Is it Haram going to festival of grave yard (Awliya)?

All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.

Celebrating any festival, except ‘Eed Al-Fitr and ‘Eed Al-Adh-Ha, as a form of 'Ibaadah (worship) constitutes an innovation in religion. Thus, it is forbidden for a Muslim to share such an activity.

In addition, joining such a festival (as mentioned in the question) may affect one's basic faith. Know that one's sound and clear creed must be kept safe from every defect, since creed is the essence of one's life.

Allah knows best.