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Addressing issue #336
Added code to address issue #336. link: #336
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alphalens/tears.py

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@@ -412,7 +412,7 @@ def create_turnover_tear_sheet(factor_data, turnover_periods=None):
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quantile_turnover = \
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{p: pd.concat([perf.quantile_turnover(quantile_factor, q, p)
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for q in range(1, int(quantile_factor.max()) + 1)],
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for q in quantile_factor.sort_values().unique().tolist()],
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axis=1)
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for p in turnover_periods}
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