diff --git a/tests/resources/pipeline_inputs/generate.py b/tests/resources/pipeline_inputs/generate.py index 6dfb563c..42021d40 100644 --- a/tests/resources/pipeline_inputs/generate.py +++ b/tests/resources/pipeline_inputs/generate.py @@ -6,7 +6,7 @@ from os.path import ( dirname, join, ) -from pandas.io.data import get_data_yahoo +from pandas_datareader.data import DataReader here = join(dirname(__file__)) @@ -15,7 +15,12 @@ def main(): symbols = ['AAPL', 'MSFT', 'BRK-A'] # Specifically chosen to include the AAPL split on June 9, 2014. for symbol in symbols: - data = get_data_yahoo(symbol, start='2014-03-01', end='2014-09-01') + data = DataReader( + symbol, + 'yahoo', + start='2014-03-01', + end='2014-09-01', + ) data.rename( columns={ 'Open': 'open', diff --git a/zipline/data/loader.py b/zipline/data/loader.py index 6b7bbf9b..779e2d28 100644 --- a/zipline/data/loader.py +++ b/zipline/data/loader.py @@ -17,7 +17,7 @@ from collections import OrderedDict import logbook import pandas as pd -from pandas.io.data import DataReader +from pandas_datareader.data import DataReader import pytz from six import iteritems from six.moves.urllib_error import HTTPError