scrtlabs / catalyst

An Algorithmic Trading Library for Crypto-Assets in Python
http://enigma.co
Apache License 2.0
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Problems ingesting poloniex minute data #267

Open sam31415 opened 6 years ago

sam31415 commented 6 years ago

Dear Catalyst Maintainers,

Before I tell you about my issue, let me describe my environment:

Environment

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

Description of Issue

I expect to be able to ingest poloniex data without error message. I expect that once it has run once, it won't ingest new data if the command is rerun immediately after. I expect to be able to backtest with the ingested data without getting error messages claiming the data has not been ingested.

As described here: https://catalyst.enigma.co/t/problem-ingesting-poloniex-data/50

When I ingest data from poloniex, I randomly get errors looking like the one attached below. It seems to complain about a temporary folder not being emply. I can empty this folder manually and reingest. Then I may or may not get again a random error like this one. Even if I ingest the full data successfully, I still get errors in Catalyst when backtesting. At the price of excluding XRP-BTC, I have been able to backtest BTC pairs from Jan 2016 to end of Nov 2017. I can also backtest from Dec 3 to Dec 29. In other periods I get repeated error messages claiming the data hasn’t been ingested. Using the catalyst clean-ingest

Ingesting exchange bundle poloniex… [================== ] Ingesting minute price data on poloniex: 51% 0d 00:03:05[2018-02-27 19:47 :13.468000] WARNING: exchange_bundle: skipping ctable for grc_btc from 2018-02-01 00:00:00+00:00 to 2018-02-14 23:59:00+ 00:00: [Errno 2] No such file or directory: u’C:\Users\Sam.catalyst\data\exchanges\poloniex\temp_bundles\poloni ex-minute-grc_btc-2018-02\67\95\679521.bcolz\open\meta\sizes’ [========================= ] Ingesting minute price data on poloniex: 69% 0d 00:01:53 Traceback (most recent call last): File “c:\users\sam\anaconda2\envs\catalyst\lib\runpy.py”, line 174, in _run_module_as_main "main", fname, loader, pkg_name) File “c:\users\sam\anaconda2\envs\catalyst\lib\runpy.py”, line 72, in run_code exec code in run_globals File "C:\Users\Sam\Anaconda2\envs\catalyst\Scripts\catalyst.exe_main.py", line 9, in File “c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\click\core.py”, line 722, in call return self.main(args, kwargs) File “c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\click\core.py”, line 697, in main rv = self.invoke(ctx) File “c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\click\core.py”, line 1066, in invoke return process_result(sub_ctx.command.invoke(sub_ctx)) File “c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\click\core.py”, line 895, in invoke return ctx.invoke(self.callback, ctx.params) File “c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\click\core.py”, line 535, in invoke return callback(args, *kwargs) File “c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\click\decorators.py”, line 17, in new_func return f(get_current_context(), args, **kwargs) File "c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\catalyst_main.py", line 594, in ingest_exchange csv=csv File “c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\catalyst\exchange\exchange_bundle.py”, line 823, in inges t show_report=show_report File “c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\catalyst\exchange\exchange_bundle.py”, line 642, in inges t_assets cleanup=True File “c:\users\sam\anaconda2\envs\catalyst\lib\site-packages\catalyst\exchange\exchange_bundle.py”, line 420, in inges t_ctable shutil.rmtree(reader._rootdir) File “c:\users\sam\anaconda2\envs\catalyst\lib\shutil.py”, line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File “c:\users\sam\anaconda2\envs\catalyst\lib\shutil.py”, line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File “c:\users\sam\anaconda2\envs\catalyst\lib\shutil.py”, line 256, in rmtree onerror(os.rmdir, path, sys.exc_info()) File “c:\users\sam\anaconda2\envs\catalyst\lib\shutil.py”, line 254, in rmtree os.rmdir(path) WindowsError: [Error 145] The directory is not empty: u’C:\Users\Sam.catalyst\data\exchanges\poloniex\temp_bundl es\poloniex-minute-pasc_btc-2018-02\11\18’

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

Reproduction Steps

  1. Clear .catalyst folder under user profile.
  2. Re-ingest exchange data.
  3. Run a backtest using xrp_btc using poloniex minute data in 2017. Try to backtest using all the _btc pairs starting on dec 1st with poloniex minute data. Try to backtest using all the _btc pairs in 2018 with poloniex minute data ...

What steps have you taken to resolve this already?

