From 844789dbfdfc5e835fdc2385c8deb86d9ca9c5eb Mon Sep 17 00:00:00 2001
From: Anushka Agrawal <anushka.agrawal@siemens.com>
Date: Sat, 31 Jan 2026 23:36:55 +0530
Subject: [PATCH] Fix date ambiguity and pandas compatibility in
 estimate_intraday

---
 pyfolio/utils.py | 40 +++++++++++++++++++++++++++++++++++-----
 1 file changed, 35 insertions(+), 5 deletions(-)

diff --git a/pyfolio/utils.py b/pyfolio/utils.py
index 794542af..c47c766c 100644
--- a/pyfolio/utils.py
+++ b/pyfolio/utils.py
@@ -339,9 +339,37 @@ def estimate_intraday(returns, positions, transactions, EOD_hour=23):
         Daily net position values, resampled for intraday behavior.
     """
 
-    # Construct DataFrame of transaction amounts
-    txn_val = transactions.copy()
+    # Ensure datetime index
+    txn_val.index = pd.to_datetime(txn_val.index, errors="coerce")
+
+    # Remove invalid timestamps
+    txn_val = txn_val[txn_val.index.notnull()]
+
+    # Remove timezone if present
+    if getattr(txn_val.index, "tz", None) is not None:
+        txn_val.index = txn_val.index.tz_localize(None)
+
+    # Ensure sorted time index
+    txn_val = txn_val.sort_index()
+
+    # Remove duplicate columns
+    txn_val = txn_val.loc[:, ~txn_val.columns.duplicated()]
+
+    # Set index name safely
     txn_val.index.names = ['date']
+
+    # Avoid duplicate 'date' column
+    if 'date' in txn_val.columns:
+        txn_val.drop(columns=['date'], inplace=True)
+
+    # Create date column
+    txn_val['date'] = txn_val.index.date
+
+    # Prevent crashes if no transactions
+    if txn_val.empty:
+        return positions
+    
+    # Calculate transaction values
     txn_val['value'] = txn_val.amount * txn_val.price
     txn_val = txn_val.reset_index().pivot_table(
         index='date', values='value',
@@ -361,8 +389,10 @@ def estimate_intraday(returns, positions, transactions, EOD_hour=23):
 
     # Shift EOD positions to positions at start of next trading day
     positions_shifted = positions.copy().shift(1).fillna(0)
-    starting_capital = positions.iloc[0].sum() / (1 + returns[0])
-    positions_shifted.cash[0] = starting_capital
+    starting_capital = positions.iloc[0].sum() / (1 + returns.iloc[0])
+    positions_shifted.loc[
+        positions_shifted.index[0], "cash"
+    ] = starting_capital
 
     # Format and add start positions to intraday position changes
     txn_val.index = txn_val.index.normalize()
@@ -538,4 +568,4 @@ def sample_colormap(cmap_name, n_samples):
     for i in np.linspace(0, 1, n_samples):
         colors.append(colormap(i))
 
-    return colors
+    return colors
\ No newline at end of file