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pyfolio/plotting.py

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@@ -1023,7 +1023,7 @@ def plot_turnover(returns, transactions, positions,
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y_axis_formatter = FuncFormatter(utils.one_dec_places)
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ax.yaxis.set_major_formatter(FuncFormatter(y_axis_formatter))
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df_turnover = txn.get_turnover(transactions, positions)
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df_turnover_by_month = df_turnover.resample("M")
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df_turnover.plot(color='steelblue', alpha=1.0, lw=0.5, ax=ax, **kwargs)

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