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new pandas index uses to_numpy(), not get_values()
quantopian#379 (comment)
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alphalens/tears.py

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -429,7 +429,7 @@ def create_turnover_tear_sheet(factor_data, turnover_periods=None):
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if turnover_periods is None:
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input_periods = utils.get_forward_returns_columns(
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factor_data.columns, require_exact_day_multiple=True,
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).get_values()
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).to_numpy()
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turnover_periods = utils.timedelta_strings_to_integers(input_periods)
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else:
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turnover_periods = utils.timedelta_strings_to_integers(

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