Repeatedly ingested the data. Manually deleted the temporary directories mentioned in the errors. Ran catalyst clean-exchange and reingested multiple times, getting errors like the one above along the way, until the ingestion terminates successfuly.

Thanks,

Samuel

AvishaiW commented 6 years ago

answered on the forum. Try upgrading enigma-catalyst and notify us if the errors still occur. Thanks!

sam31415 commented 6 years ago

Thanks for the suggestion. From the release notes of 0.5.3, it didn't look like updating could help my problem.

I tried to update, but it fails when trying to install hexbytes. As far as I know hexbytes is not compatible with Python 2.7, see https://pypi.python.org/pypi/hexbytes Does it mean that future updates of catalyst are incompatible with Python 2.7?

Here is the error message I get when trying to update:

Collecting hexbytes<1.0.0,>=0.1.0b1 (from web3>=4.0.0b7->enigma-catalyst) Using cached hexbytes-0.1.0.tar.gz Complete output from command python setup.py egg_info: C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\setuptools\pep425tags.py:89: RuntimeWarning: Config variable 'Py_DEBUG' is unset, Python ABI tag may be incorrect warn=(impl == 'cp')): C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\setuptools\pep425tags.py:93: RuntimeWarning: Config variable 'WITH_PYMALLOC' is unset, Python ABI tag may be incorrect warn=(impl == 'cp')): C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\setuptools\pep425tags.py:99: RuntimeWarning: Config variable 'Py_UNICODE_SIZE' is unset, Python ABI tag may be incorrect sys.version_info < (3, 3))) \ See http://johnmacfarlane.net/pandoc/installing.html for installation options

zip_safe flag not set; analyzing archive contents...
pypandoc.__init__: module references __file__

!!! pandoc not found, long_description is bad, don't upload this to PyPI !!!

Installed c:\users\sam\appdata\local\temp\pip-build-svu85q\hexbytes\.eggs\pypandoc-1.4-py2.7.egg
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "c:\users\sam\appdata\local\temp\pip-build-svu85q\hexbytes\setup.py", line 67, in <module>
    'Programming Language :: Python :: Implementation :: PyPy',
  File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\setuptools\__init__.py", line 129, in setup
    return distutils.core.setup(**attrs)
  File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\distutils\core.py", line 111, in setup
    _setup_distribution = dist = klass(attrs)
  File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\setuptools\dist.py", line 333, in __init__
    _Distribution.__init__(self, attrs)
  File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\distutils\dist.py", line 287, in __init__
    self.finalize_options()
  File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\setuptools\dist.py", line 476, in finalize_options
    ep.load()(self, ep.name, value)
  File "c:\users\sam\appdata\local\temp\pip-build-svu85q\hexbytes\.eggs\setuptools_markdown-0.2-py2.7.egg\setuptools

_markdown.py", line 22, in long_description_markdown_filename output = pypandoc.convert(markdown_filename, 'rst') File "c:\users\sam\appdata\local\temp\pip-build-svu85q\hexbytes.eggs\pypandoc-1.4-py2.7.egg\pypandoc__init__.py" , line 66, in convert raise RuntimeError("Format missing, but need one (identified source as text as no " RuntimeError: Format missing, but need one (identified source as text as no file with that name was found).

----------------------------------------

Command "python setup.py egg_info" failed with error code 1 in c:\users\sam\appdata\local\temp\pip-build-svu85q\hexbytes \

AvishaiW commented 6 years ago

this will be fixed in the next release (which will hopefully be in the next coming days) but for now, you can download this file and run the command pip install -r path_to_file/requirements.txt

sam31415 commented 6 years ago

Oops, exception, see below. I have two algos paper and live trading. Is that why? Anyway I can wait for the next release.

Exception: Traceback (most recent call last): File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\basecommand.py", line 215, in main status = self.run(options, args) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\commands\install.py", line 342, in run prefix=options.prefix_path, File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\req\req_set.py", line 795, in install requirement.commit_uninstall() File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\req\req_install.py", line 767, in commit_uninstall self.uninstalled.commit() File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\req\req_uninstall.py", line 142, in commit rmtree(self.save_dir) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip_vendor\retrying.py", line 49, in wrapped_f return Retrying(*dargs, dkw).call(f, *args, *kw) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip_vendor\retrying.py", line 212, in call raise attempt.get() File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip_vendor\retrying.py", line 247, in get six.reraise(self.value[0], self.value[1], self.value[2]) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip_vendor\retrying.py", line 200, in call attempt = Attempt(fn(args, kwargs), attempt_number, False) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\utils__init.py", line 102, in rmtree onerror=rmtree_errorhandler) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 252, in rmtree onerror(os.remove, fullname, sys.exc_info()) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\utils\init__.py", line 114, in rmtree_errorhandler func(path) WindowsError: [Error 5] Access is denied: 'c:\users\sam\appdata\local\temp\pip-bvrpru-uninstall\users\sam\anaco nda2\envs\catalyst\lib\site-packages\logbook\_speedups.pyd'

