BUG: Replace zeros with NaNs before counting

xingetouzi · Feb 11, 2017 · bc1a59d · bc1a59d
1 parent 1181b65
commit bc1a59d
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/pyfolio/plotting.py b/pyfolio/plotting.py
@@ -349,7 +349,7 @@ def plot_holdings(returns, positions, legend_loc='best', ax=None, **kwargs):
         ax = plt.gca()
 
     positions = positions.copy().drop('cash', axis='columns')
-    df_holdings = positions.apply(lambda x: np.sum(x != 0), axis='columns')
+    df_holdings = positions.replace(0, np.nan).count(axis=1)
     df_holdings_by_month = df_holdings.resample('1M').mean()
     df_holdings.plot(color='steelblue', alpha=0.6, lw=0.5, ax=ax, **kwargs)
     df_holdings_by_month.plot(