quantopian / zipline

Zipline, a Pythonic Algorithmic Trading Library
https://www.zipline.io
Apache License 2.0
17.34k stars 4.68k forks source link

two tests in test_algorithm.py failed commit 080874c #1090

Closed taoluo closed 8 years ago

taoluo commented 8 years ago

Dear Zipline Maintainers,

Environment

alabaster==0.7.7 alembic==0.7.7 Babel==1.3 bcolz==0.12.1 blaze==0.9.1+168.g5622ba4 Bottleneck==1.0.0 certifi==2015.4.28 click==4.0 contextlib2==0.4.0 cookies==2.2.1 coverage==4.0.3 coveralls==1.1 cyordereddict==0.2.2 Cython==0.22.1 datashape==0.5.1+2.gf9461cd decorator==4.0.0 docopt==0.6.2 docutils==0.12 e==1.4.5 flake8==2.4.1 Flask==0.10.1 Flask-Cors==2.1.2 funcsigs==0.4 futures==3.0.3 intervaltree==2.1.0 itsdangerous==0.24 Jinja2==2.8 Logbook==0.12.5 Mako==1.0.4 Markdown==2.6.2 MarkupSafe==0.23 matplotlib==1.4.3 mccabe==0.3.1 mistune==0.7 mock==1.3.0 multipledispatch==0.4.8 networkx==1.9.1 nose==1.3.7 nose-ignore-docstring==0.2 nose-parameterized==0.5.0 nose-timer==0.5.0 numexpr==2.4.6 numpy==1.10.4 numpydoc==0.5 odo==0.4.2+8.ga548257 pandas==0.17.1 patsy==0.4.0 pbr==1.8.1 pep8==1.5.7 piprot==0.9.1 psutil==4.1.0 pyandoc==0.0.1 pyflakes==0.8.1 Pygments==2.1.3 pyparsing==2.0.3 python-dateutil==2.4.2 pytz==2015.4 requests==2.9.1 requests-futures==0.9.5 responses==0.4.0 scipy==0.16.1 six==1.10.0 snowballstemmer==1.2.1 sortedcontainers==1.4.4 Sphinx==1.3.4 sphinx-rtd-theme==0.1.9 SQLAlchemy==1.0.12 statsmodels==0.6.1 TA-Lib==0.4.9 termcolor==1.1.0 testfixtures==4.1.2 toolz==0.7.4 tornado==4.2.1 Werkzeug==0.11.4 xlrd==0.9.4 zipline==0.8.4+720.g080874c

Now that you know a little about me, let me tell you about the issue I am having:

Description of Issue

Error Traceback (most recent call last): File "/home/luot/anaconda3/envs/zpenv/lib/python3.4/unittest/case.py", line 58, in testPartExecutor yield File "/home/luot/anaconda3/envs/zpenv/lib/python3.4/unittest/case.py", line 580, in run testMethod() File "/home/luot/code/zipline/tests/test_algorithm.py", line 1572, in test_good_kwargs test_algo.run(data_portal) File "/home/luot/code/zipline/zipline/algorithm.py", line 603, in run for perf in self.get_generator(): File "/home/luot/code/zipline/zipline/gens/tradesimulation.py", line 203, in transform every_bar(dt) File "/home/luot/code/zipline/zipline/gens/tradesimulation.py", line 138, in every_bar handle_data(algo, current_data, dt_to_use) File "/home/luot/code/zipline/zipline/utils/events.py", line 209, in handle_data context.trading_environment, File "/home/luot/code/zipline/zipline/utils/events.py", line 228, in handle_data self.callback(context, data) File "/home/luot/code/zipline/zipline/algorithm.py", line 406, in handle_data self._handle_data(self, data) File "", line 9, in handle_data File "zipline/_protocol.pyx", line 45, in zipline._protocol.assert_keywords.call.assert_keywords_and_call (zipline/_protocol.c:1695) File "zipline/_protocol.pyx", line 488, in zipline._protocol.BarData.history (zipline/_protocol.c:5893) File "/home/luot/code/zipline/zipline/data/data_portal.py", line 1178, in get_history_window "close") File "/home/luot/code/zipline/zipline/data/data_portal.py", line 995, in _get_history_daily_window eq_assets, days_for_window, end_dt, field_to_use File "/home/luot/code/zipline/zipline/data/data_portal.py", line 1082, in _get_history_daily_window_equities extra_slot=False File "/home/luot/code/zipline/zipline/data/data_portal.py", line 1516, in _get_daily_window_for_sids assets) File "/home/luot/code/zipline/zipline/data/data_portal.py", line 1464, in _equity_daily_reader_arrays field) File "/home/luot/code/zipline/zipline/data/us_equity_loader.py", line 267, in history return block.get(end_ix) File "/home/luot/code/zipline/zipline/data/us_equity_loader.py", line 57, in get self.current = around(self.window.seek(target), 3) AttributeError: 'zipline.lib._float64window.AdjustedArrayWindow' object has no attribute 'seek'

Sincerely, Tao

ssanderson commented 8 years ago

@mickeydonkey you're getting this error because the commit you pulled included changes to Cython files, which need to be recompiled to take effect. The easiest way to do this if you're running from a github checkout is to run:

python setup.py build_ext --inplace

taoluo commented 8 years ago

Before I ran pip install -e . , I deleted all .so and .c files and the build subdirectory to make installation clean but it doesn't make any change. Anyway, your magic works for me, thank you! @ssanderson