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

[akitxu]

Dear All,
The statement pf.create_simple_tear_sheet(df['strategy_returns'].diff()) returns the error , returns the error.
AttributeError: module 'pandas_datareader.data' has no attribute 'get_data_google'
When importing from yahoo using yfinance or datareader, the DataFrame's index tag is named 'Date'. The problem seems to point to what should be named 'date'.
I have made the modification of this name in the DataFrame and the problem continues. How can I fix this problem?. Thanks in advanced.

Please provide the full traceback:

/home/enri/anaconda3/envs/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/site-packages/pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()

~/anaconda3/envs/yfinance1/lib/python3.9/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()

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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/site-packages/pandas/core/frame.py in __getitem__(self, key)
   3457                 return self._getitem_multilevel(key)
-> 3458             indexer = self.columns.get_loc(key)
   3459             if is_integer(indexer):

~/anaconda3/envs/yfinance1/lib/python3.9/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)
/tmp/ipykernel_3857/3291042158.py in <module>
      1 import pyfolio as pf
----> 2 pf.create_simple_tear_sheet(df['strategy_returns'].diff())

~/anaconda3/envs/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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/yfinance1/lib/python3.9/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'

Please provide any additional information below:

Versions

• Pyfolio version: 0.8.0
• Python version: 3.9.7
• Pandas version: 1.3.4
• Matplotlib version: 3.4.3

[RichardDale]

This project is no longer maintained since Quantopian no longer mantains it.

You should try a fork of it, by Stefan Jasen, which is maintained:
https://github.com/stefan-jansen/pyfolio-reloaded

@stefan-jansen and others (especially @MBounouar ) continue to improve this and other related packages like Zipline: https://github.com/stefan-jansen/zipline-reloaded