I've just upgrade Big Sur 11.0.1 and I'm facing some issue while trying to execute a notebook. Weird because it worked on Catalina. Could anyone help ?
import numpy as np
import pandas as pd
import yfinance as yf
# In[56]:
#parameters
RISKY_ASSET = 'ADBE'
START_DATE = '2017-01-01'
END_DATE = '2020-07-31'
# In[57]:
#Download data:
df = yf.download(RISKY_ASSET, start=START_DATE, end=END_DATE, adjusted=True)
# In[58]:
#daily return
adj_close = df['Adj Close']
returns = adj_close.pct_change().dropna()
print(f'Average return: {100 * returns.mean():.2f}%')
returns.plot(title=f'{RISKY_ASSET} returns: {START_DATE} - {END_DATE}')
# In[59]:
#Split the data into training and test sets:
train = returns['2017-01-01':'2020-06-30']
test = returns['2020-07-01':'2020-07-31']
# In[60]:
#parameters of the simulation:
T = len(test)
N = len(test)
S_0 = adj_close[train.index[-1].date()]
N_SIM = 1000
mu = train.mean()
sigma = train.std()
Error:
---------------------------------------------------------------------------
KeyError Traceback (most recent call last)
<ipython-input-7-9316c025c623> in <module>
2 T = len(test)
3 N = len(test)
----> 4 S_0 = adj_close[train.index[-1].date()]
5 N_SIM = 1000
6 mu = train.mean()
~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/series.py in __getitem__(self, key)
880
881 elif key_is_scalar:
--> 882 return self._get_value(key)
883
884 if is_hashable(key):
~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/series.py in _get_value(self, label, takeable)
987
988 # Similar to Index.get_value, but we do not fall back to positional
--> 989 loc = self.index.get_loc(label)
990 return self.index._get_values_for_loc(self, loc, label)
991
~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/indexes/datetimes.py in get_loc(self, key, method, tolerance)
620 else:
621 # unrecognized type
--> 622 raise KeyError(key)
623
624 try:
KeyError: datetime.date(2019, 12, 31) ```
The issue is actually due to the version of my Pandas. I have downgraded it to 1.0.5 and everything works know !
In a command terminal:
pip install pandas == 1.0.5