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pbharrin / alpha-compiler

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load_quandl_sf1.py did not work with zipline-reloaded #11

Open carstenf opened 10 months ago

carstenf commented 10 months ago

I managed to ingest, see pull request, but than load_quandl_sf1.py did not work. Th issue is this:

lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(frozenset([str("US")])) TypeError: _compute_asset_lifetimes() takes 1 positional argument but 2 were given

(ml4t_p8) carsten@MacBook-Pro-2 ~ % python /Users/carsten/Documents/Python/My_Python_Models/ML-Factor_invest/load_quandl_sf1.py Loading Extensions

Traceback (most recent call last): File "/Users/carsten/Documents/Python/My_Python_Models/ML-Factor_invest/load_quandl_sf1.py", line 219, in num_tickers = num_tkrs_in_bundle(BUNDLE_NAME) File "/Users/carsten/Documents/Python/My_Python_Models/ML-Factor_invest/load_quandl_sf1.py", line 182, in num_tkrs_in_bundle return len(get_ticker_sid_dict_from_bundle(bundle_name)) File "/Users/carsten/anaconda3/envs/ml4t_p8/lib/python3.8/site-packages/Alpha_Compiler-0.1-py3.8.egg/alphacompiler/util/zipline_data_tools.py", line 96, in get_ticker_sid_dict_from_bundle all_equities = get_tickers_from_bundle(bundle_name) File "/Users/carsten/anaconda3/envs/ml4t_p8/lib/python3.8/site-packages/Alpha_Compiler-0.1-py3.8.egg/alphacompiler/util/zipline_data_tools.py", line 70, in get_tickers_from_bundle lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(frozenset([str("US")])) TypeError: _compute_asset_lifetimes() takes 1 positional argument but 2 were given (ml4t_p8) carsten@MacBook-Pro-2 ~ %

pbharrin commented 10 months ago

I remember this issue, from what I remember you need to add two arguments because the second argument needs to be "stock". I will double check.

pbharrin commented 10 months ago

See this issue and solution.

carstenf commented 10 months ago

did not saw your comment, found a solution, see my latest pull request. old:

lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(frozenset([str("US")]))

new: lifetimes = bundle_data.asset_finder._compute_asset_lifetimes(country_codes=[str("US")])

if my pull request is ok, please close the issue

PS: is this still your e-mail: peter.b.harrington@gmail.com ? try to contact you