search

alphaville76 / sharadar_db_bundle

12 stars 8 forks source link

ValueError: `minute` '2023-10-24 09:00:00+00:00' is not a trading minute. #56

Closed alphaville76 closed 11 months ago

alphaville76 commented 11 months ago

Pipeline from 2023-10-23 to 2023-10-23 [2023-10-24 09:30:16] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), assetsc_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:30:16] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), debtc_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:30:17] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), liabilitiesc_arq, 2023-10-23 00:00:00, n=5) [2023-10-24 09:30:17] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), cashneq_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:30:17] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), debtc_arq, 2023-10-23 00:00:00, n=5) [2023-10-24 09:30:17] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), liabilitiesc_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:30:17] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), assetsc_arq, 2023-10-23 00:00:00, n=5) [2023-10-24 09:30:17] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), cashneq_arq, 2023-10-23 00:00:00, n=5) [2023-10-24 09:30:17] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), assets_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:30:17] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), liabilities_arq, 2023-10-23 00:00:00, n=5) [2023-10-24 09:30:17] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), liabilities_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:30:18] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), assets_arq, 2023-10-23 00:00:00, n=5) [2023-10-24 09:30:18] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), investments_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:30:18] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), debtnc_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:30:18] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), investments_arq, 2023-10-23 00:00:00, n=5) [2023-10-24 09:30:18] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), debtnc_arq, 2023-10-23 00:00:00, n=5) [2023-10-24 09:30:18] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), intangibles_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:30:18] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), equity_arq, 2023-10-23 00:00:00, n=5) [2023-10-24 09:32:14] WARNING: No data for marketcap on 2023-10-23. Use data from previous day. [2023-10-24 09:32:14] WARNING: No data for ev on 2023-10-23. Use data from previous day. [2023-10-24 09:32:14] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), assets_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:32:15] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), equity_arq, 2023-10-23 00:00:00, n=1) [2023-10-24 09:32:15] WARNING: No result: asset_finder().get_fundamentals(Index([], dtype='int64'), revenue_arq, 2023-10-23 00:00:00, n=1) /home/costantino/zipline-reloaded-venv3.9/lib64/python3.9/site-packages/numpy/lib/nanfunctions.py:1563: RuntimeWarning: All-NaN slice encountered return function_base._ureduce(a, [2023-10-24 09:32:27] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_returns.npy to cache [2023-10-24 09:32:27] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_cowc_gr1a.npy to cache [2023-10-24 09:32:27] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_noa_gr1a.npy to cache [2023-10-24 09:32:27] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_aliq_mat.npy to cache [2023-10-24 09:32:27] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_res_var.npy to cache [2023-10-24 09:32:27] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_dsale_dinv.npy to cache [2023-10-24 09:32:27] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_ocf_at.npy to cache [2023-10-24 09:32:27] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_cop_at.npy to cache [2023-10-24 09:32:27] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_rd_me.npy to cache [2023-10-24 09:32:28] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_rmax5_rvol_21d.npy to cache [2023-10-24 09:32:28] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_sector.npy to cache [2023-10-24 09:32:28] INFO: save term-2022-10-11_2023-10-23_TradableStocksUS_TradableStocksUS.npy to cache [2023-10-24 09:32:28] INFO: Pipeline from 2023-10-23 to 2023-10-23 completed in 0:02:28. [2023-10-24 09:00:00] INFO: Algo trading starting... Traceback (most recent call last): File "/home/costantino/algo/cluster/clusters13g.py", line 392, in run_live(port, 'clusters13g.state') File "/home/costantino/algo/cluster/clusters13g.py", line 380, in run_live run_algorithm( File "/home/costantino/zipline-reloaded-venv3.9/lib/python3.9/site-packages/sharadar/util/run_algo.py", line 461, in run_algorithm return _run( File "/home/costantino/zipline-reloaded-venv3.9/lib/python3.9/site-packages/sharadar/util/run_algo.py", line 263, in _run perf = algo.run() File "/home/costantino/zipline-reloaded-venv3.9/lib/python3.9/site-packages/sharadar/live/algorithm_live.py", line 219, in run daily_stats = super(self.class, self).run(*args, **kwargs) File "/home/costantino/zipline-reloaded-venv3.9/lib64/python3.9/site-packages/zipline/algorithm.py", line 625, in run for perf in self.get_generator(): File "/home/costantino/zipline-reloaded-venv3.9/lib64/python3.9/site-packages/zipline/gens/tradesimulation.py", line 225, in transform for capital_change_packet in every_bar(dt): File "/home/costantino/zipline-reloaded-venv3.9/lib64/python3.9/site-packages/zipline/gens/tradesimulation.py", line 141, in every_bar handle_data(algo, current_data, dt_to_use) File "/home/costantino/zipline-reloaded-venv3.9/lib64/python3.9/site-packages/zipline/utils/events.py", line 201, in handle_data event.handle_data( File "/home/costantino/zipline-reloaded-venv3.9/lib64/python3.9/site-packages/zipline/utils/events.py", line 223, in handle_data if self.rule.should_trigger(dt): File "/home/costantino/zipline-reloaded-venv3.9/lib64/python3.9/site-packages/zipline/utils/events.py", line 598, in should_trigger if not self.triggered and self.rule.should_trigger(dt): File "/home/costantino/zipline-reloaded-venv3.9/lib64/python3.9/site-packages/zipline/utils/events.py", line 295, in should_trigger return self.composer(self.first.should_trigger, self.second.should_trigger, dt) File "/home/costantino/zipline-reloaded-venv3.9/lib64/python3.9/site-packages/zipline/utils/events.py", line 303, in lazy_and return first_should_trigger(dt) and second_should_trigger(dt) File "/home/costantino/zipline-reloaded-venv3.9/lib/python3.9/site-packages/sharadar/util/events.py", line 92, in should_trigger value = self.cal.minute_to_session(dt_to_use, direction='none').value File "/home/costantino/zipline-reloaded-venv3.9/lib/python3.9/site-packages/exchange_calendars/exchange_calendar.py", line 1759, in minute_to_session raise ValueError( ValueError: minute '2023-10-24 09:00:00+00:00' is not a trading minute. Consider passing direction as 'next' or 'previous'.