Describe the bug
I am getting the above runtime error while executing alphalens_signals_quality.ipynb in line from Alphalens library function
factor_data = get_clean_factor_and_forward_returns(factor=factor, prices=trade_prices,quantiles=5, periods=(1, 5, 10, 21)) . Appears to be a compatibility issue with pandas library .
To Reproduce
In case you are not running the current version of the notebook/script as found on GitHub.
Describe the bug I am getting the above runtime error while executing alphalens_signals_quality.ipynb in line from Alphalens library function factor_data = get_clean_factor_and_forward_returns(factor=factor, prices=trade_prices,quantiles=5, periods=(1, 5, 10, 21)) . Appears to be a compatibility issue with pandas library .
To Reproduce
Steps to reproduce the behavior:
factor_data = get_clean_factor_and_forward_returns(factor=factor, prices=trade_prices,quantiles=5, periods=(1, 5, 10, 21)) .
Expected behavior A clear and concise description of what you expected to happen.
Screenshots If applicable, add screenshots to help explain your problem.
Environment
I am using - OS: Windows 10 alphalens-0.3.6 pandas 1.3.5 python 3.7
Additional context Add any other context about the problem here.