AvishaiW commented 6 years ago

it seems like you are trying to install pip, are you sure you have pip? if not, try installing it and then run the command..

sam31415 commented 6 years ago

I just run the command you advised: pip install -r path_to_file/requirements.txt.

I can run pip freeze and see the packages installed, so I think I do have pip installed.

AvishaiW commented 6 years ago

I'm still not sure what the problem is but maybe this will work: python -m pip install -r path_to_file/requirements.txt.

sam31415 commented 6 years ago

Thanks, but I still get an error:

` Building wheels for collected packages: scipy Running setup.py bdist_wheel for scipy ... error Complete output from command C:\Users\Sam\Anaconda2\envs\catalyst\python.exe -u -c "import setuptools, tokenize;file ='c:\users\sam\appdata\local\temp\pip-build-5lrxi8\scipy\setup.py';f=getattr(tokenize, 'open', open)(file) ;code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, file, 'exec'))" bdist_wheel -d c:\users\sam\appdat a\local\temp\tmpuwz1o6pip-wheel- --python-tag cp27: lapack_opt_info: lapack_mkl_info: customize MSVCCompiler libraries mkl_rt not found in ['C:\Users\Sam\Anaconda2\envs\catalyst\lib', 'C:\', 'C:\Users\Sam\Anaconda2\ \envs\catalyst\libs'] NOT AVAILABLE

openblas_lapack_info: customize MSVCCompiler customize MSVCCompiler libraries openblas not found in ['C:\Users\Sam\Anaconda2\envs\catalyst\lib', 'C:\', 'C:\Users\Sam\Anaconda 2\envs\catalyst\libs'] get_default_fcompiler: matching types: '['gnu', 'intelv', 'absoft', 'compaqv', 'intelev', 'gnu95', 'g95', 'intelvem', 'intelem', 'flang']' customize GnuFCompiler Could not locate executable g77 Could not locate executable f77 customize IntelVisualFCompiler Could not locate executable ifort Could not locate executable ifl customize AbsoftFCompiler Could not locate executable f90 customize CompaqVisualFCompiler Could not locate executable DF customize IntelItaniumVisualFCompiler Could not locate executable efl customize Gnu95FCompiler Could not locate executable gfortran Could not locate executable f95 customize G95FCompiler Could not locate executable g95 customize IntelEM64VisualFCompiler customize IntelEM64TFCompiler Could not locate executable efort Could not locate executable efc customize PGroupFlangCompiler don't know how to compile Fortran code on platform 'nt' NOT AVAILABLE

openblas_clapack_info: customize MSVCCompiler customize MSVCCompiler libraries openblas,lapack not found in ['C:\Users\Sam\Anaconda2\envs\catalyst\lib', 'C:\', 'C:\Users\Sam\A naconda2\envs\catalyst\libs'] NOT AVAILABLE

atlas_3_10_threads_info: Setting PTATLAS=ATLAS customize MSVCCompiler libraries tatlas,tatlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\lib customize MSVCCompiler libraries lapack_atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\lib customize MSVCCompiler libraries tatlas,tatlas not found in C:\ customize MSVCCompiler libraries lapack_atlas not found in C:\ customize MSVCCompiler libraries tatlas,tatlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\libs customize MSVCCompiler libraries lapack_atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\libs <class 'numpy.distutils.system_info.atlas_3_10_threads_info'> NOT AVAILABLE

atlas_3_10_info: customize MSVCCompiler libraries satlas,satlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\lib customize MSVCCompiler libraries lapack_atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\lib customize MSVCCompiler libraries satlas,satlas not found in C:\ customize MSVCCompiler libraries lapack_atlas not found in C:\ customize MSVCCompiler libraries satlas,satlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\libs customize MSVCCompiler libraries lapack_atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\libs <class 'numpy.distutils.system_info.atlas_3_10_info'> NOT AVAILABLE

