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Alphalens versions

If we import alphalens into quantopian and try to use the function


we get a bunch of deprecation warnings. For example:

/usr/local/lib/python2.7/dist-packages/ DeprecationWarning: This function is deprecated and will be removed in the future. Please use the new API instead.

I did some digging and from what I can understand it seems that the alphalens has a new API. It should now be used in the following way:

factor_data = utils.get_clean_factor_and_forward_returns(factor, prices, quantiles)

However when I try that inside quantopian the second line gives me a security exception:

SecurityViolation: 0002 Security Violation(s): Accessing alphalens.create_full_tear_sheet raised an AttributeError. No attributes with a similar name were found.

Am I doing something wrong? How are we supposed to use alphalens? Just live with the deprecation warnings?

More generally, how can I find out which version of which modules quantopian uses internally?

Thank you.

2 responses

EDIT: I was incorrect on this, the issue isn't with the security whitelist, it's the function path. Luca's answer is correct, I've updated my post to avoid confusion.


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uhm, I believe the attribute error was raised because the function to be called is alphalens.tears.create_full_tear_sheet (note .tears)

Also Alphalens doesn't show a version because the code in research is not up-to-date, in the more recent versions of the library it works fine.