'NaTType' object has no attribute 'ordinal'

[bird-is]

Problem Description

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

`df = pd.DataFrame(daily_return)
dt_index = pd.to_datetime(df['day'])
return_series = df['yield']
return_series.index = dt_index
return_series = return_series.tz_localize('UTC')

fig = pf.create_returns_tear_sheet(return_series, return_fig=True)`

In lib, I modify mdd top 5 -> 3, then it works well. Thus I think if I don't have enough period MDD top have to smaller.

`
@plotting.customize
def create_returns_tear_sheet(
    returns,
    positions=None,
    transactions=None,
    live_start_date=None,
    cone_std=(1.0, 1.5, 2.0),
    benchmark_rets=None,
    bootstrap=False,
    turnover_denom="AGB",
    header_rows=None,
    return_fig=False,
):
    ....

    # [ASIS] Drawdowns
    plotting.plot_drawdown_periods(returns, top=5, ax=ax_drawdown)

    # [TOBE] Drawdowns
    plotting.plot_drawdown_periods(returns, top=3, ax=ax_drawdown)

`

Please provide the full traceback:

예외가 발생했습니다. ConversionError
Failed to convert value(s) to axis units: (NaT, Timestamp('2023-05-21 00:00:00+0000', tz='UTC'))
AttributeError: 'NaTType' object has no attribute 'ordinal'

The above exception was the direct cause of the following exception:

  File "D:\Project\01. project\trToyerBackend\view\analysis_view.py", line 121, in <module>
    fig = pf.create_returns_tear_sheet(return_series, return_fig=True,)
matplotlib.units.ConversionError: Failed to convert value(s) to axis units: (NaT, Timestamp('2023-05-21 00:00:00+0000', tz='UTC'))

Please provide any additional information below:
This is my sample data. my.csv

Versions

• Pyfolio version: 0.9.5 (pyfolio-reloaded)
• Python version: 3.9
• Pandas version: 1.5.2
• Matplotlib version: 3.7.1