From 319766d97a27bea2ee54c447d84ad7028b062a3d Mon Sep 17 00:00:00 2001 From: "lzt20131109@163.com" Date: Sun, 5 Dec 2021 14:28:11 +0800 Subject: [PATCH] fix 'Index' object has no attribute 'get_values' bug --- alphalens/tears.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/alphalens/tears.py b/alphalens/tears.py index 5616dd1e..dc10bfe4 100644 --- a/alphalens/tears.py +++ b/alphalens/tears.py @@ -429,9 +429,9 @@ def create_turnover_tear_sheet(factor_data, turnover_periods=None): """ if turnover_periods is None: - input_periods = utils.get_forward_returns_columns( + input_periods = list(utils.get_forward_returns_columns( factor_data.columns, require_exact_day_multiple=True, - ).get_values() + )) turnover_periods = utils.timedelta_strings_to_integers(input_periods) else: turnover_periods = utils.timedelta_strings_to_integers(