Fix custom benchmark plotting for selected portfolio columns#859
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polakowo merged 2 commits intoJun 29, 2026
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Thanks, the fix works. To make your test consistent with the surrounding tests, please shorten the name of the test method or include the test in already existing test methods, and I'll merge the PR. |
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Updated the regression to live alongside the existing cum-returns plotting tests and shortened the test name to match the surrounding style. |
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Fixes #726.
plot_cum_returns()handled a custombenchmark_retsinput by broadcasting it againstself.obj, butPortfoliodoesn't have that attribute. That raises anAttributeErroras soon as you pass custom benchmark returns while plotting a selected column.I changed the broadcast target to
self.wrapper.dummy(group_by=group_by), which matches the portfolio shape the method is about to select from. I also added a regression test that exercisespf_multi.plot_cum_returns(column="a", benchmark_rets=pf_multi["b"].returns()).Verified with:
python -m pytest tests/test_plotting.py -k "cum_returns"AttributeError