Back to Community
Security Violation(s): Insecure attribute access "alphalens.tears.create_factor_tear_sheet"

Hi,

I watch the tutorial video by Youtube 'https://www.youtube.com/watch?v=z8y-BB2Cmbk' and do the same as it described. But as I run the notebook, I got error:
Security Violation(s): Insecure attribute access "alphalens.tears.create_factor_tear_sheet"

Please have a look at my attached nootbook.

Cheers

Thomas

Loading notebook preview...
Notebook previews are currently unavailable.
3 responses

You got the security violation because there is no alphalens.tears.create_factor_tear_sheet function. See the last two cells in the attached notebook. Basically, you have to create the factor_data dataframe first by running the alphalens.utils.get_clean_factor_and_forward_returns function. Then you can call the alphalens.tears.create_full_tear_sheet function.

Loading notebook preview...
Notebook previews are currently unavailable.

Thanks!

Thanks!