08-24,-0.016643550624133162
127,-1,14.66,14.72,2021-08-24,2021-08-25,-0.004092769440654877
128,-1,14.72,14.32,2021-08-25,2021-08-26,0.027173913043478284
129,-1,14.32,14.7,2021-08-26,2021-08-27,-0.02653631284916194
130,-1,14.7,14.8,2021-08-27,2021-08-30,-0.006802721088435471
131,-1,14.8,15.76,2021-08-30,2021-08-31,-0.0648648648648648
132,-1,15.76,16.559998999999998,2021-08-31,2021-09-01,-0.05076135786802017
133,-1,16.040001,16.08,2021-09-14,2021-09-15,-0.0024937030864273712
134,1,15.62,16.08,2021-09-16,2021-09-17,0.02944942381562094
135,-1,16.08,15.32,2021-09-17,2021-09-20,0.04726368159203968
136,-1,15.32,15.44,2021-09-20,2021-09-21,-0.007832898172323709
137,-1,15.44,15.36,2021-09-21,2021-09-23,0.005181347150259072
138,-1,15.36,15.24,2021-09-23,2021-09-24,0.00781249999999995
139,-1,15.24,15.48,2021-09-24,2021-09-27,-0.015748031496063006
140,-1,15.48,14.9,2021-09-27,2021-09-28,0.037467700258397935
141,-1,14.9,15.2,2021-09-28,2021-09-29,-0.020134228187919392
142,-1,15.2,14.9,2021-09-29,2021-09-30,0.019736842105263087
143,-1,14.9,14.82,2021-09-30,2021-10-04,0.005369127516778528
144,-1,14.82,14.98,2021-10-04,2021-10-05,-0.010796221322537122
145,-1,14.98,14.76,2021-10-05,2021-10-06,0.014686248331108187
146,-1,14.76,15.18,2021-10-06,2021-10-07,-0.028455284552845524
147,-1,15.18,15.82,2021-10-07,2021-10-08,-0.04216073781291176
148,-1,15.82,16.200001,2021-10-08,2021-10-11,-0.024020290771175727
149,-1,16.200001,16.440001000000002,2021-10-11,2021-10-12,-0.014814813900320252
150,-1,15.42,15.56,2021-10-27,2021-10-28,-0.009079118028534408
151,-1,15.56,15.92,2021-10-28,2021-10-29,-0.023136246786632352
152,-1,15.92,15.44,2021-10-29,2021-11-01,0.030150753768844248
153,-1,15.72,16.059998999999998,2021-11-02,2021-11-03,-0.02162843511450363
154,-1,16.059998999999998,16.959999,2021-11-03,2021-11-04,-0.05603985404980425
155,-1,16.959999,16.68,2021-11-04,2021-11-05,0.016509375973430194
156,-1,16.68,16.18,2021-11-05,2021-11-08,0.02997601918465228
157,1,16.18,16.559998999999998,2021-11-08,2021-11-09,0.023485723114956614
158,-1,16.559998999999998,16.360001,2021-11-09,2021-11-10,0.012077174642341298
159,1,16.360001,16.48,2021-11-10,2021-11-11,0.007334901752145367
160,1,16.48,16.68,2021-11-11,2021-11-12,0.012135922330097044
161,1,17.040001,16.959999,2021-11-19,2021-11-22,-0.0046949527761178155
162,1,16.959999,17.02,2021-11-22,2021-11-23,0.0035377950199171446
163,-1,17.02,15.24,2021-11-23,2021-11-24,0.10458284371327846
164,-1,15.24,14.76,2021-11-24,2021-11-25,0.03149606299212601
165,-1,14.68,14.56,2021-11-26,2021-11-29,0.008174386920980874
166,-1,13.98,13.96,2021-11-30,2021-12-01,0.0014306151645207133
167,-1,13.96,14.38,2021-12-01,2021-12-02,-0.03008595988538681
168,-1,14.38,14.06,2021-12-02,2021-12-03,0.022253129346314345
169,-1,14.06,13.96,2021-12-03,2021-12-06,0.007112375533428139
