KeyError: 'date'

[veonua]

KeyError: 'date'

During handling of the above exception, another exception occurred:

KeyError Traceback (most recent call last)
/usr/local/lib/python3.6/dist-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)

Date is index field
Index(['High', 'Low', 'Open', 'Close', 'Volume', 'Adj Close'], dtype='object')

[eigenfoo]

It's a little hard to help you diagnose your issue without your code. Could you please give us a reproducible example?

[veonua]

just open https://github.com/quantopian/empyrical/blob/master/empyrical/utils.py#L436

and remove lines 436 and 437

[eigenfoo]

Please see https://github.com/quantopian/empyrical#deprecated-data-reading-via-pandas-datareader

Since #97 we have deprecated all data-reading functionality from empyrical.

[hrosspet]

and remove lines 436 and 437

and change:
rets = px[['adjclose']].pct_change().dropna()
to
rets = px[['Adj Close']].pct_change().dropna()

I made a PR, let's see if Quantutopian will merge it...