FlorianWilhelm / zipline-poloniex

Poloniex bundle for zipline
MIT License
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run example my_algorithm.py get error: TypeError: 'NamedExplodingObject' object is not subscriptable #9

Open raidsan opened 6 years ago

raidsan commented 6 years ago

windows, Anacconda 3 create env Python 3.5.4, zipline installed and run ok, after install zipline-polooniex and download poloniex data ok, but run get error:

(env_zipline) D:\quant\quantopian\zipline-poloniex-run>zipline run -f my_algorithm.py -s 2016-01-01 -e 2016-12-31 -o results.pickle --data-frequency minute -b poloniex [2018-07-04 04:33:08.413818] WARNING: Loader: Refusing to download new benchmark data because a download succeeded at 2018-07-04 04:22:26.874548+00:00. [2018-07-04 04:33:08.442122] WARNING: Loader: Refusing to download new treasury data because a download succeeded at 2018-07-04 04:26:24.892715+00:00. [2018-07-04 12:33:08] INFO:builtins:Dummy agent loaded [2018-07-04 12:33:08] INFO:builtins:Initializing agent... Traceback (most recent call last): File "D:\Anaconda3\envs\env_zipline\Scripts\zipline-script.py", line 11, in load_entry_point('zipline==1.2.0+70.gf61d3dfb.dirty', 'console_scripts', 'zipline')() File "D:\Anaconda3\envs\env_zipline\lib\site-packages\click\core.py", line 722, in call return self.main(args, kwargs) File "D:\Anaconda3\envs\env_zipline\lib\site-packages\click\core.py", line 697, in main rv = self.invoke(ctx) File "D:\Anaconda3\envs\env_zipline\lib\site-packages\click\core.py", line 1066, in invoke return _process_result(sub_ctx.command.invoke(sub_ctx)) File "D:\Anaconda3\envs\env_zipline\lib\site-packages\click\core.py", line 895, in invoke return ctx.invoke(self.callback, ctx.params) File "D:\Anaconda3\envs\env_zipline\lib\site-packages\click\core.py", line 535, in invoke return callback(args, kwargs) File "D:\Anaconda3\envs\envzipline\lib\site-packages\zipline-1.2.0+70.gf61d3dfb.dirty-py3.5-win-amd64.egg\zipline__main__.py", line 98, in return f(*args, *kwargs) File "D:\Anaconda3\envs\env_zipline\lib\site-packages\click\decorators.py", line 17, in new_func return f(get_current_context(), args, kwargs) File "D:\Anaconda3\envs\env_zipline\lib\site-packages\zipline-1.2.0+70.gf61d3dfb.dirty-py3.5-win-amd64.egg\zipline__main__.py", line 259, in run environ=os.environ, File "D:\Anaconda3\envs\env_zipline\lib\site-packages\zipline-1.2.0+70.gf61d3dfb.dirty-py3.5-win-amd64.egg\zipline\utils\run_algo.py", line 209, in _run overwrite_sim_params=False, File "D:\Anaconda3\envs\env_zipline\lib\site-packages\zipline-1.2.0+70.gf61d3dfb.dirty-py3.5-win-amd64.egg\zipline\algorithm.py", line 749, in run for perf in self.get_generator(): File "D:\Anaconda3\envs\env_zipline\lib\site-packages\zipline-1.2.0+70.gf61d3dfb.dirty-py3.5-win-amd64.egg\zipline\gens\tradesimulation.py", line 229, in transform metrics_tracker, File "D:\Anaconda3\envs\env_zipline\lib\site-packages\zipline-1.2.0+70.gf61d3dfb.dirty-py3.5-win-amd64.egg\zipline\gens\tradesimulation.py", line 303, in _get_minute_message self.data_portal, File "D:\Anaconda3\envs\env_zipline\lib\site-packages\zipline-1.2.0+70.gf61d3dfb.dirty-py3.5-win-amd64.egg\zipline\finance\metrics\tracker.py", line 241, in handle_minute_close data_portal, File "D:\Anaconda3\envs\env_zipline\lib\site-packages\zipline-1.2.0+70.gf61d3dfb.dirty-py3.5-win-amd64.egg\zipline\finance\metrics\tracker.py", line 127, in hook_implementation impl(*args, **kwargs) File "D:\Anaconda3\envs\env_zipline\lib\site-packages\zipline-1.2.0+70.gf61d3dfb.dirty-py3.5-win-amd64.egg\zipline\finance\metrics\metric.py", line 233, in end_of_bar r = self._minute_cumulative_returns[dt] TypeError: 'NamedExplodingObject' object is not subscriptable