170,-1,13.76,14.0,2021-12-07,2021-12-08,-0.017441860465116296
171,-1,14.0,14.42,2021-12-08,2021-12-09,-0.029999999999999995
172,-1,14.42,14.1,2021-12-09,2021-12-10,0.022191400832177553
173,-1,14.1,13.94,2021-12-10,2021-12-13,0.011347517730496465
174,-1,13.74,13.4,2021-12-17,2021-12-20,0.024745269286753992
175,-1,13.4,14.02,2021-12-20,2021-12-21,-0.046268656716417854
176,-1,14.02,13.88,2021-12-21,2021-12-22,0.009985734664764536
177,-1,13.88,14.0,2021-12-22,2021-12-23,-0.008645533141210318
178,-1,14.0,13.9,2021-12-23,2021-12-28,0.0071428571428571175
179,-1,13.9,13.68,2021-12-28,2021-12-29,0.015827338129496448
180,-1,13.68,13.82,2021-12-29,2021-12-30,-0.010233918128655012
181,-1,13.82,14.02,2021-12-30,2021-12-31,-0.014471780028943509
182,-1,14.02,14.0,2021-12-31,2022-01-03,0.0014265335235377728
183,-1,14.0,13.94,2022-01-03,2022-01-04,0.0042857142857143215
184,-1,13.94,13.42,2022-01-04,2022-01-05,0.037302725968436125
185,-1,13.42,12.4,2022-01-05,2022-01-06,0.07600596125186286
186,-1,12.4,12.5,2022-01-06,2022-01-07,-0.008064516129032228
187,-1,12.5,12.76,2022-01-07,2022-01-10,-0.02079999999999998
188,-1,12.76,12.46,2022-01-10,2022-01-11,0.023510971786833774
189,-1,12.46,13.36,2022-01-11,2022-01-12,-0.07223113964686986
190,-1,13.36,12.98,2022-01-12,2022-01-13,0.028443113772455016
191,-1,12.98,13.32,2022-01-13,2022-01-14,-0.026194144838212623
192,-1,13.32,13.2,2022-01-14,2022-01-17,0.009009009009009084
193,-1,13.2,13.18,2022-01-17,2022-01-18,0.0015151515151514828
194,-1,13.18,13.3,2022-01-18,2022-01-19,-0.009104704097116919
195,-1,13.3,13.58,2022-01-19,2022-01-20,-0.02105263157894732
196,-1,13.98,13.9,2022-02-04,2022-02-07,0.005722460658082981
197,1,13.9,14.58,2022-02-07,2022-02-08,0.0489208633093525
198,-1,14.58,15.02,2022-02-08,2022-02-09,-0.030178326474622735
199,1,16.120001000000002,15.56,2022-02-23,2022-02-24,-0.03473951397397565
200,1,15.56,16.34,2022-02-24,2022-02-25,0.050128534704370134
201,-1,16.24,16.219998999999998,2022-02-28,2022-03-01,0.001231588669950776
202,-1,16.219998999999998,15.64,2022-03-01,2022-03-02,0.03575826361025037
203,-1,15.64,15.94,2022-03-02,2022-03-03,-0.01918158567774929
204,-1,15.62,15.24,2022-03-04,2022-03-07,0.024327784891165112
205,-1,15.24,15.6,2022-03-07,2022-03-08,-0.02362204724409445
206,-1,15.6,15.24,2022-03-08,2022-03-09,0.02307692307692304
207,-1,15.24,15.3,2022-03-09,2022-03-10,-0.003937007874015781
208,-1,15.3,14.94,2022-03-10,2022-03-11,0.023529411764705962
209,-1,14.94,13.9,2022-03-11,2022-03-14,0.0696117804551539
210,-1,13.9,13.12,2022-03-14,2022-03-15,0.056115107913669145
211,-1,14.26,14.18,2022-03-31,2022-04-01,0.005610098176718098
212,-1,14.04,13.64,2022-04-06,2022-04-07,0.02849002849002839
213,-1,13.64,13.44,2022-04-07,2022-04-08,0.014662756598240546
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