Dealing with time series data which has multiple observations for the same timestamp
It looks like you have lost a bit of information in that dataset. You shouldn't have 4  measurement for one timestep for one variable - how do you know which of the first four rows to use for 2010-05-02?

I would suggest checking your data source, or then working out a way to explain the meaning of the four values... are they different somehow (using other information)?

How are you even creating lags on that Date index? Take the average over each day?
Depending on the package you use for your Dickey-Fuller test (and other methods), they might not be made to deal with identical timesteps as input... so could explain why the session crashes.