alphalens.tears.create_turnover_tear_sheet error

[sabirjana]

Problem Description

I updated to alphalens-0.4.0 and now alphalens.tears.create_turnover_tear_sheet(factor_data) throws error - AttributeError: 'Index' object has no attribute 'get_values'
Please provide a minimal, self-contained, and reproducible example:

alphalens.tears.create_turnover_tear_sheet(factor_data)

Please provide the full traceback:

AttributeError                            Traceback (most recent call last)
<ipython-input-52-c05a7022d6fa> in <module>
----> 1 alphalens.tears.create_turnover_tear_sheet(factor_data)

C:\ProgramData\Anaconda3\lib\site-packages\alphalens\plotting.py in call_w_context(*args, **kwargs)
     43             with plotting_context(), axes_style(), color_palette:
     44                 sns.despine(left=True)
---> 45                 return func(*args, **kwargs)
     46         else:
     47             return func(*args, **kwargs)

C:\ProgramData\Anaconda3\lib\site-packages\alphalens\tears.py in create_turnover_tear_sheet(factor_data, turnover_periods)
    431     if turnover_periods is None:
    432         input_periods = utils.get_forward_returns_columns(
--> 433             factor_data.columns, require_exact_day_multiple=True,
    434         ).get_values()
    435         turnover_periods = utils.timedelta_strings_to_integers(input_periods)

AttributeError: 'Index' object has no attribute 'get_values'

<Figure size 432x288 with 0 Axes>

Please provide any additional information below:

Versions

• Alphalens version: alphalens-0.4.0
• Python version: python=3.7.3
• Pandas version: pandas=1.0.3
• Matplotlib version: matplotlib=3.1.3

[SkylerLinn]

I have the same problem when i use the create_turnover_tear_sheet() function. May I ask if you have any solution to avoid invoking this problem?