Environment

Operating System: Ubuntu 16.04.3 [Running on VM in windows 10]
Python Version: 2.7
Python Bitness: 64
How did you install Zipline: conda
Python packages:

alembic 0.7.7 py27_0 quantopian asn1crypto 0.22.0 py27h94ebe91_1
backports 1.0 py27h63c9359_1
backports.functools_lru_cache 1.4 py27he8db605_1
backports_abc 0.5 py27h7b3c97b_0
bcolz 0.12.1 np111py27_0 quantopian bottleneck 1.2.1 py27h21b16a3_0
bzip2 1.0.6 h0376d23_1
ca-certificates 2017.08.26 h1d4fec5_0
certifi 2017.7.27.1 py27h9ceb091_0
cffi 1.10.0 py27hf1aaaf4_1
chardet 3.0.4 py27hfa10054_1
click 6.7 py27h4225b90_0
contextlib2 0.5.5 py27hbf4c468_0
cryptography 2.0.3 py27hea39389_1
cycler 0.10.0 py27hc7354d3_0
cyordereddict 0.2.2 py27_0 quantopian cython 0.26.1 py27hdbcff32_0
dbus 1.10.22 h3b5a359_0
decorator 4.1.2 py27h1544723_0
empyrical 0.2.2 py27_0 quantopian enum34 1.1.6 py27h99a27e9_1
expat 2.2.4 hc00ebd1_1
fontconfig 2.12.4 h88586e7_1
freetype 2.8 h52ed37b_0
functools32 3.2.3.2 py27h4ead58f_1
glib 2.53.6 hc861d11_1
gst-plugins-base 1.12.2 he3457e5_0
gstreamer 1.12.2 h4f93127_0
hdf5 1.10.1 hb0523eb_0
icu 58.2 h211956c_0
idna 2.6 py27h5722d68_1
intervaltree 2.1.0 py27_0 quantopian ipaddress 1.0.18 py27h337fd85_0
jpeg 9b habf39ab_1
libedit 3.1 heed3624_0
libffi 3.2.1 h4deb6c0_3
libgcc-ng 7.2.0 h7cc24e2_2
libgfortran 3.0.0 1
libgfortran-ng 7.2.0 h9f7466a_2
libpng 1.6.32 hda9c8bc_2
libstdcxx-ng 7.2.0 h7a57d05_2
libxcb 1.12 h84ff03f_3
libxml2 2.9.4 h6b072ca_5
logbook 0.12.5 py27_0 quantopian lru-dict 1.1.4 py27_0 quantopian lzo 2.10 h1bfc0ba_1
mako 1.0.7 py27h3d58d4b_0
markupsafe 1.0 py27h97b2822_1
matplotlib 2.1.0 py27h09aba24_0
mkl 2017.0.3 0
multipledispatch 0.4.9 py27h9b5f95a_0
ncurses 6.0 h06874d7_1
networkx 2.0 py27hfc23926_0
numexpr 2.6.2 np111py27_0
numpy 1.11.3 py27_0
openssl 1.0.2l h077ae2c_5
pandas 0.18.1 np111py27_0
pandas-datareader 0.5.0 py27_0
patsy 0.4.1 py27hd1cf8c0_0
pcre 8.41 hc71a17e_0
pip 9.0.1 py27hbf658b2_3
pycparser 2.18 py27hefa08c5_1
pyopenssl 17.2.0 py27h189ff3b_0
pyparsing 2.2.0 py27hf1513f8_1
pyqt 5.6.0 py27h4b1e83c_5
pysocks 1.6.7 py27he2db6d2_1
pytables 3.4.2 py27h1f7bffc_2
python 2.7.14 hc2b0042_21
python-dateutil 2.6.1 py27h4ca5741_1
pytz 2017.2 py27hcac29fa_1
qt 5.6.2 h974d657_12
readline 7.0 hac23ff0_3
requests 2.18.4 py27hc5b0589_1
requests-file 1.4.1 py27_0
requests-ftp 0.3.1 py27_0
scipy 0.19.0 np111py27_0
setuptools 36.5.0 py27h68b189e_0
singledispatch 3.4.0.3 py27h9bcb476_0
sip 4.18.1 py27he9ba0ab_2
six 1.11.0 py27h5f960f1_1
sortedcontainers 1.4.4 py27_0 quantopian sqlalchemy 1.1.13 py27hb0a01da_0
sqlite 3.20.1 h6d8b0f3_1
ssl_match_hostname 3.5.0.1 py27h4ec10b9_2
statsmodels 0.8.0 py27hc87d62d_0
subprocess32 3.2.7 py27h373dbce_0
tk 8.6.7 h5979e9b_1
toolz 0.8.2 py27hd3b1e7e_0
tornado 4.5.2 py27h97b179f_0
urllib3 1.22 py27ha55213b_0
wheel 0.29.0 py27h411dd7b_1
xz 5.2.3 h2bcbf08_1
zipline 1.1.1 np111py27_0 quantopian zlib 1.2.11 hfbfcf68_1

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

I am attempting to use non-US equities with zipline. I have followed the instructions from this guide:

http://www.prokopyshen.com/create-custom-zipline-data-bundle

Using data from Yahoo for the stock symbol AQF or ASX.AQF (https://au.finance.yahoo.com/quote/AQF.AX?p=AQF.AX). I downloaded the 'max' historical data for this in to a csv and ingested it in to a bundle without any issue. Following the guide linked above, I was able to perform the last step which verifies that the data was ingested correctly.


