alpacahq / pipeline-live

Pipeline Extension for Live Trading
https://pypi.org/project/pipeline-live/
Apache License 2.0
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PolygonCompany.country gives error #26

Open zukangy opened 4 years ago

zukangy commented 4 years ago

Code:

from pipeline_live.data.polygon.fundamentals import PolygonCompany from pipeline_live.engine import LivePipelineEngine from pipeline_live.data.sources.iex import list_symbols from zipline.pipeline import Pipeline

--- code for API setup

pipe = Pipeline( columns={'country': PolygonCompany.country.latest }, screen=country )

eng = LivePipelineEngine(list_symbols)

eng.run_pipeline(pipe)

error message:

File "zipline/lib/_factorize.pyx", line 187, in zipline.lib._factorize.factorize_strings File "zipline/lib/_factorize.pyx", line 222, in zipline.lib._factorize.factorize_strings File "zipline/lib/_factorize.pyx", line 171, in zipline.lib._factorize.factorize_strings_impl TypeError: '<' not supported between instances of 'str' and 'NoneType'

Is there a fix?

Best,