AttributeError: 'Int64Index' object has no attribute 'tz'

[EgoistaCercis]

Problem Description

Please provide a minimal, self-contained, and reproducible example:

[Paste code here]

Please provide the full traceback:

Traceback (most recent call last):
  File "D:/work/paper/test.py", line 95, in <module>
    predictive_factor, pricing, quantiles=5, bins=None, groupby=code_sec, groupby_labels=sec_names)
  File "D:\work\air_systeam\venv\lib\site-packages\alphalens\utils.py", line 832, in get_clean_factor_and_forward_returns
    cumulative_returns,
  File "D:\work\air_systeam\venv\lib\site-packages\alphalens\utils.py", line 263, in compute_forward_returns
    if factor_dateindex.tz != prices.index.tz:
AttributeError: 'Int64Index' object has no attribute 'tz'

Please provide any additional information below:

Versions

• Alphalens version: 0.4.0
• Python version: 3.7.7
• Pandas version: 1.2.4
• Matplotlib version: 3.4.2

[EgoistaCercis]

Please help me,How to solve this problem?

[chen0126]

@EgoistaCercis Have you solved this problem?