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Alphalens Error: 'Panel' object has no attribute 'index'

Not sure what is going on here. All help appreciated.

1 response

Please use this:

pricing = get_pricing(assets, start_date='2014-12-01', end_date='2016-02-01', fields='open_price')  

Depending on the arguments passed to get_princing you get a different output (Series vs DataFrame vs Panel). Have a look at the API documentation