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alphaville76 / sharadar_db_bundle

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arbitrage_pricing.py: IndexError: index 0 is out of bounds for axis 0 with size 0 #12

Closed alphaville76 closed 3 years ago

alphaville76 commented 3 years ago

[2020-10-30 19:36:19] INFO: Percent completed: 16% (2020-10-29 - 2020-10-30): [InflationRate([EquityPricing.close], 1)] Traceback (most recent call last): File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/live/algorithm_live.py", line 313, in _pipeline_output data = self._pipeline_cache.get(name, prev_session) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/utils/cache.py", line 153, in get return self._cache[key].unwrap(dt) KeyError: 'data_pipe'

During handling of the above exception, another exception occurred:

Traceback (most recent call last): File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/algo/haugen/haugen_live.py", line 338, in run_live() File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/algo/haugen/haugen_live.py", line 331, in run_live broker=IBBroker('localhost:4002:10'), File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/util/run_algo.py", line 493, in run_algorithm realtime_bar_target=realtime_bar_target File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/util/run_algo.py", line 263, in _run perf = algo.run() File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/live/algorithm_live.py", line 269, in run daily_stats = super(self.class, self).run(*args, kwargs) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 643, in run for perf in self.get_generator(): File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/gens/tradesimulation.py", line 223, in transform algo.before_trading_start(self.current_data) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 439, in before_trading_start self.compute_eager_pipelines() File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 611, in compute_eager_pipelines self.pipeline_output(name) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/utils/api_support.py", line 103, in wrapped_method return method(self, *args, *kwargs) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 2321, in pipeline_output return self._pipeline_output(pipe, chunks, name) File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/live/algorithm_live.py", line 317, in _pipeline_output pipeline, prev_session, next(chunks), File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 2380, in run_pipeline self.engine.run_pipeline(pipeline, start_session, end_session), \ File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/pipeline/engine.py", line 46, in run_pipeline return super().run_chunked_pipeline(pipeline, start_date, end_date, chunksize, hooks) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/pipeline/engine.py", line 345, in run_chunked_pipeline chunks = [run_pipeline(s, e) for s, e in ranges] File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/pipeline/engine.py", line 345, in chunks = [run_pipeline(s, e) for s, e in ranges] File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/pipeline/engine.py", line 442, in _run_pipeline_impl hooks=hooks, File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/pipeline/engine.py", line 715, in compute_chunk mask, File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/pipeline/mixins.py", line 221, in _compute compute(date, masked_assets, out_row, inputs, params) File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/pipeline/arbitrage_pricing.py", line 123, in compute idx = np.where((assets == 10450) == True)[0][0] IndexError: index 0 is out of bounds for axis 0 with size 0 [2020-10-30 19:36:19] INFO: Percent completed: 17% (2020-10-29 - 2020-10-30): [InflationRate([EquityPricing.close], 1)] [2020-10-30 19:36:19] INFO: Percent completed: 17% (2020-10-29 - 2020-10-30): [InflationRate([EquityPricing.close], 1)] [2020-10-30 19:36:19] INFO: Percent completed: 17% (2020-10-29 - 2020-10-30): [InflationRate([EquityPricing.close], 1)]