#!/usr/bin/env python
#
# Copyright 2014 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

from zipline.api import order, record, symbol

def initialize(context):
    pass

def handle_data(context, data):
    order(symbol('ASX.AQF'), 10)
    record(ADR=data.current(symbol('ASX.AQF'), 'price'))

# Note: this function can be removed if running
# this algorithm on quantopian.com
def analyze(context=None, results=None):
    import matplotlib.pyplot as plt
    # Plot the portfolio and asset data.
    ax1 = plt.subplot(211)
    results.portfolio_value.plot(ax=ax1)
    ax1.set_ylabel('Portfolio value (AUD)')
    ax2 = plt.subplot(212, sharex=ax1)
    results.ADR.plot(ax=ax2)
    ax2.set_ylabel('AQF price (AUD)')

    # Show the plot.
    plt.gcf().set_size_inches(18, 8)
    plt.show()

def _test_args():
    """Extra arguments to use when zipline's automated tests run this example.
    """
    import pandas as pd

    return {
        'start': pd.Timestamp('2017-01-01', tz='utc'),
        'end': pd.Timestamp('2017-06-06', tz='utc'),
    }

When I run something like "zipline -f buyAQF.py -b csv -s 2017-1-1 -e 2017-6-6" I get the following response:

(zipline_env2) user@ubuntu:~/My_Education/Algo_Trading/2 Git_Clone/zipline/zipline/examples$ zipline run -f buyAQF.py -b csv -s 2017-1-1 -e 2017-6-6 entering viacsv. tuSymbols= ('ASX.AQF',) about to return ingest function [2017-10-24 10:41:43.694868] WARNING: Loader: Refusing to download new benchmark data because a download succeeded at 2017-10-24 10:12:52.666862+00:00. Traceback (most recent call last): File "/home/user/anaconda3/envs/zipline_env2/bin/zipline", line 11, in load_entry_point('zipline==1.1.1', 'console_scripts', 'zipline')() File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/click/core.py", line 722, in call return self.main(args, kwargs) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/click/core.py", line 697, in main rv = self.invoke(ctx) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/click/core.py", line 1066, in invoke return _process_result(sub_ctx.command.invoke(sub_ctx)) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/click/core.py", line 895, in invoke return ctx.invoke(self.callback, ctx.params) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/click/core.py", line 535, in invoke return callback(args, kwargs) File "/home/user/anaconda3/envs/ziplineenv2/lib/python2.7/site-packages/zipline/main.py", line 97, in return f(*args, *kwargs) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/click/decorators.py", line 17, in new_func return f(get_current_context(), args, kwargs) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/main.py", line 240, in run environ=os.environ, File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/utils/run_algo.py", line 179, in _run overwrite_sim_params=False, File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/algorithm.py", line 709, in run for perf in self.get_generator(): File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/gens/tradesimulation.py", line 222, in transform for capital_change_packet in every_bar(dt): File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/gens/tradesimulation.py", line 135, in every_bar handle_data(algo, current_data, dt_to_use) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/utils/events.py", line 216, in handle_data dt, File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/utils/events.py", line 235, in handle_data self.callback(context, data) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/algorithm.py", line 459, in handle_data self._handle_data(self, data) File "buyAQF.py", line 25, in handle_data order(symbol('ASX.AQF'), 10) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/utils/api_support.py", line 57, in wrapped return getattr(algo_instance, f.name)(*args, **kwargs) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/algorithm.py", line 1182, in symbol """Lookup an Equity by its ticker symbol. File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/algorithm.py", line 1212, in symbol as_of_date=_lookup_date, File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/assets/assets.py", line 838, in lookup_symbol return self._lookup_symbol_strict(symbol, as_of_date) File "/home/user/anaconda3/envs/zipline_env2/lib/python2.7/site-packages/zipline/assets/assets.py", line 708, in _lookup_symbol_strict raise SymbolNotFound(symbol=symbol) zipline.errors.SymbolNotFound: Symbol 'ASX.AQF' was not found.

What did you expect to happen? I expected the line of code "order(symbol('ASX.AQF'), 10)" to find the symbol ASX.AQF as it found AAPL in the example to buy apple stocks.
What happened instead? Instead, the stock symbol was not found and the above error message was thrown

Here is how you can reproduce this issue on your machine:

Reproduction Steps

Install zipline in a conda virtual environment.
Follow the steps illustrated in the guide: http://www.prokopyshen.com/create-custom-zipline-data-bundle
Create a bundle using this data from yahoo finance: https://au.finance.yahoo.com/quote/AQF.AX?p=AQF.AX
Create a python file with the code segment pasted above. Save it as buyAQF.py
zipline -f buyAQF.py -b csv -s 2017-1-1 -e 2017-6-6 ...

What steps have you taken to resolve this already?

None, as I am unsure how to troubleshoot this issue ...

Anything else?

...

Sincerely, sockpastarock

freddiev4 commented 6 years ago

Sorry for the late response here @SockPastaRock. Did you run zipline ingest -b <your_bundle_name> after writing the custom bundle?

Also if you'd like to use csv files you can use the csvdir bundle.

Paste from the Gitter chat:

ernestoeperez88 commented 4 years ago

@SockPastaRock I'm gonna go ahead and close this issue. Please feel free to reopen if you run into any other issues, or have any questions.

quantopian / zipline

Non-US equities: "zipline.errors.SymbolNotFound" #1993

Environment

Reproduction Steps

What steps have you taken to resolve this already?

Anything else?