Comments (16)
shlomiku
commented on June 29, 2024
4
Hi @TheSnoozer,
not in a specific order, but these are some of the things ahead:
- minute data from alpaca
- moving IB to Ibinsync
- Factors from yahoo finance
- Factors from sharadar
- Integration with alphalens
- Technical analysis integration. don't which package to adopt yet (talib, btalib, pandas_ta, ta)
- optimize api alternative (cvxpy/cvxopt)
- ML Tutorials (sklearn probably)
- other data sources (IEX, Polygon, ...)
- other Broker Integrations
- Working with Crypto assets
- Differential DB - so ingestion won't be such a pain
but it all depends on how the community around this package grows
from zipline-trader.
spitzbubchen
commented on June 29, 2024
1
Yes, that was the problem. Thanks! Please feel free to close this issue.
from zipline-trader.
shlomiku
commented on June 29, 2024
Hi, try using python 3.6.
Other versions will be supported in the future after I get everything stabled.
from zipline-trader.
TheSnoozer
commented on June 29, 2024
Sorry for hijacking this issue...would you mind to perhaps elaborate on you idea/plans to 'get everything stable'? I guess if you would be able to split this in small or bigger chunks (or perhaps just a general road map) you potentially could leverage parts of community input/contributions
from zipline-trader.
spitzbubchen
commented on June 29, 2024
Still no luck... This is what I tried:
sudo add-apt-repository ppa:deadsnakes/ppa
sudo apt-get update
sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev hdf5-tools python3-virtualenv python3.6
git clone https://github.com/shlomikushchi/zipline-trader.git
cd zipline-trader
virtualenv -p python3.6 venv-3.6
. venv-3.6/bin/activate
pip install -e .
(venv-3.6) spitz:~/Projects/zipline-trader$ pip install -e .
Obtaining file:///home/rod/Projects/zipline-trader
Requirement already satisfied: pip>=7.1.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (20.3.3)
Requirement already satisfied: setuptools>18.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (51.0.0)
Requirement already satisfied: Logbook>=0.12.5 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.5.3)
Requirement already satisfied: click>=4.0.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (7.1.2)
Requirement already satisfied: six>=1.10.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.15.0)
Requirement already satisfied: python-interface>=1.5.3 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.6.0)
Requirement already satisfied: multipledispatch>=0.6.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (0.6.0)
Requirement already satisfied: toolz>=0.8.2 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (0.11.1)
Requirement already satisfied: numpy>=1.11.3 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.19.4)
Requirement already satisfied: pandas<=0.22,>=0.18.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (0.22.0)
Requirement already satisfied: pandas-datareader<0.9.0,>=0.2.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (0.8.1)
Requirement already satisfied: scipy>=0.17.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.5.4)
Requirement already satisfied: patsy>=0.4.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (0.5.1)
Requirement already satisfied: statsmodels>=0.6.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (0.12.1)
Requirement already satisfied: empyrical>=0.5.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (0.5.5)
Requirement already satisfied: pytz>=2018.5 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (2020.4)
Requirement already satisfied: iso3166>=0.9 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.0.1)
Requirement already satisfied: trading-calendars>=1.6.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (2.1.0)
Requirement already satisfied: requests>=2.9.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (2.25.1)
Requirement already satisfied: sqlalchemy>=1.0.8 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.3.22)
Requirement already satisfied: tables>=3.4.3 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (3.6.1)
