Open Nanofernandez opened 4 years ago
Hi Nanofer,
To ingest the data from Quandl, you'll need an API key that you'll get when you create an account on their website. Once you have your key, run the following from the command line:
$ QUANDL_API_KEY=
which will set the environment variable QUANDL_API_KEY.
Please note that the market data retrieved from Quandl contains the equity prices until April 11, 2018 (the data feed used is no longer actively supported.
Thanks Ayoub
Hi Nanofer,
To ingest the data from Quandl, you'll need an API key that you'll get when you create an account on their website. Once you have your key, run the following from the command line:
$ QUANDL_API_KEY= zipline ingest -b quandl
which will set the environment variable QUANDL_API_KEY.
Please note that the market data retrieved from Quandl contains the equity prices until April 11, 2018 (the data feed used is no longer actively supported.
Thanks Ayoub
pls can you share the sqlite file
Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
$ python -c 'import math, sys;print(int(math.log(sys.maxsize + 1, 2) + 1))'
pip
,conda
)Name Version Build Channel
alembic 0.7.7 py35_0 Quantopian asn1crypto 0.24.0 py35_0 bcolz 0.12.1 np114py35_0 Quantopian blas 1.0 mkl bleach 3.1.0 py_0 blosc 1.16.3 h7bd577a_0 bottleneck 1.2.1 py35h452e1ab_1 bzip2 1.0.8 he774522_0 ca-certificates 2019.11.27 0 certifi 2018.8.24 py35_1 cffi 1.11.5 py35h74b6da3_1 chardet 3.0.4 py35_1 click 7.0 py_0 colorama 0.4.3 py_0 contextlib2 0.6.0.post1 py_0 cryptography 2.3.1 py35h74b6da3_0 cycler 0.10.0 pypi_0 pypi cyordereddict 0.2.2 py35_0 Quantopian cython 0.28.5 py35h6538335_0 decorator 4.4.1 py_0 defusedxml 0.6.0 py_0 empyrical 0.5.0 py35_0 Quantopian entrypoints 0.2.3 py35_2 hdf5 1.10.2 hac2f561_1 icc_rt 2019.0.0 h0cc432a_1 icu 58.2 ha66f8fd_1 idna 2.7 py35_0 inflection 0.3.1 pypi_0 pypi intel-openmp 2019.4 245 intervaltree 2.1.0 py35_0 Quantopian ipykernel 4.10.0 py35_0 ipython 5.8.0 py35_0 ipython_genutils 0.2.0 py35ha709e79_0 ipywidgets 7.4.1 py35_0 jinja2 2.10.3 py_0 jpeg 9b hb83a4c4_2 jsonschema 2.6.0 py35h27d56d3_0 jupyter 1.0.0 py35_7 jupyter_client 5.3.3 py_0 jupyter_console 5.2.0 py35_1 jupyter_core 4.5.0 py_0 kiwisolver 1.1.0 pypi_0 pypi libiconv 1.15 h1df5818_7 libpng 1.6.37 h2a8f88b_0 libsodium 1.0.16 h9d3ae62_0 libxml2 2.9.9 h464c3ec_0 libxslt 1.1.33 h579f668_0 logbook 0.12.5 py35_0 Quantopian lru-dict 1.1.4 py35_0 Quantopian lxml 4.2.5 py35hef2cd61_0 lz4-c 1.8.1.2 h2fa13f4_0 lzo 2.10 h6df0209_2 m2w64-gcc-libgfortran 5.3.0 6 m2w64-gcc-libs 5.3.0 7 m2w64-gcc-libs-core 5.3.0 7 m2w64-gmp 6.1.0 2 m2w64-libwinpthread-git 5.0.0.4634.697f757 2 mako 1.1.0 py_0 markupsafe 1.0 py35hfa6e2cd_1 matplotlib 3.0.3 pypi_0 pypi mistune 0.8.3 py35hfa6e2cd_1 mkl 2018.0.3 1 more-itertools 8.1.0 pypi_0 pypi mpl-finance 0.10.0 pypi_0 pypi msys2-conda-epoch 20160418 1 multipledispatch 