Coursera Computational Finance Course - HW3 helper

gistfile1.py

#!/usr/bin/env python
# -*- coding: utf8 -*-
"""
Comp. Finance Course HW3 : Simulator
"""
import argparse as ap
import datetime as dt
import pandas as pd

import qstkutil.qsdateutil as du
import qstkutil.DataAccess as da

argparser = ap.ArgumentParser(
    description="Takes an order file and outputs a values file.")
   
argparser.add_argument("cash", type=float)
argparser.add_argument("infile")
argparser.add_argument("outfile")

args = argparser.parse_args()

print "Starting with " + str(args.cash) + " dollars."
print "Input file: " + args.infile
print "Values file: " + args.outfile

# read orders file
names_spec = ['year', 'month', 'day', 'symbol', 'direction', 'qty', 'foo']
dates_spec = {'date': ['year', 'month', 'day']}
orders = pd.read_csv(args.infile, header=None, names=names_spec,
                     parse_dates=dates_spec, index_col='date')
del orders['foo']
print orders

#wait for user input
foo = raw_input("\nPress enter\n")

#get our timestamps for our trading days, print them to the screen
startday = orders.index.min()
endday = orders.index.max()
timeofday=dt.timedelta(hours=16)
timestamps = du.getNYSEdays(startday,endday,timeofday)

print "\n\n", timestamps

#wait for user input
foo = raw_input("\nPress enter\n")

#get list of unique symbols
symbols = orders['symbol'].unique()

#load in data
dataobj = da.DataAccess('Yahoo')
close = dataobj.get_data(timestamps, symbols, "close")

print symbols
print "variable 'close' is ", type(close), " object class"
print close

I get a syntax error on pd.read.csv. It doesn't like index_col='date'. It is expecting an integer value.