diff --git a/alphalens/tears.py b/alphalens/tears.py index 5616dd1e..feb1605c 100644 --- a/alphalens/tears.py +++ b/alphalens/tears.py @@ -431,7 +431,7 @@ 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(