key error #47
Description
ds = YahooStockDataSource(cachedFolderName=cachedFolderName,
dataSetId=dataSetId,
instrumentIds=instrumentIds,
startDateStr=startDateStr,
endDateStr=endDateStr,
event='history')
This line gives following error.
Processing data for stock: SPY
KeyError Traceback (most recent call last)
/tmp/ipykernel_12343/1072003231.py in
13 startDateStr=startDateStr,
14 endDateStr=endDateStr,
---> 15 event='history')
16
17 # Get adjusted closing price
/opt/conda/lib/python3.7/site-packages/backtester/dataSource/yahoo_data_source.py in init(self, cachedFolderName, dataSetId, instrumentIds, startDateStr, endDateStr, event, adjustPrice, downloadId, liveUpdates, pad)
117 self.event = event
118 if liveUpdates:
--> 119 self._allTimes, self._groupedInstrumentUpdates = self.getGroupedInstrumentUpdates()
120 self.processGroupedInstrumentUpdates()
121 self._bookDataFeatureKeys = self.__bookDataByFeature.keys()
/opt/conda/lib/python3.7/site-packages/backtester/dataSource/data_source.py in getGroupedInstrumentUpdates(self)
65 print('Processing data for stock: %s' % (instrumentId))
66 fileName = self.getFileName(instrumentId)
---> 67 if not self.downloadAndAdjustData(instrumentId, fileName):
68 continue
69 with open(fileName) as f:
/opt/conda/lib/python3.7/site-packages/backtester/dataSource/yahoo_data_source.py in downloadAndAdjustData(self, instrumentId, fileName)
131 def downloadAndAdjustData(self, instrumentId, fileName):
132 if not os.path.isfile(fileName):
--> 133 if not downloadFileFromYahoo(self._startDate, self._endDate, instrumentId, fileName):
134 logError('Skipping %s:' % (instrumentId))
135 return False
/opt/conda/lib/python3.7/site-packages/backtester/dataSource/data_source_utils.py in downloadFileFromYahoo(startDate, endDate, instrumentId, fileName, event)
28 def downloadFileFromYahoo(startDate, endDate, instrumentId, fileName, event='history'):
29 logInfo('Downloading %s' % fileName)
---> 30 cookie, crumb = getCookieForYahoo(instrumentId)
31 start = int(mktime(startDate.timetuple()))
32 end = int(mktime(endDate.timetuple()))
/opt/conda/lib/python3.7/site-packages/backtester/dataSource/data_source_utils.py in getCookieForYahoo(instrumentId)
15 req = requests.get(url)
16 txt = req.content
---> 17 cookie = req.cookies['B']
18 pattern = re.compile('.*"CrumbStore":{"crumb":"(?P[^"]+)"}')
19
/opt/conda/lib/python3.7/site-packages/requests/cookies.py in getitem(self, name)
326 .. warning:: operation is O(n), not O(1).
327 """
--> 328 return self._find_no_duplicates(name)
329
330 def setitem(self, name, value):
/opt/conda/lib/python3.7/site-packages/requests/cookies.py in _find_no_duplicates(self, name, domain, path)
397 if toReturn:
398 return toReturn
--> 399 raise KeyError('name=%r, domain=%r, path=%r' % (name, domain, path))
400
401 def getstate(self):
KeyError: "name='B', domain=None, path=None"
Tried locally and on cloud.
Please let me know what is wrong.(all necessary modules are imported)
Also I didn't edit file from tutorial--> pairs_trading.ipynb