Requirement already satisfied: lru-dict>=1.1.4 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.1.6)
Requirement already satisfied: intervaltree>=2.1.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (3.1.0)
Requirement already satisfied: bottleneck>=1.0.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.3.2)
Requirement already satisfied: networkx<2.0,>=1.9.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.11)
Requirement already satisfied: numexpr>=2.6.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (2.7.1)
Requirement already satisfied: iso4217>=1.6.20180829 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.6.20180829)
Requirement already satisfied: websockets<9,>=7.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (8.1)
Requirement already satisfied: PyYAML==5.3.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (5.3.1)
Requirement already satisfied: IbPy2==0.8.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (0.8.0)
Requirement already satisfied: polling==0.3.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (0.3.1)
Requirement already satisfied: h5py==2.10.0 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (2.10.0)
Requirement already satisfied: html5lib==1.1 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (1.1)
Requirement already satisfied: beautifulsoup4==4.9.3 in ./venv-3.6/lib/python3.6/site-packages (from zipline-trader==1.5.0rc7+66.g1af970ca) (4.9.3)
Collecting bcolz==1.2.1
Using cached bcolz-1.2.1.tar.gz (1.5 MB)
Requirement already satisfied: soupsieve>1.2 in ./venv-3.6/lib/python3.6/site-packages (from beautifulsoup4==4.9.3->zipline-trader==1.5.0rc7+66.g1af970ca) (2.1)
Requirement already satisfied: webencodings in ./venv-3.6/lib/python3.6/site-packages (from html5lib==1.1->zipline-trader==1.5.0rc7+66.g1af970ca) (0.5.1)
Collecting alembic>=0.7.7
Using cached alembic-1.4.3-py2.py3-none-any.whl (159 kB)
Requirement already satisfied: Mako in ./venv-3.6/lib/python3.6/site-packages (from alembic>=0.7.7->zipline-trader==1.5.0rc7+66.g1af970ca) (1.1.3)
Requirement already satisfied: python-editor>=0.3 in ./venv-3.6/lib/python3.6/site-packages (from alembic>=0.7.7->zipline-trader==1.5.0rc7+66.g1af970ca) (1.0.4)
Requirement already satisfied: python-dateutil in ./venv-3.6/lib/python3.6/site-packages (from alembic>=0.7.7->zipline-trader==1.5.0rc7+66.g1af970ca) (2.8.1)
Collecting alpaca-trade-api>=0.51.0
Using cached alpaca_trade_api-0.51.0-py3-none-any.whl (39 kB)
Requirement already satisfied: websocket-client<1,>=0.56.0 in ./venv-3.6/lib/python3.6/site-packages (from alpaca-trade-api>=0.51.0->zipline-trader==1.5.0rc7+66.g1af970ca) (0.57.0)
Requirement already satisfied: urllib3<1.26,>1.24 in ./venv-3.6/lib/python3.6/site-packages (from alpaca-trade-api>=0.51.0->zipline-trader==1.5.0rc7+66.g1af970ca) (1.25.11)
Requirement already satisfied: sortedcontainers<3.0,>=2.0 in ./venv-3.6/lib/python3.6/site-packages (from intervaltree>=2.1.0->zipline-trader==1.5.0rc7+66.g1af970ca) (2.3.0)
Requirement already satisfied: decorator>=3.4.0 in ./venv-3.6/lib/python3.6/site-packages (from networkx<2.0,>=1.9.1->zipline-trader==1.5.0rc7+66.g1af970ca) (4.4.2)
Requirement already satisfied: lxml in ./venv-3.6/lib/python3.6/site-packages (from pandas-datareader<0.9.0,>=0.2.1->zipline-trader==1.5.0rc7+66.g1af970ca) (4.6.2)
Requirement already satisfied: certifi>=2017.4.17 in ./venv-3.6/lib/python3.6/site-packages (from requests>=2.9.1->zipline-trader==1.5.0rc7+66.g1af970ca) (2020.12.5)
Requirement already satisfied: chardet<5,>=3.0.2 in ./venv-3.6/lib/python3.6/site-packages (from requests>=2.9.1->zipline-trader==1.5.0rc7+66.g1af970ca) (4.0.0)
Requirement already satisfied: idna<3,>=2.5 in ./venv-3.6/lib/python3.6/site-packages (from requests>=2.9.1->zipline-trader==1.5.0rc7+66.g1af970ca) (2.10)
Requirement already satisfied: MarkupSafe>=0.9.2 in ./venv-3.6/lib/python3.6/site-packages (from Mako->alembic>=0.7.7->zipline-trader==1.5.0rc7+66.g1af970ca) (1.1.1)
Building wheels for collected packages: bcolz
Building wheel for bcolz (setup.py) ... error
ERROR: Command errored out with exit status 1:
