Hi Matt,
I can reproduce the error. It is a problem with the ViewPyObject functionality not understanding timezone aware datetimes as used within pandas. I had not seen this problem before. yfinance has started returning datetimes with timezones since I created that demo in 2022.
I will improve the ViewPyObject() functionality in the next xlSlim release.
In the meantime, to get the yfinance demo to work, please downgrade to yfinance 0.1.70.
I did this using:
pip uninstall yfinance
pip install yfinance==0.1.70
Thank you for raising this.
All the best,
Russel