Closed idanre1 closed 5 years ago
pylivetrader
using pipeline_output() is down as of June 17, 2019.
There is a plan involving additional keys for a remedy.
What might be a reasonable workaround within pipeline to replace this?
from pipeline_live.data.iex.pricing import USEquityPricing
I'd like to completely avoid IEX if possible.
The error looks like this here:
____ before_trading_start
c:\python36\lib\site-packages\pylivetrader\algorithm.py pipeline_output
c:\python36\lib\site-packages\pylivetrader\algorithm.py list_symbols
Traceback (most recent call last):
File "c:\python36\lib\runpy.py", line 193, in _run_module_as_main
"__main__", mod_spec)
File "c:\python36\lib\runpy.py", line 85, in _run_code
exec(code, run_globals)
File "C:\Python36\Scripts\pylivetrader.exe\__main__.py", line 9, in <module>
File "c:\python36\lib\site-packages\click\core.py", line 764, in __call__
return self.main(*args, **kwargs)
File "c:\python36\lib\site-packages\click\core.py", line 717, in main
rv = self.invoke(ctx)
File "c:\python36\lib\site-packages\click\core.py", line 1137, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "c:\python36\lib\site-packages\click\core.py", line 956, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "c:\python36\lib\site-packages\click\core.py", line 555, in invoke
return callback(*args, **kwargs)
File "c:\python36\lib\site-packages\click\decorators.py", line 17, in new_func
return f(get_current_context(), *args, **kwargs)
File "c:\python36\lib\site-packages\pylivetrader\__main__.py", line 161, in run
algorithm.run(retry=ctx.retry)
File "c:\python36\lib\site-packages\pylivetrader\algorithm.py", line 279, in run
return self.executor.run(retry=retry)
File "c:\python36\lib\site-packages\pylivetrader\executor\executor.py", line 124, in run
algo.before_trading_start(self.current_data)
File "c:\python36\lib\site-packages\pylivetrader\algorithm.py", line 251, in before_trading_start
self._before_trading_start(self, data)
File "algo33.py", line 771, in before_trading_start
c.output = pipeline_output('pipe')
File "c:\python36\lib\site-packages\pylivetrader\misc\api_context.py", line 62, in wrapped
return getattr(algorithm, f.__name__)(*args, **kwargs)
File "c:\python36\lib\site-packages\pylivetrader\algorithm.py", line 1143, in pipeline_output
output = eng.run_pipeline(self._pipelines[name])
File "c:\python36\lib\site-packages\pipeline_live\engine.py", line 77, in run_pipeline
initial_workspace,
File "c:\python36\lib\site-packages\pipeline_live\engine.py", line 244, in compute_chunk
to_load, mask_dates, symbols, mask,
File "c:\python36\lib\site-packages\pipeline_live\data\iex\fundamentals_loader.py", line 11, in load_adjusted_array
symbol_dict = self._load()
File "c:\python36\lib\site-packages\pipeline_live\data\iex\fundamentals_loader.py", line 33, in _load
return iex.company()
File "c:\python36\lib\site-packages\pipeline_live\data\sources\iex.py", line 40, in __call__
return _get(all_symbols)
File "c:\python36\lib\site-packages\pipeline_live\data\sources\util.py", line 68, in wrapper
body = func(*args, **kwargs)
File "c:\python36\lib\site-packages\pipeline_live\data\sources\iex.py", line 37, in _get
return parallelize(fetch, splitlen=99)(all_symbols)
File "c:\python36\lib\site-packages\pipeline_live\data\sources\util.py", line 30, in wrapper
task_result = task.result()
File "c:\python36\lib\concurrent\futures\_base.py", line 425, in result
return self.__get_result()
File "c:\python36\lib\concurrent\futures\_base.py", line 384, in __get_result
raise self._exception
File "c:\python36\lib\concurrent\futures\thread.py", line 56, in run
result = self.fn(*self.args, **self.kwargs)
File "c:\python36\lib\site-packages\pipeline_live\data\sources\iex.py", line 33, in fetch
getattr(iexfinance.stocks.Stock(symbols), method_name)(),
File "c:\python36\lib\site-packages\iexfinance\stocks\base.py", line 251, in get_company
return self._get_endpoint("company", params=kwargs)
File "c:\python36\lib\site-packages\iexfinance\stocks\base.py", line 99, in _get_endpoint
data = self.fetch(fmt_j=fmt_j, fmt_p=no_pandas)
File "c:\python36\lib\site-packages\iexfinance\base.py", line 197, in fetch
data = self._execute_iex_query(url)
File "c:\python36\lib\site-packages\iexfinance\base.py", line 152, in _execute_iex_query
return self._handle_error(response)
File "c:\python36\lib\site-packages\iexfinance\base.py", line 165, in _handle_error
raise auth_error("The query could not be completed. "
iexfinance.utils.exceptions.IEXAuthenticationError: The query could not be completed. There was a client-side error with your request.
You should now be able to use IEX Cloud if you update to v0.1.7, however, it is recommended that you switch to Alpaca pricing (and Polygon fundamentals if possible) to avoid IEX's new messaging limits.
IEX discontinued legacy API It means pipeline-live must use iexfinance 0.4.1
Currently pipelielive 0.1.6 is broken