command: /home/rod/Projects/zipline-trader/venv-3.6/bin/python -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-install-lmc595fj/bcolz_c1a6b6cd231740f195e3ed66b7b82779/setup.py'"'"'; __file__='"'"'/tmp/pip-install-lmc595fj/bcolz_c1a6b6cd231740f195e3ed66b7b82779/setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' bdist_wheel -d /tmp/pip-wheel-z6d8sxor
cwd: /tmp/pip-install-lmc595fj/bcolz_c1a6b6cd231740f195e3ed66b7b82779/
Complete output (76 lines):
SSE2 detected
AVX2 detected
running bdist_wheel
running build
running build_py
creating build
creating build/lib.linux-x86_64-3.6
creating build/lib.linux-x86_64-3.6/bcolz
copying bcolz/attrs.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/defaults.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/arrayprint.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/utils.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/py2help_tests.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/version.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/toplevel.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/py2help.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/__init__.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/ctable.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/chunked_eval.py -> build/lib.linux-x86_64-3.6/bcolz
creating build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/common.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_carray.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/__init__.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/all.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_ndcarray.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_attrs.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_queries.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_carray_objects.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_ctable.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/carray_ext.pxd -> build/lib.linux-x86_64-3.6/bcolz
running build_ext
skipping 'bcolz/carray_ext.c' Cython extension (up-to-date)
building 'bcolz.carray_ext' extension
creating build/temp.linux-x86_64-3.6
creating build/temp.linux-x86_64-3.6/bcolz
creating build/temp.linux-x86_64-3.6/c-blosc
creating build/temp.linux-x86_64-3.6/c-blosc/blosc
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/lz4-1.8.1.2
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/snappy-1.1.1
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zlib-1.2.8
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/compress
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/deprecated
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/decompress
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/legacy
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/dictBuilder
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/common
x86_64-linux-gnu-gcc -pthread -DNDEBUG -g -fwrapv -O2 -Wall -g -fdebug-prefix-map=/build/python3.6-yK1u7P/python3.6-3.6.12=. -specs=/usr/share/dpkg/no-pie-compile.specs -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -DHAVE_LZ4=1 -DHAVE_SNAPPY=1 -DHAVE_ZLIB=1 -DHAVE_ZSTD=1 -Ibcolz -Ic-blosc/blosc -Ic-blosc/internal-complibs/lz4-1.8.1.2 -Ic-blosc/internal-complibs/zstd-1.3.4 -Ic-blosc/internal-complibs/snappy-1.1.1 -Ic-blosc/internal-complibs/zlib-1.2.8 -Ic-blosc/internal-complibs/zstd-1.3.4/compress -Ic-blosc/internal-complibs/zstd-1.3.4/deprecated -Ic-blosc/internal-complibs/zstd-1.3.4/decompress -Ic-blosc/internal-complibs/zstd-1.3.4/legacy -Ic-blosc/internal-complibs/zstd-1.3.4/dll -Ic-blosc/internal-complibs/zstd-1.3.4/dictBuilder -Ic-blosc/internal-complibs/zstd-1.3.4/common -I/home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include -I/home/rod/Projects/zipline-trader/venv-3.6/include -I/usr/include/python3.6m -c bcolz/carray_ext.c -o build/temp.linux-x86_64-3.6/bcolz/carray_ext.o -DSHUFFLE_SSE2_ENABLED -msse2 -DSHUFFLE_AVX2_ENABLED -mavx2
In file included from /home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include/numpy/ndarraytypes.h:1822,
from /home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include/numpy/ndarrayobject.h:12,
