Closed silent0506 closed 1 year ago
Hi @silent0506, this looks like a version conflict. Which alphalens, pandas etc versions are you using?
Hi @silent0506, this looks like a version conflict. Which alphalens, pandas etc versions are you using?
This is my library version.
(ch17.deeplearning > 05_backtesting_with_zipline.ipynb is work well. i don't know why this above file is not working)
stefan, thank you for checking it.
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cachetools | 4.2.4 cairo | 1.16.0 catalogue | 2.0.6 catboost | 1.0.4 certifi | 2021.10.8 cffi | 1.15.0 cfitsio | 4.0.0 cftime | 1.5.1.1 charls | 2.2.0 charset-normalizer | 2.0.10 click | 8.0.3 cloudpickle | 2.0.0 colorama | 0.4.4 colorlover | 0.3.0 conda | 4.11.0 conda-package-handling | 1.7.3 constantly | 15.1.0 cryptography | 36.0.1 cssselect | 1.1.0 curl | 7.81.0 cvxpy | 1.1.18 cycler | 0.11.0 cymem | 2.0.6 cython | 0.29.26 cython-blis | 0.7.5 cytoolz | 0.11.2 dask-core | 2022.1.0 dataclasses | 0.8 debugpy | 1.5.1 decorator | 5.1.1 defusedxml | 0.7.1 dill | 0.3.4 ecos | 2.0.10 empyrical-reloaded | 0.5.8 entrypoints | 0.3 enum34 | 1.1.10 et_xmlfile | 1.1.0 exchange-calendars | 3.3 executing | 0.8.2 expat | 2.4.2 fastprogress | 1.0.0 ffmpeg | 4.3.1 filelock | 3.4.2 flit-core | 3.6.0 font-ttf-dejavu-sans-mono | 2.37 font-ttf-inconsolata | 3 font-ttf-source-code-pro | 2.038 font-ttf-ubuntu | 0.83 fontconfig | 2.13.1 fonts-conda-ecosystem | 1 fonts-conda-forge | 1 fonttools | 4.28.5 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libmklml | 2019.0.5 libnetcdf | 4.8.1 libpng | 1.6.37 libprotobuf | 3.19.3 libpython | 2.1 libsodium | 1.0.18 libssh2 | 1.10.0 libthrift | 0.15.0 libtiff | 4.3.0 libutf8proc | 2.7.0 libwebp | 1.2.1 libwebp-base | 1.2.1 libxcb | 1.13 libxgboost | 1.5.0 libxml2 | 2.9.12 libxslt | 1.1.34 libzip | 1.8.0 libzlib | 1.2.11 libzopfli | 1.0.3 lightgbm | 3.3.2 linearmodels | 4.24 livelossplot | 0.5.4 llvmlite | 0.36.0 locket | 0.2.1 logbook | 1.5.3 lru-dict | 1.1.7 lxml | 4.7.1 lz4-c | 1.9.3 m2w64-binutils | 2.25.1 m2w64-bzip2 | 1.0.6 m2w64-crt-git | 5.0.0.4636.259 m2w64-gcc | 5.3.0 m2w64-gcc-ada | 5.3.0 m2w64-gcc-fortran | 5.3.0 m2w64-gcc-libgfortran | 5.3.0 m2w64-gcc-libs | 5.3.0 m2w64-gcc-libs-core | 5.3.0 m2w64-gcc-objc | 5.3.0 m2w64-gmp | 6.1.0 m2w64-headers-git | 5.0.0.4636.c0a m2w64-isl | 0.16.1 m2w64-libiconv | 1.14 m2w64-libmangle-git | 5.0.0.4509.2e5 m2w64-libwinpthread-git | 5.0.0.4634.697 m2w64-make | 4.1.2351.a80a8 m2w64-mpc | 1.0.3 m2w64-mpfr | 3.1.4 m2w64-pkg-config | 0.29.1 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pandas-datareader | 0.10.0 pandoc | 2.17 pandocfilters | 1.5.0 pango | 1.48.4 parquet-cpp | 1.5.1 parsel | 1.6.0 parso | 0.8.3 partd | 1.2.0 pathspec | 0.9.0 pathy | 0.6.1 patsy | 0.5.2 pcre | 8.45 pickleshare | 0.7.5 pillow | 8.4.0 pip | 21.2.2 pixman | 0.40.0 plaidbench | 0.7.0 plaidml | 0.7.0 plaidml-keras | 0.7.0 platformdirs | 2.4.0 plotly | 5.5.0 preshed | 3.0.6 priority | 1.3.0 prometheus_client | 0.12.0 promise | 2.3 prompt-toolkit | 3.0.24 prompt_toolkit | 3.0.24 property-cached | 1.6.4 property_cached | 1.6.4 protego | 0.1.16 protobuf | 3.19.3 pthread-stubs | 0.4 pure_eval | 0.2.1 py-xgboost | 1.5.0 pyarrow | 6.0.1 pyasn1 | 0.4.8 pyasn1-modules | 0.2.8 pycodestyle | 2.8.0 pycosat | 0.6.3 pycparser | 2.21 pydantic | 1.8.2 pydispatcher | 2.0.5 pydot | 1.4.2 pyfolio-reloaded | 0.9.4 pyglet | 1.5.16 pygments | 2.11.2 pygpu | 0.7.6 pyhdfe | 0.1.0 pyjwt | 