diff --git a/alphalens/tears.py b/alphalens/tears.py index a193b37c..0b0eaf93 100644 --- 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