Closed narun4sk closed 4 years ago
Help on function load_market_data in module zipline.data.loader:
load_market_data(trading_day=None, trading_days=None, bm_symbol='SPY', environ=None)
Load benchmark returns and treasury yield curves for the given calendar and
benchmark symbol.
Benchmarks are downloaded as a Series from IEX Trading. Treasury curves
are US Treasury Bond rates and are downloaded from 'www.federalreserve.gov'
by default. For Canadian exchanges, a loader for Canadian bonds from the
Bank of Canada is also available.
Results downloaded from the internet are cached in
~/.zipline/data. Subsequent loads will attempt to read from the cached
files before falling back to redownload.
I probably can extract the same data from the other internet sources... What format does zipline
expect? It's quite an annoying issue for me, as I cannot proceed any further with my learning :disappointed:
If this may draw a bit more attention from the devs, this ongoing issue also breaks your Quickstart:
$ zipline run -f dual_moving_average.py --start 2014-1-1 --end 2018-1-1 -o dma.pickle
[2020-01-06 20:31:38.548002] INFO: Loader: Cache at /home/jupyter/.zipline/data/SPY_benchmark.csv does not have data from 2014-01-02 00:00:00+00:00 to 2017-12-29 00:00:00+00:00.
[2020-01-06 20:31:38.548265] INFO: Loader: Downloading benchmark data for 'SPY' from 2013-12-31 00:00:00+00:00 to 2017-12-29 00:00:00+00:00
Traceback (most recent call last):
File "/home/jupyter/env/bin/zipline", line 8, in <module>
sys.exit(main())
File "/home/jupyter/env/lib/python3.5/site-packages/click/core.py", line 764, in __call__
return self.main(*args, **kwargs)
File "/home/jupyter/env/lib/python3.5/site-packages/click/core.py", line 717, in main
rv = self.invoke(ctx)
File "/home/jupyter/env/lib/python3.5/site-packages/click/core.py", line 1137, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/home/jupyter/env/lib/python3.5/site-packages/click/core.py", line 956, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/home/jupyter/env/lib/python3.5/site-packages/click/core.py", line 555, in invoke
return callback(*args, **kwargs)
File "/home/jupyter/env/lib/python3.5/site-packages/zipline/__main__.py", line 107, in _
return f(*args, **kwargs)
File "/home/jupyter/env/lib/python3.5/site-packages/click/decorators.py", line 17, in new_func
return f(get_current_context(), *args, **kwargs)
File "/home/jupyter/env/lib/python3.5/site-packages/zipline/__main__.py", line 276, in run
blotter=blotter,
File "/home/jupyter/env/lib/python3.5/site-packages/zipline/utils/run_algo.py", line 159, in _run
trading_days=trading_calendar.schedule[start:end].index,
File "/home/jupyter/env/lib/python3.5/site-packages/zipline/finance/trading.py", line 103, in __init__
self.bm_symbol,
File "/home/jupyter/env/lib/python3.5/site-packages/zipline/data/loader.py", line 149, in load_market_data
environ,
File "/home/jupyter/env/lib/python3.5/site-packages/zipline/data/loader.py", line 216, in ensure_benchmark_data
data = get_benchmark_returns(symbol)
File "/home/jupyter/env/lib/python3.5/site-packages/zipline/data/benchmarks.py", line 35, in get_benchmark_returns
data = r.json()
File "/home/jupyter/env/lib/python3.5/site-packages/requests/models.py", line 897, in json
return complexjson.loads(self.text, **kwargs)
File "/usr/lib/python3.5/json/__init__.py", line 319, in loads
return _default_decoder.decode(s)
File "/usr/lib/python3.5/json/decoder.py", line 339, in decode
obj, end = self.raw_decode(s, idx=_w(s, 0).end())
File "/usr/lib/python3.5/json/decoder.py", line 357, in raw_decode
raise JSONDecodeError("Expecting value", s, err.value) from None
json.decoder.JSONDecodeError: Expecting value: line 1 column 1 (char 0)
I don't think Zipline is supported anymore.
@CapitalZe what do you mean by zipline not supported anymore
? AFAIK project is not dead, isn't it?
I'm not sure, but support seems to have waned dramatically over the past couple of months. I seldom see support or replies to the communities questions and issues.
I'm probably wrong though.
Hi @narun4sk ,
This is a known issue. You can check https://github.com/quantopian/zipline/issues/2480
The data management (from Quandl, IEX or other) used for the backtesting should be improved and configured outside zipline as a prerequisite.
Thanks
Hi @CapitalZe, Zipline is still maintained as per https://github.com/quantopian/zipline/pull/2558#issuecomment-562742435
I'm working to consolidate the issues around the benchmark into a single location in https://github.com/quantopian/zipline/issues/2627. Closing this in favor of that issue. Feel free to ping there or to reopen this if you think there's information in this issue that's not captured in the other one.
Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
Environment
$ uname --all
)$ python --version
$ python -c 'import math, sys;print(int(math.log(sys.maxsize + 1, 2) + 1))'
pip
,conda
, orother (please explain)
)Now that you know a little about me, let me tell you about the issue I am having:
Description of Issue
zipline.run_algorithm
is failing because internally it callszipline.data.benchmarks.get_benchmark_returns
, which then tries to fetch some data from thehttps://api.iextrading.com/1.0/stock/{}/chart/5y
, however the site returns403 Forbidden
.Example:
Relevant zipline stack trace:
Here is how you can reproduce this issue on your machine: