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/ipykernel_launcher.py:6: 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?