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Open atomicatheist opened this issue 4 years ago • 0 comments

Can anybody make sense of this...

/home/atomicatheist/anaconda3/envs/PforFC/lib/python3.8/site-packages/empyrical/utils.py:440: UserWarning: Yahoo Finance read failed: 'date', falling back to Google warnings.warn(

KeyError Traceback (most recent call last) ~/anaconda3/envs/PforFC/lib/python3.8/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance) 3360 try: -> 3361 return self._engine.get_loc(casted_key) 3362 except KeyError as err:

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

KeyError: 'date'

The above exception was the direct cause of the following exception:

KeyError Traceback (most recent call last) ~/anaconda3/envs/PforFC/lib/python3.8/site-packages/empyrical/utils.py in get_symbol_returns_from_yahoo(symbol, start, end) 435 px = web.get_data_yahoo(symbol, start=start, end=end) --> 436 px['date'] = pd.to_datetime(px['date']) 437 px.set_index('date', drop=False, inplace=True)

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/pandas/core/frame.py in getitem(self, key) 3454 return self._getitem_multilevel(key) -> 3455 indexer = self.columns.get_loc(key) 3456 if is_integer(indexer):

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance) 3362 except KeyError as err: -> 3363 raise KeyError(key) from err 3364

KeyError: 'date'

During handling of the above exception, another exception occurred:

AttributeError Traceback (most recent call last) in ----> 1 pf.create_simple_tear_sheet(portfolio_returns)

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/pyfolio/tears.py in create_simple_tear_sheet(returns, positions, transactions, benchmark_rets, slippage, estimate_intraday, live_start_date) 291 292 if benchmark_rets is None: --> 293 benchmark_rets = utils.get_symbol_rets('SPY') 294 295 if (slippage is not None) and (transactions is not None):

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/pyfolio/utils.py in get_symbol_rets(symbol, start, end) 596 """ 597 --> 598 return SETTINGS['returns_func'](symbol, 599 start=start, 600 end=end)

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/pyfolio/deprecate.py in wrapper(*args, **kwargs) 41 stacklevel=stacklevel 42 ) ---> 43 return fn(*args, **kwargs) 44 return wrapper 45 return deprecated_dec

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/pyfolio/utils.py in default_returns_func(symbol, start, end) 399 - See full explanation in tears.create_full_tear_sheet (returns). 400 """ --> 401 return empyrical.utils.default_returns_func(symbol, start=None, end=None) 402 403

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/empyrical/deprecate.py in wrapper(*args, **kwargs) 41 stacklevel=stacklevel 42 ) ---> 43 return fn(*args, **kwargs) 44 return wrapper 45 return deprecated_dec

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/empyrical/utils.py in default_returns_func(symbol, start, end) 483 if symbol == 'SPY': 484 filepath = data_path('spy.csv') --> 485 rets = get_returns_cached(filepath, 486 get_symbol_returns_from_yahoo, 487 end,

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/empyrical/utils.py in get_returns_cached(filepath, update_func, latest_dt, **kwargs) 322 323 if update_cache: --> 324 returns = update_func(**kwargs) 325 try: 326 ensure_directory(cache_dir())

~/anaconda3/envs/PforFC/lib/python3.8/site-packages/empyrical/utils.py in get_symbol_returns_from_yahoo(symbol, start, end) 441 'Yahoo Finance read failed: {}, falling back to Google'.format(e), 442 UserWarning) --> 443 px = web.get_data_google(symbol, start=start, end=end) 444 rets = px[['Close']].pct_change().dropna() 445

AttributeError: module 'pandas_datareader.data' has no attribute 'get_data_google'

Aug 12 '21 05:08 atomicatheist