alpacahq / pipeline-live

Pipeline Extension for Live Trading
https://pypi.org/project/pipeline-live/
Apache License 2.0
205 stars 56 forks source link

Running the example in the README results with an error #4

Closed idanre1 closed 5 years ago

idanre1 commented 5 years ago

Hi I have running ubuntu 18 LTS I have installed pipeline-live using the following: sudo apt install python3 python3-pip python3-tk pip3 install pipeline-live

then I am trying to run the example in the README of the github which result with the following error sudo apt install python3 python3-pip python3-tk python3 pipeline.py Traceback (most recent call last): File "pipeline.py", line 1, in from pipeline_live.engine import LivePipelineEngine File "/home/idan/.local/lib/python3.6/site-packages/pipeline_live/engine.py", line 11, in from zipline.lib.adjusted_array import ensure_adjusted_array, ensure_ndarray File "/home/idan/.local/lib/python3.6/site-packages/zipline/init.py", line 29, in from .utils.run_algo import run_algorithm File "/home/idan/.local/lib/python3.6/site-packages/zipline/utils/run_algo.py", line 20, in from zipline.finance import metrics File "/home/idan/.local/lib/python3.6/site-packages/zipline/finance/metrics/init.py", line 43, in from .tracker import MetricsTracker File "/home/idan/.local/lib/python3.6/site-packages/zipline/finance/metrics/tracker.py", line 19, in from ..ledger import Ledger File "/home/idan/.local/lib/python3.6/site-packages/zipline/finance/ledger.py", line 28, in from zipline.finance.transaction import Transaction File "/home/idan/.local/lib/python3.6/site-packages/zipline/finance/transaction.py", line 20, in from zipline.protocol import DATASOURCE_TYPE File "/home/idan/.local/lib/python3.6/site-packages/zipline/protocol.py", line 20, in from .utils.enum import enum File "/home/idan/.local/lib/python3.6/site-packages/zipline/utils/enum.py", line 43, in method='bfill', File "/home/idan/.local/lib/python3.6/site-packages/pandas/core/series.py", line 3325, in reindex return super(Series, self).reindex(index=index, **kwargs) File "/home/idan/.local/lib/python3.6/site-packages/pandas/core/generic.py", line 3689, in reindex fill_value, copy).finalize(self) File "/home/idan/.local/lib/python3.6/site-packages/pandas/core/generic.py", line 3702, in _reindex_axes tolerance=tolerance, method=method) File "/home/idan/.local/lib/python3.6/site-packages/pandas/core/indexes/base.py", line 3622, in reindex tolerance=tolerance) File "/home/idan/.local/lib/python3.6/site-packages/pandas/core/indexes/base.py", line 3248, in get_indexer indexer = self._get_fill_indexer(target, method, limit, tolerance) File "/home/idan/.local/lib/python3.6/site-packages/pandas/core/indexes/base.py", line 3278, in _get_fill_indexer limit) File "/home/idan/.local/lib/python3.6/site-packages/pandas/core/indexes/base.py", line 3300, in _get_fill_indexer_searchsorted side) File "/home/idan/.local/lib/python3.6/site-packages/pandas/core/indexes/base.py", line 4200, in _searchsorted_monotonic raise ValueError('index must be monotonic increasing or decreasing') ValueError: index must be monotonic increasing or decreasing

please help

idanre1 commented 5 years ago

Found the issue zipline is a dependency of pipeline-live apparently acodring to the release notes zipline should only wotk with specific versions of pandas and numpy. From release notes of version 1.3.0: https://github.com/quantopian/zipline/releases As part of this release, we're now building and testing Zipline with two package configurations:

"Stable", using numpy version 1.11 and pandas version 0.18.1.
"Latest", using numpy version 1.14 and pandas version 0.22.0.

Other combinations of numpy and pandas may work, but these package sets will be built and tested during our normal development cycle.

I would suggest changing the README file for making sure the required pandas and numpy are installed prior to installing pipeline-live

Idan

anthonyshay commented 4 years ago

Hi there, I'm new to quantopian. trying to run this example on Ubuntu18 using the docker image of pylivetrader. I'm getting the same error

ValueError: numpy.ufunc has the wrong size, try recompiling

please help.