Fix a bug in reports functions

README.md

@@ -262,7 +262,7 @@ If you use Riskfolio-Lib for published work, please use the following BibTeX ent
 ```
 @misc{riskfolio,
       author = {Dany Cajas},
-      title = {Riskfolio-Lib (6.3.0)},
+      title = {Riskfolio-Lib (6.3.1)},
       year  = {2024},
       url   = {https://github.com/dcajasn/Riskfolio-Lib},
       }

docs/source/conf.py

@@ -25,7 +25,7 @@
 copyright = '2020-2024, Dany Cajas'
 author = 'Dany Cajas'
 
-__version__ = "6.3.0"
+__version__ = "6.3.1"
 
 # The short X.Y version
 version = '.'.join(__version__.split('.')[:2])

docs/source/index.rst

@@ -310,7 +310,7 @@ If you use Riskfolio-Lib for published work, please use the following BibTeX ent
 
     @misc{riskfolio,
           author = {Dany Cajas},
-          title = {Riskfolio-Lib (6.3.0)},
+          title = {Riskfolio-Lib (6.3.1)},
           year  = {2024},
           url   = {https://github.com/dcajasn/Riskfolio-Lib},
           }

riskfolio/src/PlotFunctions.py

@@ -14,7 +14,7 @@
 import matplotlib.lines as mlines
 import matplotlib.ticker as mticker
 from matplotlib import cm, colors
-from matplotlib.gridspec import GridSpec
+from matplotlib.gridspec import GridSpec, GridSpecFromSubplotSpec
 import scipy.stats as st
 import scipy.cluster.hierarchy as hr
 from scipy.spatial.distance import squareform
@@ -452,7 +452,12 @@ def plot_frontier(
         if isinstance(ax, plt.Axes):
             ax.axis("off")
             fig = ax.get_figure()
-            gs = GridSpec(nrows=1, ncols=2, figure=fig, width_ratios=width_ratios)
+            if hasattr(ax, 'get_subplotspec'):
+                subplot_spec = ax.get_subplotspec()
+                gs0 = subplot_spec.get_gridspec()
+                gs = GridSpecFromSubplotSpec(nrows=1, ncols=2, width_ratios=width_ratios, subplot_spec=gs0[0])
+            else:
+                gs = GridSpec(nrows=1, ncols=2, figure=fig, width_ratios=width_ratios)
             axes = []
             axes.append(fig.add_subplot(gs[0]))
             axes.append(fig.add_subplot(gs[1]))
@@ -2274,7 +2279,12 @@ def plot_drawdown(
         if isinstance(ax, plt.Axes):
             ax.axis("off")
             fig = ax.get_figure()
-            gs = GridSpec(nrows=2, ncols=1, figure=fig, height_ratios=height_ratios)
+            if hasattr(ax, 'get_subplotspec'):
+                subplot_spec = ax.get_subplotspec()
+                gs0 = subplot_spec.get_gridspec()
+                gs = GridSpecFromSubplotSpec(nrows=2, ncols=1, height_ratios=height_ratios, subplot_spec=gs0[0])
+            else:
+                gs = GridSpec(nrows=2, ncols=1, figure=fig, height_ratios=height_ratios)
             axes = []
             axes.append(fig.add_subplot(gs[0]))
             axes.append(fig.add_subplot(gs[1]))
@@ -2838,13 +2848,22 @@ def plot_clusters(
         fig = ax.get_figure()
         if dendrogram == True:
             if isinstance(ax, plt.Axes):
-                gs = GridSpec(
-                    nrows=2,
-                    ncols=3,
-                    figure=fig,
-                    height_ratios=height_ratios_1,
-                    width_ratios=width_ratios_1,
-                )
+                if hasattr(ax, 'get_subplotspec'):
+                    subplot_spec = ax.get_subplotspec()
+                    gs0 = subplot_spec.get_gridspec()
+                    gs = GridSpecFromSubplotSpec(nrows=2,
+                                                 ncols=3,
+                                                 height_ratios=height_ratios_1,
+                                                 width_ratios=width_ratios_1,
+                                                 subplot_spec=gs0[0]
+                                                 )
+                else:
+                    gs = GridSpec(nrows=2,
+                                  ncols=3,
+                                  figure=fig,
+                                  height_ratios=height_ratios_1,
+                                  width_ratios=width_ratios_1,
+                                  )
                 axes = []
                 for i in range(2):
                     for j in range(3):
@@ -2853,7 +2872,20 @@ def plot_clusters(
                 raise TypeError("ax must be a matplotlib axes object.")
