alphalens

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importing alphalens 0.3.6 gets error "No module named 'pandas.util._decorators'"

1

## Problem Description I've tried importing alphalens but encountered the issue of "No module named 'pandas.util._decorators'" right the first command of "import alphalens" **Please provide a minimal, self-contained, and reproducible...

BinhKieu82

MissingDataError: exog contains inf or nans

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I am getting the `MissingDataError: exog contains inf or nans` when I am trying to get the returns tearsheet. The input data from `get_clean_factor_and_forward_returns` does not have any nans or...

sokol11

A way to solve ValueError: Inferred frequency None from passed values does not conform to passed frequency C

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I find a way to solve the ValueError I resample the date ```python factor = factor.resample('M').last() ``` ```python # ValueError: Inferred frequency None from passed values does not conform to...

wukan1986

When invoke the function `alphalens.tears.create_turnover_tear_sheetalphalens.tears.create_turnover_tear_sheet()` without allocating the param `turnover_period`, may cause the `AttributeError: 'Index' object has no attribute 'get_values'`.It is because the `utils.get_forward_returns_columns()` returns columns as an object of...

SkylerLinn

alphalens.tears.create_turnover_tear_sheet error

1

## 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:** ```python alphalens.tears.create_turnover_tear_sheet(factor_data)...

sabirjana

Because get_values() has been deprecated long time ago.

Ckend

Quantiles cumulative return charts do not show for periods longer than 1D

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**I'm using alphalens on Quantopian platform and I noticed that cumulative return charts are no longer displayed for periods longer than 1D :** ```python create_summary_tear_sheet(merged_data) ``` ## Versions * Alphalens...

Kogelet

Incorrect return values for factor_cumulative_returns?

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## Problem Description I decided to clone [this notebook](https://www.quantopian.com/clone_notebook?id=5b734a72a11ee4003fd3790b) from [this thread](https://www.quantopian.com/posts/alphalens-questions-thread). Running it gave the following error: ``` /venvs/py35/lib/python3.5/site-packages/alphalens/performance.py in factor_cumulative_returns(factor_data, period, long_short, group_neutral, equal_weight, quantiles, groups) 931 factor_returns(portfolio_data,...

jsmidt

## Problem Description **UnboundLocalError: local variable 'period_len' referenced before assignment, line 319** ```python days_diffs = [] for i in range(30): if i >= len(forward_returns.index): break p_idx = prices.index.get_loc(forward_returns.index[i]) if p_idx...

Swordsman-T

'Index' object has no attribute 'get_values

3

## Problem Description Hi all, I re-ran the same code which worked well before but I am getting this error since I updated my alphalens. Is there anyone who can...

raoraozu