freq error: freq must be Day, BDay or CustomBusinessDay

[tongxinw]

Problem Description

Is it possible to have multi-index freq as BMonthEnd() while creating tear sheets?
I would like to analyze the monthly return, and I have access to the monthly return dataset with the return column name '21D' as well. However, I kept getting the error while calling create_full_tear_sheet() due to the frequency setting.
Please provide a minimal, self-contained, and reproducible example:

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Versions

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[wukan1986]

#371