fix 'Index' object has no attribute 'get_values' bug#396
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SkylerLinn wants to merge 1 commit intoquantopian:masterfrom
Open
fix 'Index' object has no attribute 'get_values' bug#396SkylerLinn wants to merge 1 commit intoquantopian:masterfrom
SkylerLinn wants to merge 1 commit intoquantopian:masterfrom
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When invoke the function
alphalens.tears.create_turnover_tear_sheetalphalens.tears.create_turnover_tear_sheet()without allocating the paramturnover_period, may cause theAttributeError: 'Index' object has no attribute 'get_values'.It is because theutils.get_forward_returns_columns()returns columns as an object ofIndexinstead ofpd.Series.Hence,Indexobject hasn't have functionget_values().