Merge pull request quantopian#364 from altquant/pandas-1.0

use MultiIndex.set_names for pandas 1.0
XingfuXu · Mar 9, 2020 · ced180e · ced180e
2 parents 6f9b1ff + e1d2531
commit ced180e
Showing 1 changed file with 1 addition and 2 deletions.
diff --git a/alphalens/utils.py b/alphalens/utils.py
@@ -337,8 +337,7 @@ def compute_forward_returns(factor,
     df = df[column_list]
 
     df.index.levels[0].freq = freq
-    df.index.levels[0].name = "date"
-    df.index.levels[1].name = "asset"
+    df.index.set_names(['date', 'asset'], inplace=True)
 
     return df