Monthly Returns heatmap formatting broken about pyfolio

[twiecki]

I bet this is the result of 9f1620a

[justinlent]

Update: Actually all three of the plots are broken. doesn't seem like the aggregation function is returning the correct values now:

Here is what we see in quantrisk for algo: 54349eefcd2e3f7f57000025
from test harness run, with contest='zipline-algos-21-plus-sessions-150617'

This is what it should look like (from quantnotebooks)

[gusgordon]

Hmm, I believe the only change I made to that function wouldn't affect this. So probably 9f1620a as Thomas said.