From fd57c58f576ca3146fde60d29a96e2eb4d936aa3 Mon Sep 17 00:00:00 2001
From: Mathijs Vogelzang <mathijs@apptornado.com>
Date: Thu, 21 Apr 2022 19:25:25 +0200
Subject: [PATCH] Fix deprecated use of set indexing
---
alphalens/performance.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/alphalens/performance.py b/alphalens/performance.py
index 635bc476..e19b04f3 100644
--- a/alphalens/performance.py
+++ b/alphalens/performance.py
@@ -707,7 +707,7 @@ def common_start_returns(factor,
equities_slice |= set(demean_equities)
series = returns.loc[returns.index[starting_index:ending_index],
- equities_slice]
+ list(equities_slice)]
series.index = range(starting_index - day_zero_index,
ending_index - day_zero_index)