use MultiIndex.set_names for pandas 1.0

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

Apache License 2.0

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Closed altquant closed 4 years ago

altquant commented 4 years ago

fix for https://github.com/quantopian/alphalens/issues/359 which is blocking get_clean_factor_and_forward_returns for pandas>=1.0

twiecki commented 4 years ago

Thanks!