atlas_threads_info: Setting PTATLAS=ATLAS customize MSVCCompiler libraries ptf77blas,ptcblas,atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\lib customize MSVCCompiler libraries lapack_atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\lib customize MSVCCompiler libraries ptf77blas,ptcblas,atlas not found in C:\ customize MSVCCompiler libraries lapack_atlas not found in C:\ customize MSVCCompiler libraries ptf77blas,ptcblas,atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\libs customize MSVCCompiler libraries lapack_atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\libs <class 'numpy.distutils.system_info.atlas_threads_info'> NOT AVAILABLE

atlas_info: customize MSVCCompiler libraries f77blas,cblas,atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\lib customize MSVCCompiler libraries lapack_atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\lib customize MSVCCompiler libraries f77blas,cblas,atlas not found in C:\ customize MSVCCompiler libraries lapack_atlas not found in C:\ customize MSVCCompiler libraries f77blas,cblas,atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\libs customize MSVCCompiler libraries lapack_atlas not found in C:\Users\Sam\Anaconda2\envs\catalyst\libs <class 'numpy.distutils.system_info.atlas_info'> NOT AVAILABLE

C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\system_info.py:624: UserWarning: Atlas (http://math-atlas.sourceforge.net/) libraries not found. Directories to search for the libraries can be specified in the numpy/distutils/site.cfg file (section [atlas]) or by setting the ATLAS environment variable. self.calc_info() lapack_info: customize MSVCCompiler libraries lapack not found in ['C:\Users\Sam\Anaconda2\envs\catalyst\lib', 'C:\', 'C:\Users\Sam\Anaconda2\ \envs\catalyst\libs'] NOT AVAILABLE

C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\system_info.py:624: UserWarning: Lapack (http://www.netlib.org/lapack/) libraries not found. Directories to search for the libraries can be specified in the numpy/distutils/site.cfg file (section [lapack]) or by setting the LAPACK environment variable. self.calc_info() lapack_src_info: NOT AVAILABLE

C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\system_info.py:624: UserWarning: Lapack (http://www.netlib.org/lapack/) sources not found. Directories to search for the sources can be specified in the numpy/distutils/site.cfg file (section [lapack_src]) or by setting the LAPACK_SRC environment variable. self.calc_info() NOT AVAILABLE

Running from scipy source directory. Traceback (most recent call last): File "", line 1, in File "c:\users\sam\appdata\local\temp\pip-build-5lrxi8\scipy\setup.py", line 265, in setup_package() File "c:\users\sam\appdata\local\temp\pip-build-5lrxi8\scipy\setup.py", line 262, in setup_package setup(*metadata) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\core.py", line 135, in setup config = configuration() File "c:\users\sam\appdata\local\temp\pip-build-5lrxi8\scipy\setup.py", line 182, in configuration config.add_subpackage('scipy') File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\misc_util.py", line 1024, in add_subpac kage caller_level = 2) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\misc_util.py", line 993, in get_subpack age caller_level = caller_level + 1) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\misc_util.py", line 930, in _get_config uration_from_setup_py config = setup_module.configuration(args) File "scipy\setup.py", line 15, in configuration config.add_subpackage('linalg') File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\misc_util.py", line 1024, in add_subpac kage caller_level = 2) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\misc_util.py", line 993, in get_subpack age caller_level = caller_level + 1) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\numpy\distutils\misc_util.py", line 930, in _get_config uration_from_setup_py config = setup_module.configuration(*args) File "scipy\linalg\setup.py", line 20, in configuration raise NotFoundError('no lapack/blas resources found') numpy.distutils.system_info.NotFoundError: no lapack/blas resources found