2.3.0 pykalman | 0.9.5 pyldavis | 3.3.1 pyluach | 1.3.0 pymc3 | 3.11.4 pymdptoolbox | 4.0b3 pynndescent | 0.5.5 pyopenssl | 21.0.0 pyparsing | 3.0.6 pyphen | 0.12.0 pyportfolioopt | 1.5.1 pyqt | 5.12.3 pyqt-impl | 5.12.3 pyqt5-sip | 4.19.18 pyqtchart | 5.12 pyqtwebengine | 5.12.1 pyreadline | 2.1 pyrsistent | 0.18.0 pysocks | 1.7.1 pytables | 3.6.1 python | 3.8.12 python-dateutil | 2.8.2 python-graphviz | 0.19.1 python-interface | 1.6.0 python_abi | 3.8 pythreejs | 2.3.0 pytorch | 1.6.0 pytz | 2021.3 pyu2f | 0.1.5 pywavelets | 1.2.0 pywin32 | 303 pywinpty | 0.5.7 pyyaml | 6 pyzmq | 22.3.0 qdldl | 0.1.5.post0 qt | 5.12.9 qtconsole | 5.2.2 qtconsole-base | 5.2.2 qtpy | 2.0.0 quandl | 3.6.1 queuelib | 1.6.2 re2 | 2021.11.01 regex | 2021.11.10 requests | 2.27.1 requests-oauthlib | 1.3.0 rsa | 4.8 ruamel_yaml | 0.15.100 scikit-image | 0.19.1 scikit-learn | 1.0.2 scipy | 1.6.3 scrapy | 2.5.0 scs | 3.1.0 seaborn | 0.11.2 seaborn-base | 0.11.2 semver | 2.13.0 send2trash | 1.8.0 service_identity | 18.1.0 setuptools | 58.0.4 shap | 0.40.0 shellingham | 1.4.0 six | 1.15.0 slicer | 0.0.7 smart_open | 5.2.1 snappy | 1.1.8 sniffio | 1.2.0 sortedcontainers | 2.4.0 soupsieve | 2.3.1 spacy | 3.2.1 spacy-legacy | 3.0.8 spacy-loggers | 1.0.1 sqlalchemy | 1.4.29 sqlite | 3.37.0 srsly | 2.4.2 stack_data | 0.1.3 statsmodels | 0.13.1 sympy | 1.9 ta-lib | 0.4.21 tbb | 2020.3 tenacity | 8.0.1 tensorboard | 2.7.0 tensorboard-data-server | 0.6.0 tensorboard-plugin-wit | 1.8.1 tensorflow | 2.3.0 tensorflow-base | 2.3.0 tensorflow-datasets | 4.3.0 tensorflow-estimator | 2.6.0 tensorflow-metadata | 0.14.0 termcolor | 1.1.0 terminado | 0.9.5 testpath | 0.5.0 textacy | 0.11.0 textblob | 0.15.3 theano-pymc | 1.1.2 thinc | 8.0.13 threadpoolctl | 3.0.0 tifffile | 2021.11.2 tk | 8.6.11 toml | 0.10.2 tomli | 1.2.2 toolz | 0.11.2 tornado | 6.1 tqdm | 4.62.3 trading-calendars | 2.1.1 traitlets | 5.1.1 traittypes | 0.2.1 twisted | 21.7.0 twisted-iocpsupport | 1.0.2 typed-ast | 1.5.1 typer | 0.4.0 typing-extensions | 3.10.0.2 typing_extensions | 3.10.0.2 umap-learn | 0.5.2 unicodedata2 | 14.0.0 urllib3 | 1.26.8 vc | 14.2 vs2015_runtime | 14.27.29016 vs2017_win-64 | 19.16.27033 vswhere | 2.8.4 w3lib | 1.22.0 wasabi | 0.9.0 wcwidth | 0.2.5 webencodings | 0.5.1 websocket-client | 1.2.3 werkzeug | 2.0.2 wheel | 0.37.1 widgetsnbextension | 3.5.2 win_inet_pton | 1.1.0 wincertstore | 0.2 winpty | 0.4.3 wordcloud | 1.8.1 wrapt | 1.13.3 xarray | 0.20.2 xgboost | 1.5.0 xlrd | 2.0.1 xorg-kbproto | 1.0.7 xorg-libice | 1.0.10 xorg-libsm | 1.2.3 xorg-libx11 | 1.7.2 xorg-libxau | 1.0.9 xorg-libxdmcp | 1.1.3 xorg-libxext | 1.3.4 xorg-libxpm | 3.5.13 xorg-libxt | 1.2.1 xorg-xextproto | 7.3.0 xorg-xproto | 7.0.31 xz | 5.2.5 yaml | 0.2.5 yarl | 1.7.2 yellowbrick | 1.3.post1 yfinance | 0.1.69 zeromq | 4.3.4 zfp | 0.5.5 zipline-reloaded | 2.2.0 zipp | 3.7.0 zlib | 1.2.11 zope.interface | 5.4.0 zstd | 1.5.1
Describe the bug I checked the following error while running Chapter 18. 08_backtesting_with_zipline.ipynb What should I do?
This book is very helpful to my study. Thank you.
Import&Settings
Alphalens Analysis
Load zipline extensions
Algo Params
Load Data
Others codes is Same as GitHub example
Initialize Algorithm
Run Algorithm
PyFolio Analysis
Custom Plots
error screenshot![image](https://user-images.githubusercontent.com/70154806/163124699-40402e0e-5953-4eaf-b93a-f9765c076309.png)
Additional context Add any other context about the problem here.