I'd like to use Alphalens to evaluate a factor on just one security. However, I always end up with an error:
ValueError: Bin edges must be unique I've tried to work around it using ranking instead of raw numbers (guaranteed no duplicate values), trying bins instead of quantiles, using defined bins instead of equally-sized, etc, but I cannot seem to get it going.
This Pull Request says that this error happens when you have a "single value for factor per group (only one value over a date, or sector)" - pretty sure this is what I'm hitting.
Big picture question: Can Alphalens be used to check out signal alpha on a single equity?
More direct question: If so, what do I need to do to get it working? (Please see attached notebook)