0.6.0 py35_0 nbconvert 5.5.0 py_0 nbformat 4.4.0 py35h908c9d9_0 networkx 1.11 py35_1 notebook 5.5.0 py35_0 numexpr 2.6.1 np114py35_0 Quantopian numpy 1.14.2 py35h5c71026_0 openssl 1.0.2u he774522_0 pandas 0.22.0 py35h6538335_0 pandas-datareader 0.8.1 py_0 pandoc 2.2.3.2 0 pandocfilters 1.4.2 py35_1 patsy 0.5.0 py35_0 pickleshare 0.7.4 py35h2f9f535_0 pip 10.0.1 py35_0 prometheus_client 0.7.1 py_0 prompt_toolkit 1.0.15 py35h89c7cb4_0 pycparser 2.19 py35_0 pygments 2.5.2 py_0 pyopenssl 18.0.0 py35_0 pyparsing 2.4.6 pypi_0 pypi pyqt 5.9.2 py35h6538335_2 pysocks 1.6.8 py35_0 pytables 3.4.4 py35he6f6034_0 python 3.5.6 he025d50_0 python-dateutil 2.8.1 py_0 pytz 2019.3 py_0 pywin32 227 pypi_0 pypi pywinpty 0.5.4 py35_0 pyzmq 17.1.2 py35hfa6e2cd_0 qt 5.9.6 vc14h1e9a669_2 qtconsole 4.6.0 py_1 quandl 3.5.0 pypi_0 pypi requests 2.20.1 py35_0 Quantopian requests-file 1.4.3 py35_0 scipy 1.1.0 py35hc28095f_0 send2trash 1.5.0 py35_0 setuptools 40.2.0 py35_0 simplegeneric 0.8.1 py35_2 sip 4.19.8 py35h6538335_0 six 1.11.0 py35_1 snappy 1.1.7 h777316e_3 sortedcontainers 1.4.4 py35_0 Quantopian sqlalchemy 1.2.11 py35hfa6e2cd_0 sqlite 3.30.1 he774522_0 statsmodels 0.9.0 py35h452e1ab_0 terminado 0.8.1 py35_1 testpath 0.4.4 py_0 toolz 0.10.0 py_0 tornado 5.1.1 py35hfa6e2cd_0 trading-calendars 1.11.1 py35_0 Quantopian traitlets 4.3.2 py35h09b975b_0 urllib3 1.23 py35_0 vc 14.1 h0510ff6_4 vs2015_runtime 14.16.27012 hf0eaf9b_1 wcwidth 0.1.7 py35h6e80d8a_0 webencodings 0.5.1 py35_1 wheel 0.31.1 py35_0 widgetsnbextension 3.4.1 py35_0 win_inet_pton 1.0.1 py35_1 win_unicode_console 0.5 py35h56988b5_0 wincertstore 0.2 py35hfebbdb8_0 winpty 0.4.3 4 xz 5.2.4 h2fa13f4_4 zeromq 4.2.5 he025d50_1 zipline 1.3.0 np114py35_0 Quantopian zlib 1.2.11 h62dcd97_3 zstd 1.3.7 h508b16e_0 Now that you know a little about me, let me tell you about the issue I am having:
Description of Issue
Followed steps on zipline and quandl, but was not able to load bundle data
What did you expect to happen? be able to ingest: zipline ingest -b quandl and be able to run: bundle_data = bundles.load("quandl")
What happened instead? Error message in Shell: File "C:\Users\talcual\Anaconda3\envs\env_zipline\lib\site-packages\zipline\data\bundles\quandl.py", line 203, in quandl_bundle "Please set your QUANDL_API_KEY environment variable and retry." ValueError: Please set your QUANDL_API_KEY environment variable and retry.
Error message in Jupyter: ValueError: SQLite file 'C:\Users\talcual/.zipline\data\quandl\2020-01-21T20;33;24.437011\assets-6.sqlite' doesn't exist.
Here is how you can reproduce this issue on your machine:
Reproduction Steps
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What steps have you taken to resolve this already?
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Anything else?
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Sincerely, Nanofer