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alpacahq / pylivetrader

Python live trade execution library with zipline interface.
https://pypi.org/project/pylivetrader/
Apache License 2.0
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Error while running algortihm with pipeline-live #257

Open Moccazio opened 2 years ago

Moccazio commented 2 years ago

Since a few days pylivetrader is not running without the following error code.

2022-07-27 16:25:59 - Task preparing to start Jul 27 16:27:26 [2022-07-27 16:27:26.519953] INFO: Algorithm: livetrader start running with backend = alpaca data-frequency = minute Jul 27 16:27:33 [2022-07-27 16:27:33.818260] INFO: pipeline_live.data.alpaca.pricing_loader: chart_range=44 Jul 27 16:27:58 /home/Moccazio/.zipline/data/dailycache/alpaca_chart_44: digest mismatch 6a135cb50f67f8572984d722041fcaf0 != 2d63b556c8baa5e1155fc559a23634b7, reloading Jul 27 16:27:58 [2022-07-27 16:27:58.453560] DEBUG: pipeline_live.data.sources.util: fetch: 10.82% completed Jul 27 16:28:19 [2022-07-27 16:28:19.275132] DEBUG: pipeline_live.data.sources.util: fetch: 21.65% completed Jul 27 16:28:21 [2022-07-27 16:28:21.160292] DEBUG: pipeline_live.data.sources.util: fetch: 30.67% completed Jul 27 16:28:38 [2022-07-27 16:28:38.028209] DEBUG: pipeline_live.data.sources.util: fetch: 41.49% completed Jul 27 16:28:38 [2022-07-27 16:28:38.816424] DEBUG: pipeline_live.data.sources.util: fetch: 50.51% completed Jul 27 16:28:55 [2022-07-27 16:28:55.334823] DEBUG: pipeline_live.data.sources.util: fetch: 61.34% completed Jul 27 16:28:56 [2022-07-27 16:28:56.136682] DEBUG: pipeline_live.data.sources.util: fetch: 70.36% completed Jul 27 16:29:15 [2022-07-27 16:29:15.933028] DEBUG: pipeline_live.data.sources.util: fetch: 81.18% completed Jul 27 16:29:17 [2022-07-27 16:29:17.018806] DEBUG: pipeline_live.data.sources.util: fetch: 90.20% completed Jul 27 16:29:27 Traceback (most recent call last): Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 223, in _one_request Jul 27 16:29:27 resp.raise_for_status() Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/requests/models.py", line 960, in raise_for_status Jul 27 16:29:27 raise HTTPError(http_error_msg, response=self) Jul 27 16:29:27 requests.exceptions.HTTPError: 404 Client Error: Not Found for url: https://data.alpaca.markets/v2/stocks/BCH/USD/bars?timeframe=1Day&adjustment=raw&start=2022-06-13&limit=44 Jul 27 16:29:27 During handling of the above exception, another exception occurred: Jul 27 16:29:27 Traceback (most recent call last): Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/bin/pylivetrader", line 8, in <module> Jul 27 16:29:27 sys.exit(main()) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/click/core.py", line 1137, in __call__ Jul 27 16:29:27 return self.main(*args, **kwargs) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/click/core.py", line 1062, in main Jul 27 16:29:27 rv = self.invoke(ctx) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/click/core.py", line 1668, in invoke Jul 27 16:29:27 return _process_result(sub_ctx.command.invoke(sub_ctx)) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/click/core.py", line 1404, in invoke Jul 27 16:29:27 return ctx.invoke(self.callback, **ctx.params) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/click/core.py", line 763, in invoke Jul 27 16:29:27 return __callback(*args, **kwargs) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/click/decorators.py", line 26, in new_func Jul 27 16:29:27 return f(get_current_context(), *args, **kwargs) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pylivetrader/__main__.py", line 277, in run Jul 27 16:29:27 algorithm.run(retry=ctx.retry) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pylivetrader/algorithm.py", line 275, in run Jul 27 16:29:27 return self.executor.run(retry=retry) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pylivetrader/executor/executor.py", line 119, in run Jul 27 16:29:27 algo.before_trading_start(self.current_data) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pylivetrader/algorithm.py", line 248, in before_trading_start Jul 27 16:29:27 self._before_trading_start(self, data) Jul 27 16:29:27 File "long_short_pipeline_algo.py", line 53, in before_trading_start Jul 27 16:29:27 context.output = context.pipeline_output('my_pipeline') Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pylivetrader/algorithm.py", line 1095, in pipeline_output Jul 27 16:29:27 output = eng.run_pipeline(self._pipelines[name]) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pipeline_live/engine.py", line 77, in run_pipeline Jul 27 16:29:27 initial_workspace, Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pipeline_live/engine.py", line 244, in compute_chunk Jul 27 16:29:27 to_load, mask_dates, symbols, mask, Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pipeline_live/data/alpaca/pricing_loader.py", line 42, in load_adjusted_array Jul 27 16:29:27 prices = alpaca.get_stockprices(chart_range) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pipeline_live/data/sources/alpaca.py", line 20, in get_stockprices Jul 27 16:29:27 return get_stockprices_cached(all_symbols) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pipeline_live/data/sources/util.py", line 68, in wrapper Jul 27 16:29:27 body = func(*args, **kwargs) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pipeline_live/data/sources/alpaca.py", line 18, in get_stockprices_cached Jul 27 16:29:27 return _get_stockprices(all_symbols, limit, timespan) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pipeline_live/data/sources/alpaca.py", line 63, in _get_stockprices Jul 27 16:29:27 return parallelize(fetch, splitlen=199)(symbols) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pipeline_live/data/sources/util.py", line 30, in wrapper Jul 27 16:29:27 task_result = task.result() Jul 27 16:29:27 File "/usr/local/lib/python3.6/concurrent/futures/_base.py", line 425, in result Jul 27 16:29:27 return self.__get_result() Jul 27 16:29:27 File "/usr/local/lib/python3.6/concurrent/futures/_base.py", line 384, in __get_result Jul 27 16:29:27 raise self._exception Jul 27 16:29:27 File "/usr/local/lib/python3.6/concurrent/futures/thread.py", line 56, in run Jul 27 16:29:27 result = self.fn(*self.args, **self.kwargs) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/pipeline_live/data/sources/alpaca.py", line 46, in fetch Jul 27 16:29:27 adjustment='raw' Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 748, in get_bars Jul 27 16:29:27 raw=True)) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 728, in get_bars_iter Jul 27 16:29:27 for bar in bars: Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 648, in _data_get Jul 27 16:29:27 resp = self.data_get(path, data=data, api_version=api_version) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 256, in data_get Jul 27 16:29:27 'GET', path, data, base_url=base_url, api_version=api_version, Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 202, in _request Jul 27 16:29:27 return self._one_request(method, url, opts, retry) Jul 27 16:29:27 File "/home/Moccazio/.virtualenvs/ziplive36/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 231, in _one_request Jul 27 16:29:27 raise APIError(error, http_error) Jul 27 16:29:27 alpaca_trade_api.rest.APIError: endpoint not found

vinceperkins commented 2 years ago

I edited the files to fix the issue here: https://github.com/vinceperkins/pipeline-live/commit/396a1771af5540554d485836f94a08e77c55996f. It currently works with that repository. I submitted a pull request for the official repository.