         else:
             if isinstance(ax, plt.Axes):
-                gs = GridSpec(nrows=1, ncols=2, figure=fig, width_ratios=width_ratios_2)
+                if hasattr(ax, 'get_subplotspec'):
+                    subplot_spec = ax.get_subplotspec()
+                    gs0 = subplot_spec.get_gridspec()
+                    gs = GridSpecFromSubplotSpec(nrows=1,
+                                                 ncols=2,
+                                                 width_ratios=width_ratios_2,
+                                                 subplot_spec=gs0[0]
+                                                 )
+                else:
+                    gs = GridSpec(nrows=1,
+                                  ncols=2,
+                                  figure=fig,
+                                  width_ratios=width_ratios_2,
+                                  )
                 axes = []
                 for i in range(1):
                     for j in range(2):

riskfolio/src/Reports.py

@@ -9,6 +9,7 @@
 
 import pandas as pd
 import matplotlib.pyplot as plt
+from matplotlib.gridspec import GridSpec
 from xlsxwriter.utility import xl_range_abs, xl_range, xl_rowcol_to_cell, xl_col_to_name
 import datetime
 import riskfolio.src.PlotFunctions as plf
@@ -21,7 +22,7 @@
 ]
 
 
-__LICENSE__ = """Copyright (c) 2020-2023, Dany Cajas
+__LICENSE__ = """Copyright (c) 2020-2024, Dany Cajas
 All rights reserved.
 
 Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
@@ -194,13 +195,26 @@ def jupyter_report(
 
     cov = returns.cov()
 
-    fig, ax = plt.subplots(
-        nrows=6,
-        figsize=(width, height * 6),
-        gridspec_kw={"height_ratios": [2, 1, 1.5, 1, 1, 1]},
-    )
+    fig, ax = plt.subplots(figsize=(width, height * 6))
+    ax.axis('off')
+
+    gs0 = GridSpec(5, 1, figure=fig, height_ratios=[2, 1.5, 1, 2, 1])
+    gs00 = gs0[0].subgridspec(1, 1)
+    ax0 = fig.add_subplot(gs00[0, 0])
+
+    gs01 = gs0[1].subgridspec(1, 1)
+    ax1 = fig.add_subplot(gs01[0, 0])
+
+    gs02 = gs0[2].subgridspec(1, 1)
+    ax2 = fig.add_subplot(gs02[0, 0])
 
-    ax[0] = plf.plot_table(
+    gs03 = gs0[3].subgridspec(1, 1)
+    ax3 = fig.add_subplot(gs03[0, 0])
+
+    gs04 = gs0[4].subgridspec(1, 1)
+    ax4 = fig.add_subplot(gs04[0, 0])
+
+    ax0 = plf.plot_table(
         returns,
         w,
         MAR=rf,
@@ -211,19 +225,34 @@ def jupyter_report(
         t_factor=t_factor,
         ini_days=ini_days,
         days_per_year=days_per_year,
-        ax=ax[0],
+        ax=ax0,
     )
 
-    ax[2] = plf.plot_pie(
+    ax1 = plf.plot_pie(
         w=w,
         title="Portfolio Composition",
         others=others,
         nrow=nrow,
         cmap=cmap,
-        ax=ax[2],
+        ax=ax1,
+    )
+
+    ax2 = plf.plot_hist(
+        returns=returns,
+        w=w,
+        alpha=alpha,
+        a_sim=a_sim,
+        kappa=kappa,
+        solver=solver,
+        bins=bins,
+        ax=ax2,
+    )
+
+    ax3 = plf.plot_drawdown(
+        returns=returns, w=w, alpha=alpha, kappa=kappa, solver=solver, ax=ax3
     )
 
-    ax[3] = plf.plot_risk_con(
+    ax4 = plf.plot_risk_con(
         w=w,
         cov=cov,
         returns=returns,
@@ -240,22 +269,7 @@ def jupyter_report(
         erc_line=erc_line,
         color=color,
         erc_linecolor=erc_linecolor,
-        ax=ax[3],
-    )
-
-    ax[4] = plf.plot_hist(
-        returns=returns,
-        w=w,
-        alpha=alpha,
-        a_sim=a_sim,
-        kappa=kappa,
-        solver=solver,
-        bins=bins,
-        ax=ax[4],
-    )
-
-    ax[[1, 5]] = plf.plot_drawdown(
-        returns=returns, w=w, alpha=alpha, kappa=kappa, solver=solver, ax=ax[[1, 5]]
+        ax=ax4,
     )
 
     year = str(datetime.datetime.now().year)
@@ -264,7 +278,7 @@ def jupyter_report(
     subtitle = "Copyright (c) 2020-" + year + ", Dany Cajas. All rights reserved."
 
     fig.suptitle(title, fontsize="xx-large", y=1.011, fontweight="bold")
-    ax[0].set_title(subtitle, fontsize="large", ha="center", pad=10)
+    ax0.set_title(subtitle, fontsize="large", ha="center", pad=10)
 
     return ax
 
@@ -349,6 +363,7 @@ def excel_report(
     n2 = returns.shape[0]
 
     portfolios = w.columns.tolist()
+    returns.index = returns.index.tz_localize(None)
     dates = returns.index.tolist()
     year = str(datetime.datetime.now().year)
     days = (returns.index[-1] - returns.index[0]).days + ini_days

setup.py

@@ -8,7 +8,7 @@
 
 MAJOR = 6
 MINOR = 3
-MICRO = 0
+MICRO = 1
 VERSION = '%d.%d.%d' % (MAJOR, MINOR, MICRO)
 
 def write_version_py(filename='riskfolio/version.py'):