Update tears.py

get_values not working for latest versions so adding to_numpy method as per quantopian#379
Subhanimuhammed · Jan 26, 2021 · 582f1f4 · 582f1f4
1 parent 77084f1
commit 582f1f4
Showing 1 changed file with 1 addition and 1 deletion.
diff --git 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(