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fix outdated api #119

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fix outdated api #119

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4 changes: 1 addition & 3 deletions empyrical/utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -433,9 +433,7 @@ def get_symbol_returns_from_yahoo(symbol, start=None, end=None):

try:
px = web.get_data_yahoo(symbol, start=start, end=end)
px['date'] = pd.to_datetime(px['date'])
px.set_index('date', drop=False, inplace=True)
rets = px[['adjclose']].pct_change().dropna()
rets = px[['Adj Close']].pct_change().dropna()
except Exception as e:
warnings.warn(
'Yahoo Finance read failed: {}, falling back to Google'.format(e),
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