Merge pull request quantopian#354 from jimportico/flexible_binning_is…

…sue336 Addressing issue quantopian#336
alexteiga · Jan 15, 2020 · 6f9b1ff · 6f9b1ff
2 parents 76f4f0e + a462213
commit 6f9b1ff
Showing 1 changed file with 10 additions and 5 deletions.
diff --git a/alphalens/tears.py b/alphalens/tears.py
@@ -410,11 +410,16 @@ def create_turnover_tear_sheet(factor_data, turnover_periods=None):
 
     quantile_factor = factor_data['factor_quantile']
 
-    quantile_turnover = \
-        {p: pd.concat([perf.quantile_turnover(quantile_factor, q, p)
-                       for q in range(1, int(quantile_factor.max()) + 1)],
-                      axis=1)
-            for p in turnover_periods}
+    quantile_turnover = {
+        p: pd.concat(
+            [
+                perf.quantile_turnover(quantile_factor, q, p)
+                for q in quantile_factor.sort_values().unique().tolist()
+            ],
+            axis=1,
+        )
+        for p in turnover_periods
+    }
 
     autocorrelation = pd.concat(
         [perf.factor_rank_autocorrelation(factor_data, period) for period in