from /home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include/numpy/arrayobject.h:4,
from bcolz/carray_ext.c:525:
/home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include/numpy/npy_1_7_deprecated_api.h:17:2: warning: #warning "Using deprecated NumPy API, disable it with " "#define NPY_NO_DEPRECATED_API NPY_1_7_API_VERSION" [-Wcpp]
17 | #warning "Using deprecated NumPy API, disable it with " \
| ^~~~~~~
x86_64-linux-gnu-gcc -pthread -DNDEBUG -g -fwrapv -O2 -Wall -g -fdebug-prefix-map=/build/python3.6-yK1u7P/python3.6-3.6.12=. -specs=/usr/share/dpkg/no-pie-compile.specs -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -DHAVE_LZ4=1 -DHAVE_SNAPPY=1 -DHAVE_ZLIB=1 -DHAVE_ZSTD=1 -Ibcolz -Ic-blosc/blosc -Ic-blosc/internal-complibs/lz4-1.8.1.2 -Ic-blosc/internal-complibs/zstd-1.3.4 -Ic-blosc/internal-complibs/snappy-1.1.1 -Ic-blosc/internal-complibs/zlib-1.2.8 -Ic-blosc/internal-complibs/zstd-1.3.4/compress -Ic-blosc/internal-complibs/zstd-1.3.4/deprecated -Ic-blosc/internal-complibs/zstd-1.3.4/decompress -Ic-blosc/internal-complibs/zstd-1.3.4/legacy -Ic-blosc/internal-complibs/zstd-1.3.4/dll -Ic-blosc/internal-complibs/zstd-1.3.4/dictBuilder -Ic-blosc/internal-complibs/zstd-1.3.4/common -I/home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include -I/home/rod/Projects/zipline-trader/venv-3.6/include -I/usr/include/python3.6m -c c-blosc/blosc/shuffle-generic.c -o build/temp.linux-x86_64-3.6/c-blosc/blosc/shuffle-generic.o -DSHUFFLE_SSE2_ENABLED -msse2 -DSHUFFLE_AVX2_ENABLED -mavx2
x86_64-linux-gnu-gcc -pthread -DNDEBUG -g -fwrapv -O2 -Wall -g -fdebug-prefix-map=/build/python3.6-yK1u7P/python3.6-3.6.12=. -specs=/usr/share/dpkg/no-pie-compile.specs -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -DHAVE_LZ4=1 -DHAVE_SNAPPY=1 -DHAVE_ZLIB=1 -DHAVE_ZSTD=1 -Ibcolz -Ic-blosc/blosc -Ic-blosc/internal-complibs/lz4-1.8.1.2 -Ic-blosc/internal-complibs/zstd-1.3.4 -Ic-blosc/internal-complibs/snappy-1.1.1 -Ic-blosc/internal-complibs/zlib-1.2.8 -Ic-blosc/internal-complibs/zstd-1.3.4/compress -Ic-blosc/internal-complibs/zstd-1.3.4/deprecated -Ic-blosc/internal-complibs/zstd-1.3.4/decompress -Ic-blosc/internal-complibs/zstd-1.3.4/legacy -Ic-blosc/internal-complibs/zstd-1.3.4/dll -Ic-blosc/internal-complibs/zstd-1.3.4/dictBuilder -Ic-blosc/internal-complibs/zstd-1.3.4/common -I/home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include -I/home/rod/Projects/zipline-trader/venv-3.6/include -I/usr/include/python3.6m -c c-blosc/blosc/shuffle.c -o build/temp.linux-x86_64-3.6/c-blosc/blosc/shuffle.o -DSHUFFLE_SSE2_ENABLED -msse2 -DSHUFFLE_AVX2_ENABLED -mavx2
c-blosc/blosc/shuffle.c:170:1: error: conflicting types for ‘_xgetbv’
170 | _xgetbv(uint32_t xcr) {
| ^~~~~~~
In file included from /usr/lib/gcc/x86_64-linux-gnu/9/include/immintrin.h:43,
from c-blosc/blosc/blosc-common.h:77,
from c-blosc/blosc/shuffle.h:18,
from c-blosc/blosc/shuffle.c:10:
/usr/lib/gcc/x86_64-linux-gnu/9/include/xsaveintrin.h:60:1: note: previous definition of ‘_xgetbv’ was here
60 | _xgetbv (unsigned int __A)
| ^~~~~~~
In file included from c-blosc/blosc/shuffle.c:11:
c-blosc/blosc/shuffle-generic.h:61:13: warning: ‘unshuffle_generic_inline’ defined but not used [-Wunused-function]
61 | static void unshuffle_generic_inline(const size_t type_size,
| ^~~~~~~~~~~~~~~~~~~~~~~~
c-blosc/blosc/shuffle-generic.h:32:13: warning: ‘shuffle_generic_inline’ defined but not used [-Wunused-function]
32 | static void shuffle_generic_inline(const size_t type_size,
| ^~~~~~~~~~~~~~~~~~~~~~
error: command 'x86_64-linux-gnu-gcc' failed with exit status 1
----------------------------------------
ERROR: Failed building wheel for bcolz
Running setup.py clean for bcolz
Failed to build bcolz
Installing collected packages: bcolz, alpaca-trade-api, alembic, zipline-trader
Running setup.py install for bcolz ... error
ERROR: Command errored out with exit status 1:
command: /home/rod/Projects/zipline-trader/venv-3.6/bin/python -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-install-lmc595fj/bcolz_c1a6b6cd231740f195e3ed66b7b82779/setup.py'"'"'; __file__='"'"'/tmp/pip-install-lmc595fj/bcolz_c1a6b6cd231740f195e3ed66b7b82779/setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-7swjbyzt/install-record.txt --single-version-externally-managed --compile --install-headers /home/rod/Projects/zipline-trader/venv-3.6/include/site/python3.6/bcolz
