ScottStevenson
commented
7 years ago Update: The commit to Zipline here (included in 1.1.1) fixes the problem! Issue is resolved. https://github.com/quantopian/zipline/commit/5bea92fc2ff094114b082191d5574f77eba985f2
Running: Python 3.6.1 zipline==1.1.0 zipline-poloniex==0.1.1
When running the command "zipline ingest -b poloniex" I get the following error and stack trace:
Traceback (most recent call last): File "/Users/mbpro/dev/personal/pennant/venv/bin/zipline", line 11, in
sys.exit(main())
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/click/core.py", line 722, in call
return self.main(args, kwargs)
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/click/core.py", line 697, in main
rv = self.invoke(ctx)
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/click/core.py", line 1066, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/click/core.py", line 895, in invoke
return ctx.invoke(self.callback, ctx.params)
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/click/core.py", line 535, in invoke
return callback(args, *kwargs)
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/zipline/main.py", line 312, in ingest
show_progress,
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/zipline/data/bundles/core.py", line 451, in ingest
pth.data_path([name, timestr], environ=environ),
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/zipline_poloniex/bundle.py", line 172, in ingest
minute_bar_writer.write(data, show_progress=show_progress)
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/zipline/data/minute_bars.py", line 697, in write
write_sid(e, invalid_data_behavior=invalid_data_behavior)
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/zipline/data/minute_bars.py", line 730, in write_sid
self._write_cols(sid, dts, cols, invalid_data_behavior)
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/zipline/data/minute_bars.py", line 791, in _write_cols
self.pad(sid, day_before_input)
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/zipline/data/minute_bars.py", line 655, in pad
new_last_date = self.last_date_in_output_for_sid(sid)
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/zipline/data/minute_bars.py", line 556, in last_date_in_output_for_sid
return self._session_labels[num_days - 1]
File "/Users/mbpro/dev/personal/pennant/venv/lib/python3.6/site-packages/pandas/tseries/base.py", line 192, in getitem
val = getitem(key)
IndexError: only integers, slices (
:), ellipsis (...), numpy.newaxis (None) and integer or boolean arrays are valid indicesI have done some digging and found that the Poloniex data is indeed getting pulled, and it looks to be in the correct format. I am not quite sure why the index error is being raised.