yfinance下载数据触发KeyError: 'Date'问题求助

我运行代码时出现KeyError: 'Date'错误，我确认自己写的日期列名'Date'和文件里的一致，但还是报错。

我的代码 #

!pip install yfinance
import pandas as pd
import numpy as np
from sklearn.ensemble import RandomForestRegressor
from sklearn.metrics import mean_squared_error
import matplotlib.pyplot as plt
import yfinance as yf

# Load your historical data into a DataFrame (make sure to have a 'Date' and 'Close' column)
# You may need to preprocess your data to have the required columns
data = yf.download("^SET.BK", start="2012-01-01", end="2023-07-01")
date_column_name = 'Date'
close_column_name = 'Close'

data[date_column_name] = pd.to_datetime(data[date_column_name])

报错信息 #

KeyError                                  Traceback (most recent call last)
/usr/local/lib/python3.10/dist-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
   3801             try:
-> 3802                 return self._engine.get_loc(casted_key)
   3803             except KeyError as err:

4 frames
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

KeyError: 'Date'

The above exception was the direct cause of the following exception:

KeyError                                  Traceback (most recent call last)
/usr/local/lib/python3.10/dist-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
   3802                 return self._engine.get_loc(casted_key)
   3803             except KeyError as err:
-> 3804                 raise KeyError(key) from err
   3805             except TypeError:
   3806                 # If we have a listlike key, _check_indexing_error will raise

问题原因及解决办法 #

问题根源 #

yfinance下载的股票数据默认把日期设置为DataFrame的索引，不是普通的列，所以直接用data['Date']访问会触发KeyError。

解决方法1：把索引转为普通列 #

如果确实需要将日期作为单独的列使用，执行以下代码：

# 将索引转为名为Date的普通列
data.reset_index(inplace=True)
# 再处理日期格式（yfinance返回的日期已经是datetime类型，这步可省略）
data[date_column_name] = pd.to_datetime(data[date_column_name])

解决方法2：直接使用索引（无需转列） #

如果只是需要获取日期信息，不需要单独列，可以直接操作索引：

# 获取日期索引
dates = data.index
# 确认索引类型（yfinance返回的索引已经是datetime64类型，这步可省略）
dates = pd.to_datetime(dates)

验证方法 #

运行以下代码查看数据结构，确认列和索引的情况：

# 查看前5行数据
print(data.head())
# 查看所有列名
print(data.columns)
# 查看索引信息
print(data.index)

内容的提问来源于stack exchange，提问作者wxrynz