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Description
When running this:
import pybacktest
ohlc = pybacktest.load_from_yahoo('SPY')
Raises error:
---------------------------------------------------------------------------
OverflowError Traceback (most recent call last)
<ipython-input-14-09359e4057e9> in <module>()
----> 1 ohlc = pybacktest.load_from_yahoo('SPY')
~/.pyenv/versions/3.5.3/envs/acdt/lib/python3.5/site-packages/pybacktest/data.py in load_from_yahoo(ticker, start, adjust_close)
24 for t in ticker})
25
---> 26 data = dr.DataReader(ticker, data_source='yahoo', start=start)
27 r = data['Adj Close'] / data['Close']
28 ohlc_cols = ['Open', 'High', 'Low', 'Close']
~/.pyenv/versions/3.5.3/envs/acdt/lib/python3.5/site-packages/pandas_datareader/data.py in DataReader(name, data_source, start, end, retry_count, pause, session, access_key)
119 adjust_price=False, chunksize=25,
120 retry_count=retry_count, pause=pause,
--> 121 session=session).read()
122
123 elif data_source == "yahoo-actions":
~/.pyenv/versions/3.5.3/envs/acdt/lib/python3.5/site-packages/pandas_datareader/yahoo/daily.py in read(self)
113 """ read one data from specified URL """
114 try:
--> 115 df = super(YahooDailyReader, self).read()
116 if self.ret_index:
117 df['Ret_Index'] = _calc_return_index(df['Adj Close'])
~/.pyenv/versions/3.5.3/envs/acdt/lib/python3.5/site-packages/pandas_datareader/base.py in read(self)
179 if isinstance(self.symbols, (compat.string_types, int)):
180 df = self._read_one_data(self.url,
--> 181 params=self._get_params(self.symbols))
182 # Or multiple symbols, (e.g., ['GOOG', 'AAPL', 'MSFT'])
183 elif isinstance(self.symbols, DataFrame):
~/.pyenv/versions/3.5.3/envs/acdt/lib/python3.5/site-packages/pandas_datareader/yahoo/daily.py in _get_params(self, symbol)
97
98 def _get_params(self, symbol):
---> 99 unix_start = int(time.mktime(self.start.timetuple()))
100 day_end = self.end.replace(hour=23, minute=59, second=59)
101 unix_end = int(time.mktime(day_end.timetuple()))
OverflowError: mktime argument out of range
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