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Addressing issue quantopian#336
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Added code to address issue quantopian#336. 

link: quantopian#336
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jimportico authored Jan 10, 2020
1 parent 76f4f0e commit a13233b
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion alphalens/tears.py
Original file line number Diff line number Diff line change
Expand Up @@ -412,7 +412,7 @@ def create_turnover_tear_sheet(factor_data, turnover_periods=None):

quantile_turnover = \
{p: pd.concat([perf.quantile_turnover(quantile_factor, q, p)
for q in range(1, int(quantile_factor.max()) + 1)],
for q in quantile_factor.sort_values().unique().tolist()],
axis=1)
for p in turnover_periods}

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