How do I handle a date error in eventstudy package? - python

I'm trying to run multiple event studies in Python with the eventstudy package. Still, I keep getting the exact date error no matter what I do (different date formats, naming or not the columns, setting the date_format parameter,...)
Would you know what is wrong or how else I could do these multiple event studies?
This is my code now:
import eventstudy as es
import pandas as pd
returns = "C:/Users/Artur Andrade/OneDrive/Documents/_Others/Monografia/Eu/Base de dados/RETURNS.csv"
events = "C:/Users/Artur Andrade/OneDrive/Documents/_Others/Monografia/Eu/Base de dados/TESTE.csv"
es.Single.import_returns("C:/Users/Artur Andrade/OneDrive/Documents/_Others/Monografia/Eu/Base de dados/RETURNS.csv", is_price=True)
energy = es.Multiple.from_csv(
path = "C:/Users/Artur Andrade/OneDrive/Documents/_Others/Monografia/Eu/Base de dados/TESTE.csv",
event_study_model = es.Single.market_model,
event_window = (-5,+10),
estimation_size = 100,
buffer_size = 30,
ignore_errors = True
)
energy.results()
energy.plot()
And I keep getting this error:
Traceback (most recent call last):
File "C:\Users\Artur Andrade\AppData\Local\Programs\Python\Python310\lib\site-packages\pandas\core\indexes\base.py", line 3621, in get_loc
return self._engine.get_loc(casted_key)
File "pandas\_libs\index.pyx", line 136, in pandas._libs.index.IndexEngine.get_loc
File "pandas\_libs\index.pyx", line 163, in pandas._libs.index.IndexEngine.get_loc
File "pandas\_libs\hashtable_class_helper.pxi", line 5198, in pandas._libs.hashtable.PyObjectHashTable.get_item
File "pandas\_libs\hashtable_class_helper.pxi", line 5206, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: 'date'
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "C:\Users\Artur Andrade\OneDrive\Documents\_Others\Monografia\Eu\Base de dados\codigo\evento.py", line 11, in <module>
es.Single.import_returns("C:/Users/Artur Andrade/OneDrive/Documents/_Others/Monografia/Eu/Base de dados/RETURNS.csv", is_price=True)
File "C:\Users\Artur Andrade\AppData\Local\Programs\Python\Python310\lib\site-packages\eventstudy\single.py", line 327, in import_returns
data = read_csv(path, format_date=True, date_format=date_format)
File "C:\Users\Artur Andrade\AppData\Local\Programs\Python\Python310\lib\site-packages\eventstudy\utils.py", line 112, in read_csv
df[date_column] = pd.to_datetime(df[date_column], format=date_format)
File "C:\Users\Artur Andrade\AppData\Local\Programs\Python\Python310\lib\site-packages\pandas\core\frame.py", line 3505, in __getitem__
indexer = self.columns.get_loc(key)
File "C:\Users\Artur Andrade\AppData\Local\Programs\Python\Python310\lib\site-packages\pandas\core\indexes\base.py", line 3623, in get_loc
raise KeyError(key) from err
KeyError: 'date'
My database right now is just like this:
RETURNS.csv:
Date,IBOV,IEE,AESB3,EGIE3,ENBR3,EQTL3,MEGA3,NEOE3,ENEV3
2017-01-02,"59,589","36,062",14, ,11.18,10.53, , ,2.97
.
.
.
2022-09-23,"111,716","82,969",9.64,40.7,23.71,26.97,10.72,16.48,15.34
2022-09-26,"109,114","80,913",9.6,39.7,23.16,26.71,10.42,16.11,14.81
2022-09-27,"108,376","79,121",9.55,39.07,22.72,26.15,10.36,15.72,14.37
2022-09-28,"108,451","78,427",9.44,38.54,22.04,26.1,10.59,15.35,14.26
2022-09-29,"107,664","77,950",9.37,38.29,21.72,26.01,10.38,15.23,14.45
TESTE.csv:
security_ticker,market_ticker,event_date
AESB3,IBOV,2017-01-13
.
.
.
ENBR3,IBOV,2022-04-20
EQTL3,IBOV,2021-06-02
MEGA3,IBOV,2022-07-04
ENEV3,IBOV,2021-12-15

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