get_banchmark_returns can't handle google finance http response format

[tfwnicholson]

Environment:

alembic 0.9.6
bcolz 0.12.1
Bottleneck 1.2.1
certifi 2016.2.28 py35_0
certifi 2017.11.5
chardet 3.0.4
click 6.7
contextlib2 0.5.5
cyordereddict 1.0.0
Cython 0.27.3
decorator 4.1.2
empyrical 0.3.3
idna 2.6
intervaltree 2.1.0
Logbook 1.1.0
lru-dict 1.1.6
Mako 1.0.7
MarkupSafe 1.0
multipledispatch 0.4.9
networkx 2.0
numexpr 2.6.4
numpy 1.13.3
openssl 1.0.2l 0
pandas 0.18.1
pandas-datareader 0.5.0
patsy 0.4.1
pip 9.0.1 py35_1
python 3.5.4 0
python-dateutil 2.6.1
python-editor 1.0.3
pytz 2017.3
readline 6.2 2
requests 2.18.4
requests-file 1.4.2
requests-ftp 0.3.1
scipy 1.0.0
setuptools 36.4.0 py35_1
six 1.11.0
sortedcontainers 1.5.7
SQLAlchemy 1.1.15
sqlite 3.13.0 0
statsmodels 0.8.0
tables 3.4.2
tk 8.5.18 0
toolz 0.8.2
urllib3 1.22
wheel 0.29.0 py35_0
xz 5.2.3 0
zipline 1.1.1
zlib 1.2.11 0

Description of problem

Trying to create a new, blank trading environment throws the error:

Traceback (most recent call last):
  File "tmp.py", line 3, in <module>
    trading_environment = TradingEnvironment()
  File "~/anaconda3/envs/tmp/lib/python3.5/site-packages/zipline/finance/trading.py", line 99, in __init__
    self.bm_symbol,
  File "~/anaconda3/envs/tmp/lib/python3.5/site-packages/zipline/data/loader.py", line 166, in load_market_data
    environ,
  File "~/anaconda3/envs/tmp/lib/python3.5/site-packages/zipline/data/loader.py", line 230, in ensure_benchmark_data
    last_date,
  File "~/anaconda3/envs/tmp/lib/python3.5/site-packages/zipline/data/benchmarks.py", line 50, in get_benchmark_returns
    last_date
  File "~/anaconda3/envs/tmp/lib/python3.5/site-packages/pandas_datareader/data.py", line 137, in DataReader
    session=session).read()
  File "~/anaconda3/envs/tmp/lib/python3.5/site-packages/pandas_datareader/base.py", line 181, in read 
    params=self._get_params(self.symbols))
  File "~/anaconda3/envs/tmp/lib/python3.5/site-packages/pandas_datareader/base.py", line 79, in _read_one_data
    out = self._read_url_as_StringIO(url, params=params)
  File "~/anaconda3/envs/tmp/lib/python3.5/site-packages/pandas_datareader/base.py", line 98, in _read_url_as_StringIO
    out.write(bytes_to_str(text))
  File "~/anaconda3/envs/tmp/lib/python3.5/site-packages/pandas/compat/__init__.py", line 72, in bytes_to_str
    return b.decode(encoding or 'utf-8')
UnicodeDecodeError: 'utf-8' codec can't decode byte 0xe3 in position 33091: invalid continuation byte

Reproduction steps

Setup conda environment:

conda create -n tmp python=3.5
source activate tmp

Install zipline

pip install zipline

Run the code:

from zipline.finance.trading import TradingEnvironment
  
trading_environment = TradingEnvironment()

Abover error is thrown

[freddiev4]

Hi @tfwnicholson I've opened a PR #2031 to handle this. I'm also going to close this in favor of #2036. You can read the discussion there/feel free to post there 🙂

Feel free to re-open if you experience other issues.