From 582f1f4707d7ed832fce5fcc6c9d28aba087456f Mon Sep 17 00:00:00 2001 From: Subhanimuhammed Date: Tue, 26 Jan 2021 21:25:40 +0530 Subject: [PATCH] Update tears.py get_values not working for latest versions so adding to_numpy method as per https://github.com/quantopian/alphalens/issues/379 --- alphalens/tears.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/alphalens/tears.py b/alphalens/tears.py index 5616dd1e..feb1605c 100644 --- a/alphalens/tears.py +++ b/alphalens/tears.py @@ -431,7 +431,7 @@ def create_turnover_tear_sheet(factor_data, turnover_periods=None): if turnover_periods is None: input_periods = utils.get_forward_returns_columns( factor_data.columns, require_exact_day_multiple=True, - ).get_values() + ).to_numpy() turnover_periods = utils.timedelta_strings_to_integers(input_periods) else: turnover_periods = utils.timedelta_strings_to_integers(