Plots missing "close" curve

[daviddwlee84]

I found a weird phenomenon that the "close" curve is missing on the plot when selecting a single column from a multi-asset Portfolio (no matter whether it is grouped or not).
That is, even though the "close" curve cannot display normally, hovering the mouse on the Plotly plot can show the "close" data points.

After some investigation, I am guessing that might be because some nan were in the "close" data.

But this can happen easily when batch backtesting among multiple instruments, which might involve tick missing while joining them (their close price ticks) into a single DataFrame.

Here is the reproduction code and attachment:

• Portfolio Pickle: debug.zip

import vectorbt as vbt

pf = vbt.Portfolio.load('debug.pkl')
fig = pf.orders.plot(column=pf.total_return(group_by=False).index[0])
fig.write_image('debug.png')
print(fig)

FigureWidget({
    'data': [{'line': {'color': '#1f77b4'},
              'name': 'Close',
              'showlegend': True,
              'type': 'scatter',
              'uid': '8dd28145-6613-4427-8324-7e76a1870202',
              'x': array([datetime.time(9, 35), datetime.time(9, 35, 1), datetime.time(9, 35, 2),
                          ..., datetime.time(14, 48, 57), datetime.time(14, 48, 58),
                          datetime.time(14, 48, 59)], dtype=object),
              'y': array([    nan, 142.672,     nan, ...,     nan, 141.098,     nan])},
             {'customdata': array([[2.25000000e+02, 2.00000000e+00, 1.27705600e-02],
                                   [2.27000000e+02, 1.00000000e+00, 6.37885600e-03],
                                   [2.28000000e+02, 1.00000000e+01, 6.39051600e-02],
                                   [2.29000000e+02, 3.00000000e+00, 1.91607240e-02],
                                   [2.30000000e+02, 2.00000000e+00, 1.27618480e-02],
                                   [2.31000000e+02, 3.00000000e+00, 1.91611200e-02],
                                   [2.32000000e+02, 4.00000000e+00, 2.55138400e-02],
                                   [2.33000000e+02, 5.00000000e+00, 3.18997800e-02],
                                   [2.34000000e+02, 3.40000000e+01, 2.17003776e-01],
                                   [2.35000000e+02, 1.40000000e+01, 8.93354000e-02],
                                   [2.37000000e+02, 3.40000000e+01, 2.16994800e-01],
                                   [2.42000000e+02, 5.60000000e+01, 3.57656992e-01],
                                   [2.55000000e+02, 1.00000000e+00, 6.37964800e-03]]),
              'hovertemplate': ('Order Id: %{customdata[0]}<br>' ... '<br>Fees: %{customdata[2]:.6f}'),
              'marker': {'color': '#37B13F',
                         'line': {'color': 'rgb(38,123,44)', 'width': 1},
                         'size': 8,
                         'symbol': 'triangle-up'},
              'mode': 'markers',
              'name': 'Buy',
              'type': 'scatter',
              'uid': 'a3677859-fbd4-4a3d-b5b7-8997c6f2a921',
              'x': array([datetime.time(9, 55, 19), datetime.time(9, 55, 22),
                          datetime.time(9, 55, 25), datetime.time(9, 55, 28),
                          datetime.time(9, 55, 31), datetime.time(9, 55, 34),
                          datetime.time(9, 55, 37), datetime.time(9, 55, 40),
                          datetime.time(9, 55, 43), datetime.time(9, 55, 46),
                          datetime.time(9, 56, 1), datetime.time(9, 56, 19),
                          datetime.time(9, 57, 4)], dtype=object),
              'y': array([145.12 , 144.974, 145.239, 145.157, 145.021, 145.16 , 144.965, 144.999,
                          145.056, 145.025, 145.05 , 145.153, 144.992])},
             {'customdata': array([[2.61000000e+02, 3.00000000e+00, 1.92424320e-02],
                                   [2.62000000e+02, 9.00000000e+00, 5.77063080e-02],
                                   [2.63000000e+02, 7.00000000e+00, 4.49242640e-02],
                                   [2.64000000e+02, 8.00000000e+00, 5.13571520e-02],
                                   [2.65000000e+02, 3.00000000e+00, 1.92467880e-02],
                                   [2.67000000e+02, 1.20000000e+01, 7.70309760e-02],
                                   [2.69000000e+02, 1.00000000e+00, 6.41295600e-03],
                                   [2.71000000e+02, 1.00000000e+00, 6.41405600e-03],
                                   [2.73000000e+02, 2.00000000e+00, 1.28259120e-02],
                                   [2.75000000e+02, 3.00000000e+01, 1.92407160e-01],
                                   [2.76000000e+02, 1.80000000e+01, 1.15422912e-01],
                                   [2.77000000e+02, 1.20000000e+01, 7.68995040e-02],
                                   [2.78000000e+02, 1.00000000e+00, 6.40389200e-03],
                                   [3.13000000e+02, 5.00000000e+00, 3.20872200e-02],
                                   [3.19000000e+02, 5.70000000e+01, 3.66712236e-01]]),
              'hovertemplate': ('Order Id: %{customdata[0]}<br>' ... '<br>Fees: %{customdata[2]:.6f}'),
              'marker': {'color': '#EA4335',
                         'line': {'color': 'rgb(181,31,18)', 'width': 1},
                         'size': 8,
                         'symbol': 'triangle-down'},
              'mode': 'markers',
              'name': 'Sell',
              'type': 'scatter',
              'uid': '5e08fd46-f2b6-4349-a1e4-59e1d2ab19d1',
              'x': array([datetime.time(9, 57, 25), datetime.time(9, 57, 28),
                          datetime.time(9, 57, 31), datetime.time(9, 57, 34),
                          datetime.time(9, 57, 37), datetime.time(9, 57, 40),
                          datetime.time(9, 57, 43), datetime.time(9, 57, 46),
                          datetime.time(9, 57, 49), datetime.time(9, 57, 52),
                          datetime.time(9, 57, 55), datetime.time(9, 57, 58),
                          datetime.time(9, 58, 1), datetime.time(10, 1, 16),
                          datetime.time(10, 3, 19)], dtype=object),
              'y': array([145.776, 145.723, 145.858, 145.901, 145.809, 145.892, 145.749, 145.774,
                          145.749, 145.763, 145.736, 145.643, 145.543, 145.851, 146.217])}],
    'layout': {'height': 350,
               'legend': {'orientation': 'h',
                          'traceorder': 'normal',
                          'x': 1,
                          'xanchor': 'right',
                          'y': 1.02,
                          'yanchor': 'bottom'},
               'margin': {'b': 30, 'l': 30, 'r': 30, 't': 30},
               'template': '...',
               'width': 700}
})

---

Version:

• Python: used 3.8.13 and 3.10.11 and works the same
• vectorbt: 0.26.1
• pandas: 1.5.3