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

quantopian/alphalens#379 (comment)
shlomiku · Mar 24, 2021 · 686c0c3 · 686c0c3
1 parent a1cc31c
commit 686c0c3
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/zipline/data/data_portal_live.py b/zipline/data/data_portal_live.py
@@ -119,7 +119,7 @@ def get_scalar_asset_spot_value(self, asset, field, dt, data_frequency):
             data_frequency = '1d'
         prices = self.broker.get_realtime_bars([asset], data_frequency)
         if field == 'last_traded':
-            return pd.Timestamp(prices[asset.symbol][-1:].index.get_values()[0])
+            return pd.Timestamp(prices[asset.symbol][-1:].index.to_numpy()[0])
         elif field == 'volume':
             return prices[asset.symbol][field][-1] * 100
         elif field == 'price':