new pandas index uses to_numpy(), not get_values()

quantopian#379 (comment)
shlomiku · Mar 24, 2021 · 2cd2f2e · 2cd2f2e
1 parent b813b50
commit 2cd2f2e
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/alphalens/tears.py b/alphalens/tears.py
@@ -429,7 +429,7 @@ 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(