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:

[Paste code here]

Please provide the full traceback:

[Paste traceback here]

Please provide any additional information below:

Versions

• Alphalens version:
• Python version:
• Pandas version:
• Matplotlib version:

[wukan1986]

371