cwd: /tmp/pip-install-lmc595fj/bcolz_c1a6b6cd231740f195e3ed66b7b82779/
Complete output (76 lines):
SSE2 detected
AVX2 detected
running install
running build
running build_py
creating build
creating build/lib.linux-x86_64-3.6
creating build/lib.linux-x86_64-3.6/bcolz
copying bcolz/attrs.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/defaults.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/arrayprint.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/utils.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/py2help_tests.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/version.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/toplevel.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/py2help.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/__init__.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/ctable.py -> build/lib.linux-x86_64-3.6/bcolz
copying bcolz/chunked_eval.py -> build/lib.linux-x86_64-3.6/bcolz
creating build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/common.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_carray.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/__init__.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/all.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_ndcarray.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_attrs.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_queries.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_carray_objects.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/tests/test_ctable.py -> build/lib.linux-x86_64-3.6/bcolz/tests
copying bcolz/carray_ext.pxd -> build/lib.linux-x86_64-3.6/bcolz
running build_ext
skipping 'bcolz/carray_ext.c' Cython extension (up-to-date)
building 'bcolz.carray_ext' extension
creating build/temp.linux-x86_64-3.6
creating build/temp.linux-x86_64-3.6/bcolz
creating build/temp.linux-x86_64-3.6/c-blosc
creating build/temp.linux-x86_64-3.6/c-blosc/blosc
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/lz4-1.8.1.2
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/snappy-1.1.1
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zlib-1.2.8
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/compress
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/deprecated
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/decompress
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/legacy
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/dictBuilder
creating build/temp.linux-x86_64-3.6/c-blosc/internal-complibs/zstd-1.3.4/common
x86_64-linux-gnu-gcc -pthread -DNDEBUG -g -fwrapv -O2 -Wall -g -fdebug-prefix-map=/build/python3.6-yK1u7P/python3.6-3.6.12=. -specs=/usr/share/dpkg/no-pie-compile.specs -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -DHAVE_LZ4=1 -DHAVE_SNAPPY=1 -DHAVE_ZLIB=1 -DHAVE_ZSTD=1 -Ibcolz -Ic-blosc/blosc -Ic-blosc/internal-complibs/lz4-1.8.1.2 -Ic-blosc/internal-complibs/zstd-1.3.4 -Ic-blosc/internal-complibs/snappy-1.1.1 -Ic-blosc/internal-complibs/zlib-1.2.8 -Ic-blosc/internal-complibs/zstd-1.3.4/compress -Ic-blosc/internal-complibs/zstd-1.3.4/deprecated -Ic-blosc/internal-complibs/zstd-1.3.4/decompress -Ic-blosc/internal-complibs/zstd-1.3.4/legacy -Ic-blosc/internal-complibs/zstd-1.3.4/dll -Ic-blosc/internal-complibs/zstd-1.3.4/dictBuilder -Ic-blosc/internal-complibs/zstd-1.3.4/common -I/home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include -I/home/rod/Projects/zipline-trader/venv-3.6/include -I/usr/include/python3.6m -c bcolz/carray_ext.c -o build/temp.linux-x86_64-3.6/bcolz/carray_ext.o -DSHUFFLE_SSE2_ENABLED -msse2 -DSHUFFLE_AVX2_ENABLED -mavx2
In file included from /home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include/numpy/ndarraytypes.h:1822,
from /home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include/numpy/ndarrayobject.h:12,
from /home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include/numpy/arrayobject.h:4,
