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Running cache version crashes

Hi,

Just cloned the repo, installed dependencies and ran main.py . Got the following error:

Traceback (most recent call last):
  File ".\main.py", line 49, in <module>
    X, Y = dl.AV(start, end, split, freq=freq, n_obs=n_obs, n_y=n_y, use_cache=True,
  File "D:\Users\user1\Proyects\E2E-DRO\e2edro\DataLoad.py", line 288, in AV
    X = pd.read_pickle('./cache/factor_'+freq+'.pkl')
  File "D:\Users\user1\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\io\pickle.py", line 187, in read_pickle
    return pc.load(f, encoding=None)
  File "D:\Users\user1\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\compat\pickle_compat.py", line 241, in load
    return up.load()
  File "D:\Users\user1\AppData\Local\Programs\Python\Python38\lib\pickle.py", line 1210, in load
    dispatch[key[0]](self)
  File "D:\Users\user1\AppData\Local\Programs\Python\Python38\lib\pickle.py", line 1535, in load_stack_global
    self.append(self.find_class(module, name))
  File "D:\Users\user1\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\compat\pickle_compat.py", line 180, in find_class
    return super().find_class(module, name)
  File "D:\Users\user1\AppData\Local\Programs\Python\Python38\lib\pickle.py", line 1579, in find_class
    return _getattribute(sys.modules[module], name)[0]
  File "D:\Users\user1\AppData\Local\Programs\Python\Python38\lib\pickle.py", line 331, in _getattribute
    raise AttributeError("Can't get attribute {!r} on {!r}"
AttributeError: Can't get attribute 'new_block' on <module 'pandas.core.internals.blocks' from 'D:\\Users\\user1\\AppData\\Local\\Programs\\Python\\Python38\\lib\\site-packages\\pandas\\core\\internals\\blocks.py'>

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