Closed jengelman closed 6 years ago
freddiev4
commented
6 years ago Hi @jengelman thanks for opening this. Can you try running this for a smaller time period? Such as 2017-1-1 to 2017-2-1
Aside from that, I believe this is coming from changes to the Google API which we use pandas-datareader to pull data from. I recently opened #2031 to remove the pandas-datareader and Google API dependency, so once that's merged this issue should go away.
jengelman
commented
6 years ago @freddiev4 Got almost the exact same error message, including the attempted redownload of the entire benchmark. Only difference was 'position 35199' instead of 'position 35301'.
freddiev4
commented
6 years ago Are you running the latest Zipline master branch? Or at some other commit-ish or version 1.1.1?
freddiev4
commented
6 years ago FWIW, I just ran:
zipline run -f zipline/examples/buyapple.py \
--start 2017-1-1 \
--end 2017-2-1 \
-o buyapple_out.pickle \
-b quantopian-quandl \On latest Zipline master, and Zipline 1.1.1, in both a Py35 and Py36 environment (running macOS), and didn't see this issue
jengelman
commented
6 years ago Original issue is from Zipline 1.1.1, installed from pip.
I tried uninstalling with pip, building master using python setup.py install, and that command, and got the same error.
Tried rerunning zipline ingest, and got the following (5 times before it gave up):
[2017-12-01 19:06:46.114107] ERROR: zipline.data.bundles.quandl: Exception raised reading Quandl data. Retrying.
Traceback (most recent call last):
File "C:\Anaconda3\lib\site-packages\zipline-1.1.1+172.g42b32007-py3.6-win-amd64.egg\zipline\data\bundles\quandl.py", line 89, in fetch_data_table
format_metadata_url(api_key)
File "C:\Anaconda3\lib\site-packages\pandas\io\parsers.py", line 562, in parser_f
return _read(filepath_or_buffer, kwds)
File "C:\Anaconda3\lib\site-packages\pandas\io\parsers.py", line 301, in _read
compression=kwds.get('compression', None))
File "C:\Anaconda3\lib\site-packages\pandas\io\common.py", line 308, in get_filepath_or_buffer
req = _urlopen(str(filepath_or_buffer))
File "C:\Anaconda3\lib\urllib\request.py", line 223, in urlopen
return opener.open(url, data, timeout)
File "C:\Anaconda3\lib\urllib\request.py", line 532, in open
response = meth(req, response)
File "C:\Anaconda3\lib\urllib\request.py", line 642, in http_response
'http', request, response, code, msg, hdrs)
File "C:\Anaconda3\lib\urllib\request.py", line 570, in error
return self._call_chain(*args)
File "C:\Anaconda3\lib\urllib\request.py", line 504, in _call_chain
result = func(*args)
File "C:\Anaconda3\lib\urllib\request.py", line 650, in http_error_default
raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 400: Bad Request
[2017-12-01 19:06:46.116107] INFO: zipline.data.bundles.quandl: Downloading WIKI metadata.
[2017-12-01 19:06:46.249107] ERROR: zipline.data.bundles.quandl: Exception raised reading Quandl data. Retrying.Installing Zipline: So installing zipline via pip is slightly more involved than the average Python package, which you can read more about in the Install Guide.
If you were to use conda, which is the recommended package manager for installing zipline on Windows, you can install the latest zipline master using conda install -c quantopian/label/ci zipline.
Ingesting Data:
In regards to zipline ingest, the default data bundle is the quandl bundle (was formerly quantopian-quandl, docs should be updated in the next release), in which you need a quandl API key to properly ingest, seen here in the Data Bundles Guide.
You can also run zipline ingest -b quantopian-quandl, which is a mirror of the quandl WIKI dataset that Quantopian provides, with the data in the formats that zipline expects. You don't need to pass the API key arg for that.
Python Versions: We only build conda packages for Py27 and Py35, and don't yet have support for Py36.
jengelman
commented
6 years ago Following the instructions, I tried installing using conda, and got the following conflict:
$ conda install -c Quantopian zipline
Fetching package metadata ...............
Solving package specifications: .
UnsatisfiableError: The following specifications were found to be in conflict:
- python 3.6*
- zipline -> bcolz >=0.12.1,<1 -> numpy 1.10* -> python 2.7*Does zipline not support python 3.6, or is there a way to change the required version of numpy here?
freddiev4
commented
6 years ago Good question (edited my previous answer above). We don't yet have conda packages built for Python 3.6; if you create a Python 3.5 conda env it should work.
jengelman
commented
6 years ago I created a py3.5 conda env, successfully installed zipline from conda, and got the original error "can't decode btye" error again.
edit: tried running both the jupyter notebook and example script directly from python, and got "No module named zipline" for both, so guess installation wasn't successful, despite being able to call zipline from the command line. might be a path issue somewhere?
freddiev4
commented
6 years ago Interesting. So if you've installed via conda, in a Py35 env, and the latest master doesn't work for you and zipline 1.1.1 doesn't work, then I'm thinking #2031 should be the fix. However, I'm still able to run the command I pasted earlier without any issues; so it's a bit strange. Will have to do some more inspection.
If you'd like to test out that #2031 branch, there are Development Guidelines on how to get everything set up.
Otherwise, I'm thinking just wait for that PR to get merged. I don't have access to a Windows machine currently but I also don't think it has anything to do with that b/c there's #2029 (which looks like they're using a non-Windows OS).
freddiev4
commented
6 years ago It's possible there's a path issue, after seeing your edit. Not entirely certain of that.
jengelman
commented
6 years ago Built the #2031 branch and running zipline from the command line worked. Tried importing zipline within python, and got this:
No module named 'zipline.utils.calendars._calendar_helpers
Environment
I installed from pip, and successfully ran
zipline ingest. I closed the repo from github, went to the directory, and attempted to run the example script as follows:zipline run -f zipline/examples/buyapple.py --start 2000-1-1 --end 2014-1-1 -o buyapple_out.pickleI got the following output:
I checked the cache, and it has data for the time period mentioned, but running the command again gives the same result. Any help would be appreciated.