from bcolz/carray_ext.c:525:
/home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include/numpy/npy_1_7_deprecated_api.h:17:2: warning: #warning "Using deprecated NumPy API, disable it with " "#define NPY_NO_DEPRECATED_API NPY_1_7_API_VERSION" [-Wcpp]
17 | #warning "Using deprecated NumPy API, disable it with " \
| ^~~~~~~
x86_64-linux-gnu-gcc -pthread -DNDEBUG -g -fwrapv -O2 -Wall -g -fdebug-prefix-map=/build/python3.6-yK1u7P/python3.6-3.6.12=. -specs=/usr/share/dpkg/no-pie-compile.specs -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -DHAVE_LZ4=1 -DHAVE_SNAPPY=1 -DHAVE_ZLIB=1 -DHAVE_ZSTD=1 -Ibcolz -Ic-blosc/blosc -Ic-blosc/internal-complibs/lz4-1.8.1.2 -Ic-blosc/internal-complibs/zstd-1.3.4 -Ic-blosc/internal-complibs/snappy-1.1.1 -Ic-blosc/internal-complibs/zlib-1.2.8 -Ic-blosc/internal-complibs/zstd-1.3.4/compress -Ic-blosc/internal-complibs/zstd-1.3.4/deprecated -Ic-blosc/internal-complibs/zstd-1.3.4/decompress -Ic-blosc/internal-complibs/zstd-1.3.4/legacy -Ic-blosc/internal-complibs/zstd-1.3.4/dll -Ic-blosc/internal-complibs/zstd-1.3.4/dictBuilder -Ic-blosc/internal-complibs/zstd-1.3.4/common -I/home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include -I/home/rod/Projects/zipline-trader/venv-3.6/include -I/usr/include/python3.6m -c c-blosc/blosc/shuffle-generic.c -o build/temp.linux-x86_64-3.6/c-blosc/blosc/shuffle-generic.o -DSHUFFLE_SSE2_ENABLED -msse2 -DSHUFFLE_AVX2_ENABLED -mavx2
x86_64-linux-gnu-gcc -pthread -DNDEBUG -g -fwrapv -O2 -Wall -g -fdebug-prefix-map=/build/python3.6-yK1u7P/python3.6-3.6.12=. -specs=/usr/share/dpkg/no-pie-compile.specs -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -DHAVE_LZ4=1 -DHAVE_SNAPPY=1 -DHAVE_ZLIB=1 -DHAVE_ZSTD=1 -Ibcolz -Ic-blosc/blosc -Ic-blosc/internal-complibs/lz4-1.8.1.2 -Ic-blosc/internal-complibs/zstd-1.3.4 -Ic-blosc/internal-complibs/snappy-1.1.1 -Ic-blosc/internal-complibs/zlib-1.2.8 -Ic-blosc/internal-complibs/zstd-1.3.4/compress -Ic-blosc/internal-complibs/zstd-1.3.4/deprecated -Ic-blosc/internal-complibs/zstd-1.3.4/decompress -Ic-blosc/internal-complibs/zstd-1.3.4/legacy -Ic-blosc/internal-complibs/zstd-1.3.4/dll -Ic-blosc/internal-complibs/zstd-1.3.4/dictBuilder -Ic-blosc/internal-complibs/zstd-1.3.4/common -I/home/rod/Projects/zipline-trader/venv-3.6/lib/python3.6/site-packages/numpy/core/include -I/home/rod/Projects/zipline-trader/venv-3.6/include -I/usr/include/python3.6m -c c-blosc/blosc/shuffle.c -o build/temp.linux-x86_64-3.6/c-blosc/blosc/shuffle.o -DSHUFFLE_SSE2_ENABLED -msse2 -DSHUFFLE_AVX2_ENABLED -mavx2
c-blosc/blosc/shuffle.c:170:1: error: conflicting types for ‘_xgetbv’
170 | _xgetbv(uint32_t xcr) {
| ^~~~~~~
In file included from /usr/lib/gcc/x86_64-linux-gnu/9/include/immintrin.h:43,
from c-blosc/blosc/blosc-common.h:77,
from c-blosc/blosc/shuffle.h:18,
from c-blosc/blosc/shuffle.c:10:
/usr/lib/gcc/x86_64-linux-gnu/9/include/xsaveintrin.h:60:1: note: previous definition of ‘_xgetbv’ was here
60 | _xgetbv (unsigned int __A)
| ^~~~~~~
In file included from c-blosc/blosc/shuffle.c:11:
c-blosc/blosc/shuffle-generic.h:61:13: warning: ‘unshuffle_generic_inline’ defined but not used [-Wunused-function]
61 | static void unshuffle_generic_inline(const size_t type_size,
| ^~~~~~~~~~~~~~~~~~~~~~~~
c-blosc/blosc/shuffle-generic.h:32:13: warning: ‘shuffle_generic_inline’ defined but not used [-Wunused-function]
32 | static void shuffle_generic_inline(const size_t type_size,
| ^~~~~~~~~~~~~~~~~~~~~~
error: command 'x86_64-linux-gnu-gcc' failed with exit status 1
----------------------------------------
ERROR: Command errored out with exit status 1: /home/rod/Projects/zipline-trader/venv-3.6/bin/python -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-install-lmc595fj/bcolz_c1a6b6cd231740f195e3ed66b7b82779/setup.py'"'"'; __file__='"'"'/tmp/pip-install-lmc595fj/bcolz_c1a6b6cd231740f195e3ed66b7b82779/setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-7swjbyzt/install-record.txt --single-version-externally-managed --compile --install-headers /home/rod/Projects/zipline-trader/venv-3.6/include/site/python3.6/bcolz Check the logs for full command output.