Failed building wheel for scipy Running setup.py clean for scipy Failed to build scipy Installing collected packages: pytz, numpy, requests, six, requests-file, scipy, pandas-datareader, patsy, statsmodels, python-dateutil, Cython, cyordereddict, bottleneck, contextlib2, decorator, networkx, numexpr, click, toolz, multipledis patch, MarkupSafe, Mako, sqlalchemy, alembic, sortedcontainers, lru-dict, tables, ccxt, boto3 Found existing installation: pytz 2017.3 Uninstalling pytz-2017.3: Successfully uninstalled pytz-2017.3 Found existing installation: numpy 1.14.0 Uninstalling numpy-1.14.0: Successfully uninstalled numpy-1.14.0 Exception: Traceback (most recent call last): File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\basecommand.py", line 215, in main status = self.run(options, args) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\commands\install.py", line 342, in run prefix=options.prefix_path, File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\req\req_set.py", line 795, in install requirement.commit_uninstall() File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\req\req_install.py", line 767, in commit_uninstall self.uninstalled.commit() File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\req\req_uninstall.py", line 142, in commit rmtree(self.save_dir) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip_vendor\retrying.py", line 49, in wrapped_f return Retrying(*dargs, dkw).call(f, *args, *kw) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip_vendor\retrying.py", line 212, in call raise attempt.get() File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip_vendor\retrying.py", line 247, in get six.reraise(self.value[0], self.value[1], self.value[2]) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip_vendor\retrying.py", line 200, in call attempt = Attempt(fn(args, kwargs), attempt_number, False) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\utils__init__.py", line 102, in rmtree onerror=rmtree_errorhandler) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 247, in rmtree rmtree(fullname, ignore_errors, onerror) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\shutil.py", line 252, in rmtree onerror(os.remove, fullname, sys.exc_info()) File "C:\Users\Sam\Anaconda2\envs\catalyst\lib\site-packages\pip\utils__init__.py", line 114, in rmtree_errorhandler func(path) WindowsError: [Error 5] Access is denied: 'c:\users\sam\appdata\local\temp\pip-uhfvqx-uninstall\users\sam\anaco nda2\envs\catalyst\lib\site-packages\numpy\.libs\libopenblas.bnvrk7633hsx7yvo2tadgr4a5kekxjaw.gfortran-win_amd64. dll' ` Do you think the access denied could be due to the fact I have an algo running? I'd rather not shut it down now, but if necessary I will.

AvishaiW commented 6 years ago

It is quite possible. maybe, instead of stopping them, create a new virtual environment (maybe in python 3.6, that way you will have a supported env for the Marketplace)

sam31415 commented 6 years ago

Ok I managed to install catalyst 0.5.3. At first, exactly the same problem occured. I had to restart the ingestion once because a "directory is not empty" error like above. Then the ingestion completed, but data for the pairs are missing. (Actually more pairs than before.) Yet I managed to go through the backtest by adding one by one the pairs that were missing. A bit fastidious, but now it seems to be working. Thanks for your help!

Is catalyst supposed to fetch the data for all the pairs when a pair is not specified? Because it was certainly not the case for me, I had to add most of them manually (although not all of them, the highest by market cap were there).

AvishaiW commented 6 years ago

when not specifying a specific pair, catalyst is suppose to ingest all pairs available on the exchange which catalyst currently supports, according to this page. if your problem is referring to pairs that are listed and weren't ingested please notify us and we will try to look into it. btw, can you please elaborate as to how you solved the upgrading of the package? for use of other users which encounter similar issues. Thanks!

sam31415 commented 6 years ago

Yes, that's what I'd have expected.

So to recap. I never managed to ingest the data without getting the "directory not empty" error mentioned in the first post above. By restarting the ingestion sufficiently many times, I manage to make it complete. But then most pairs except for the highest market cap ones are still not ingested. I have to ingest them one by one. Once this is done, everything works fine as expected.

Concerning upgrading to 5.3, the problem was with scipy. I just installed scipy manually (with conda if I remember well). Then the installation of catalyst went through.

AvishaiW commented 6 years ago

catalyst 0.5.4 was released. please update if you are still experiencing these issues.

LarryEitel commented 6 years ago

I am running: catalyst ingest-exchange -x bitfinex -i btc_usd -f minute

And it is returning: 'Trying to ingest exchange bundle bitfinex...'

No problem when running daily:

(catalyst) C:\_py>catalyst ingest-exchange -x bitfinex -i btc_usd
Trying to ingest exchange bundle bitfinex...
    [====================================]  Ingesting daily price data on bitfinex:  100%
lenak25 commented 6 years ago

@LarryEitel , not sure I understand the issue.. The minute data is much bigger than the daily data so the ingestion procedure takes some time to complete.

LarryEitel commented 6 years ago

@lenak25 Thank you for your reply. "Trying to ingest exchange bundle bitfinex..." left me wondering when / IF it would succeed in 'trying'. :)

I also learned that if I run a backtest using a date range that extends beyond current date it would result in a no data exception error.

It's all good now. :)

lenak25 commented 6 years ago

@LarryEitel , happy to hear, thanks for the update. @sam31415, did you have a chance to check if the issues you experienced still occur with the latest catalyst version?

sam31415 commented 6 years ago

@lenak25 I haven't.... As my dataset seems complete now, I prefer not to touch it too much.