Panel constructor not properly called

Question

I have code as following:

import pandas as pd
import numpy as np
import datetime
from datetime import datetime
from datetime import timedelta
import pytz

start_date = '2015-01-01'
end_date = '2017-09-15'

def data_symbol():
    dates=pd.date_range(start_date,end_date) 
    df=pd.DataFrame(index=dates)
    df_temp=pd.read_csv('/home/furqan/Desktop/python_data/AVN.csv',usecols=['Date','Open', 'High', 'Low', 'Close', 'Volume'],
                        parse_dates=True,index_col='Date',na_values=['nan'])
    #df_temp = df_temp.rename(columns={'Close': 'price'})
    df=df.join(df_temp)
    df=df.fillna(method='ffill')
    df=df.fillna(method='bfill')
    df.index.names = ['Date']
    return df
data = data_symbol()
print(data)
panel = pd.Panel(data)
panel.minor_axis = ['Open', 'High', 'Low', 'Close', 'Volume']
panel.major_axis = panel.major_axis.tz_localize(pytz.utc)

After printing data it results in an error as follows: "Panel constructor not properly called!" The data is as follows:

             Open   High    Low  Close     Volume
Date                                             
2015-01-01  33.85  35.30  33.40  35.07  1222500.0
2015-01-02  35.07  36.82  35.00  36.32  1252000.0
2015-01-03  35.07  36.82  35.00  36.32  1252000.0
2015-01-04  35.07  36.82  35.00  36.32  1252000.0
2015-01-05  36.32  36.30  35.31  35.76   629500.0
2015-01-06  35.76  35.92  34.75  34.87   585000.0
2015-01-07  34.87  35.85  34.90  35.23   341000.0
2015-01-08  35.23  35.50  34.76  34.92   253500.0
2015-01-09  34.92  35.50  34.60  34.73   310500.0

The purpose to convert it into panel data so that I can use the local data file in Zipline.

Answer 1

I just faced this problem recently and fixed it by changing this line:

data = data_symbol()

into

data['abc'] = data_symbol()

change 'abc' into whatever name you like