from zipline-trader.
shlomiku
commented on June 29, 2024
are you using mac? this is a known issue on mac os with bcolz (which is not yet solved)
the solution for now is using a docker container that runs linux
from zipline-trader.
spitzbubchen
commented on June 29, 2024
Ubuntu 20.04 LTS
from zipline-trader.
shlomiku
commented on June 29, 2024
try using the docker image. use this as a reference: https://github.com/shlomikushchi/zipline-trader/blob/master/Dockerfile
from zipline-trader.
spitzbubchen
commented on June 29, 2024
Okay, finally got it to install using pip. This is the procedure I followed:
sudo add-apt-repository ppa:deadsnakes/ppa
sudo apt-get update
sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev hdf5-tools python3-virtualenv python3.6
git clone https://github.com/shlomikushchi/zipline-trader.git
cd zipline-trader
virtualenv -p python3.6 venv
. venv/bin/activate
pip install -e . # if bcolz 1.2.1 crash try
export DISABLE_BCOLZ_AVX2=true
python setup.py build_ext --inplace
pip install -e .
However, after I ingest the alpaca bundle:
python zipline/data/bundles/alpaca_api.py
I get the following error when running the https://zipline-trader.readthedocs.io/en/latest/backtest.html example:
zipline.errors.SymbolNotFound: Symbol 'AMZN' was not found.
from zipline-trader.
shlomiku
commented on June 29, 2024
that means you didn't ingest amazon.
you can define the universe you ingest in the alpaca.yaml file. I didn't document that yet, but I will soon.
even though, the default universe is SP500 which includes AMZN,
you could try changing the symbol for now.
I will document universe selection soon
from zipline-trader.
spitzbubchen
commented on June 29, 2024
I did have a hard time following the instructions located at https://zipline-trader.readthedocs.io/en/latest/alpaca-bundle-ingestion.html. I was not sure where or in what file to define ZIPLINE_ROOT=~/.zipline or if running python zipline/data/bundles/alpaca_api.py is the correct way.
from zipline-trader.
shlomiku
commented on June 29, 2024
Hi, I updated the docs. please see if it answers everything you encountered: https://zipline-trader.readthedocs.io/en/latest/alpaca-bundle-ingestion.html
thank you for your feedback.
from zipline-trader.
spitzbubchen
commented on June 29, 2024
To ingest I add os.environ['ZIPLINE_ROOT'] = '/home/rod/Desktop/alpaca' to alpaca_api.py which seems to run fine and stores data at the specified directory.
python zipline/data/bundles/alpaca_api.py
zipline/data/bundles/alpaca_api.py:277: UserWarning: Overwriting bundle with name 'alpaca_api'
def api_to_bundle(interval=['1m']):
zipline/data/bundles/alpaca_api.py:352: UserWarning: Overwriting bundle with name 'alpaca_api'
end_session=end_date
Merging daily equity files: [####################################]
symbol start_date end_date \
0 AAPL 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
1 ABBV 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
2 ABT 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
3 ACN 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
4 ADBE 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
5 AIG 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
6 ALL 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
7 AMGN 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
8 AMT 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
9 AMZN 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
10 AXP 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
11 BA 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
12 BAC 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
13 BIIB 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
14 BK 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
15 BKNG 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
16 BLK 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
17 BMY 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
18 BRK.B 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
19 C 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
20 CAT 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
21 CHTR 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
22 CL 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
23 CMCSA 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
24 COF 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
25 COP 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
26 COST 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
27 CRM 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
28 CSCO 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
29 CVS 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
.. ... ... ...
