Pulling Data from Yahoo Broken?

James Scarr

stock = '^GSPC'
        global startDate
        global endDate
        global startYear
        startYear = years[i]
        endYear = years[i+1]
        strategy = OptimisedPoundCostAveraging
        if strategy == OptimisedPoundCostAveraging:
            startDate = datetime.datetime(startYear-1,1,1)
        else:
            startDate = datetime.datetime(startYear,1,1)
        endDate = datetime.datetime(endYear,1,1)
        
        stockData = pdr.get_data_yahoo(stock, startDate, endDate)

        # Actual start date is the start of the following day 
        global actualStart
        actualStart = stockData.index[0]
        # Put data in a format that BackTrader understands
        data = bt.feeds.PandasData(dataname=stockData)

        # Pound Cost Averaging
        cerebro = bt.Cerebro()
        cerebro.adddata(data)
        cerebro.addstrategy(strategy)

This code used to run until around a month ago when it started producing this error:

Traceback (most recent call last):
  File "/Users/jamesscarr/Library/Mobile Documents/com~apple~CloudDocs/Moneykey/Backtesting/Final.py", line 301, in <module>
    run()
  File "/Users/jamesscarr/Library/Mobile Documents/com~apple~CloudDocs/Moneykey/Backtesting/Final.py", line 271, in run
    stockData = pdr.get_data_yahoo(stock, startDate, endDate)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/pandas_datareader/data.py", line 80, in get_data_yahoo
    return YahooDailyReader(*args, **kwargs).read()
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/pandas_datareader/base.py", line 253, in read
    df = self._read_one_data(self.url, params=self._get_params(self.symbols))
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/pandas_datareader/yahoo/daily.py", line 153, in _read_one_data
    data = j["context"]["dispatcher"]["stores"]["HistoricalPriceStore"]
TypeError: string indices must be integers

Does anyone know if this is an issue with Yahoo updating their data format? Or perhaps a bug in Backtrader? I would be extremely grateful if anyone could shed some light on this situation. If anyone can provide a solution to get this up and running I will buy them a coffee (please leave your PayPal email address at the end of the solution).

Tagging @run-out as they helped me with a previous issue and seemed very knowledgeable.

Kind regards,
James