Updated for latest changes yfinance

Code updated to adapt to latest changes in finance -- columns, adj close price, datetime index

app.py

@@ -33,16 +33,17 @@ tickers = ['EWA', 'EWH', 'EWJ', 'ENZL', 'EWS']
 mkt_idx = 'IPAC'
 
 # Download historical data (daily) for the tickers and market index ETF
-data = yf.download(tickers, start="2010-09-30", end="2024-09-30", group_by='ticker')
-idx_data = yf.download(mkt_idx, start="2010-09-30", end="2024-09-30")
+data = yf.download(tickers, start="2010-09-30", end="2024-09-30", auto_adjust=False)
+idx_data = yf.download(mkt_idx, start="2010-09-30", end="2024-09-30", auto_adjust=False)
 
 # Extract the closing prices (adjusted for splits and dividends)
-prices = pd.DataFrame({ticker: data[ticker]['Adj Close'] for ticker in tickers})
-idx_prices = pd.DataFrame({mkt_idx: idx_data['Adj Close']})
+
+prices = pd.DataFrame(data['Adj Close'])
+idx_prices = pd.DataFrame(idx_data['Adj Close'])
 
 # Format the index to display only the date
-prices.index = prices.index.strftime('%Y-%m-%d')
-idx_prices.index = idx_prices.index.strftime('%Y-%m-%d')
+#prices.index = prices.index.strftime('%Y-%m-%d')
+#idx_prices.index = idx_prices.index.strftime('%Y-%m-%d')
 
 # Obtain the series of daily returns
 X = prices_to_returns(prices)