71 NFLX 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
72 NKE 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
73 NVDA 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
74 ORCL 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
75 PEP 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
76 PFE 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
77 PG 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
78 PM 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
79 PYPL 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
80 QCOM 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
81 RTX 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
82 SBUX 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
83 SLB 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
84 SO 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
85 SPG 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
86 T 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
87 TGT 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
88 TMO 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
89 TSLA 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
90 TXN 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
91 UNH 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
92 UNP 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
93 UPS 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
94 USB 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
95 V 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
96 VZ 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
97 WBA 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
98 WFC 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
99 WMT 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
100 XOM 2020-12-01 00:00:00+00:00 2020-12-31 00:00:00+00:00
first_traded auto_close_date exchange asset_name
0 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
1 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
2 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
3 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
4 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
5 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
6 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
7 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
8 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
9 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
10 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
11 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
12 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
13 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
14 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
15 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
16 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
17 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
18 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
19 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
20 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
21 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
22 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
23 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
24 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
25 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
26 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
27 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
28 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
29 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
.. ... ... ... ...
71 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
72 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
73 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
74 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
75 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
76 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
77 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
78 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
79 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
80 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
81 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
82 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
83 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
84 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
85 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
86 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
87 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
88 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
89 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
90 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
91 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
92 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
93 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
94 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
95 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
96 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
97 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
98 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
99 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
100 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00 NYSE None
[101 rows x 7 columns]
--- 12.853231430053711 seconds ---
I then added os.environ['ZIPLINE_ROOT'] = '/home/rod/Desktop/alpaca' to the test file at https://zipline-trader.readthedocs.io/en/latest/backtest.html but still get the same error:
python test.py
Traceback (most recent call last):
File "test.py", line 70, in <module>
data_frequency='daily'
File "/home/rod/Projects/zipline-trader/zipline/utils/run_algo.py", line 486, in run_algorithm
execution_id=execution_id
File "/home/rod/Projects/zipline-trader/zipline/utils/run_algo.py", line 268, in _run
'script': algotext,
File "/home/rod/Projects/zipline-trader/zipline/algorithm.py", line 669, in run
for perf in self.get_generator():
File "/home/rod/Projects/zipline-trader/zipline/algorithm.py", line 645, in get_generator
return self._create_generator(self.sim_params)
File "/home/rod/Projects/zipline-trader/zipline/algorithm.py", line 603, in _create_generator
self.initialize(**self.initialize_kwargs)
File "/home/rod/Projects/zipline-trader/zipline/algorithm.py", line 456, in initialize
self._initialize(self, *args, **kwargs)
File "test.py", line 25, in initialize
context.equity = symbol("AMZN")
File "/home/rod/Projects/zipline-trader/zipline/utils/api_support.py", line 56, in wrapped
return getattr(algo_instance, f.__name__)(*args, **kwargs)
File "/home/rod/Projects/zipline-trader/zipline/algorithm.py", line 1076, in symbol
)
File "/home/rod/Projects/zipline-trader/zipline/algorithm.py", line 1111, in symbol
country_code=country_code,
File "/home/rod/Projects/zipline-trader/zipline/assets/assets.py", line 1018, in lookup_symbol
as_of_date,
File "/home/rod/Projects/zipline-trader/zipline/assets/assets.py", line 857, in _lookup_symbol_strict
raise SymbolNotFound(symbol=symbol)
zipline.errors.SymbolNotFound: Symbol 'AMZN' was not found.
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shlomiku
commented on June 29, 2024
Hi,
- inside the code you are running print the ZIPLINE_ROOT env variable, let's make sure it's right. do this:
import os
print(os.environ['ZIPLINE_ROOT'])- have you tried other symbols? maybe something was wrong with the AMZN data
from zipline-trader.
spitzbubchen
commented on June 29, 2024
Yes, print(os.environ['ZIPLINE_ROOT']) gives the correct directory. Tried AAPL and UPS and same error.
from zipline-trader.
shlomiku
commented on June 29, 2024
what dates are you running your scripts in? you ingested in this range: 2020-12-01 00:00:00+00:00 2021-01-01 00:00:00+00:00
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