Yahoo data source seems to not be working - any idea how to rectify this?

[GlobalBritain]

Any idea how to rectify the below?

Processing data for stock: SCT.L
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-41-c0f85326750e> in <module>
      1 tf = MyTradingFunctions()
      2 tsParams = MyTradingParams(tf)
----> 3 tradingSystem = TradingSystem(tsParams)
      4 results = tradingSystem.startTrading()

~\Anaconda3\envs\Portfolio 2\lib\site-packages\backtester\trading_system.py in __init__(self, tsParams)
     33         self.executionSystem = None
     34         self.orderPlacer = None
---> 35         self.dataParser = self.tsParams.getDataParser()
     36         self.executionSystem = self.tsParams.getExecutionSystem()
     37         self.orderPlacer = self.tsParams.getOrderPlacer()

<ipython-input-37-8cd4a1c6cc78> in getDataParser(self)
     14         '''
     15         instrumentIds = self.__tradingFunctions.getSymbolsToTrade()
---> 16         return YahooStockDataSource(
     17             cachedFolderName = 'historicalData/',
     18             dataSetId = self.__dataSetId,

~\Anaconda3\envs\Portfolio 2\lib\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()

~\Anaconda3\envs\Portfolio 2\lib\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:

~\Anaconda3\envs\Portfolio 2\lib\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

~\Anaconda3\envs\Portfolio 2\lib\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()))

~\Anaconda3\envs\Portfolio 2\lib\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<crumb>[^"]+)"\}')
     19 

~\Anaconda3\envs\Portfolio 2\lib\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):

~\Anaconda3\envs\Portfolio 2\lib\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"

[charlesschaefer]

Hi @GlobalBritain! Same error here.

I've just created a PR with the correction...

#4

[ggardiakos]

Hi @GlobalBritain! Same error here.

I've just created a PR with the correction...

#4

GOAT