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 Index instead of pd.Series.Hence, Index object hasn't have function get_values().
When invoke the function
alphalens.tears.create_turnover_tear_sheetalphalens.tears.create_turnover_tear_sheet()without allocating the paramturnover_period, may cause theAttributeError: 'Index' object has no attribute 'get_values'.It is because theutils.get_forward_returns_columns()returns columns as an object ofIndexinstead ofpd.Series.Hence,Indexobject hasn't have functionget_values().