stefan-jansen / machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.
https://ml4trading.io
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%load_ext zipline #299

Closed ishikabansal77 closed 1 year ago

ishikabansal77 commented 1 year ago

ImportError Traceback (most recent call last) Cell In[5], line 1 ----> 1 get_ipython().run_line_magic('load_ext', 'zipline')

File ~\anaconda3\envs\baclass\lib\site-packages\IPython\core\interactiveshell.py:2369, in InteractiveShell.run_line_magic(self, magic_name, line, _stack_depth) 2367 kwargs['local_ns'] = self.get_local_scope(stack_depth) 2368 with self.builtin_trap: -> 2369 result = fn(*args, **kwargs) 2371 # The code below prevents the output from being displayed 2372 # when using magics with decodator @output_can_be_silenced 2373 # when the last Python token in the expression is a ';'. 2374 if getattr(fn, magic.MAGIC_OUTPUT_CAN_BE_SILENCED, False):

File ~\anaconda3\envs\baclass\lib\site-packages\IPython\core\magics\extension.py:33, in ExtensionMagics.load_ext(self, module_str) 31 if not module_str: 32 raise UsageError('Missing module name.') ---> 33 res = self.shell.extension_manager.load_extension(module_str) 35 if res == 'already loaded': 36 print("The %s extension is already loaded. To reload it, use:" % module_str)

File ~\anaconda3\envs\baclass\lib\site-packages\IPython\core\extensions.py:76, in ExtensionManager.load_extension(self, module_str) 69 """Load an IPython extension by its module name. 70 71 Returns the string "already loaded" if the extension is already loaded, 72 "no load function" if the module doesn't have a load_ipython_extension 73 function, or None if it succeeded. 74 """ 75 try: ---> 76 return self._load_extension(module_str) 77 except ModuleNotFoundError: 78 if module_str in BUILTINS_EXTS:

File ~\anaconda3\envs\baclass\lib\site-packages\IPython\core\extensions.py:91, in ExtensionManager._load_extension(self, module_str) 89 with self.shell.builtin_trap: 90 if module_str not in sys.modules: ---> 91 mod = import_module(module_str) 92 mod = sys.modules[module_str] 93 if self._call_load_ipython_extension(mod):

File ~\anaconda3\envs\baclass\lib\importlib__init__.py:127, in import_module(name, package) 125 break 126 level += 1 --> 127 return _bootstrap._gcd_import(name[level:], package, level)

File :1030, in _gcd_import(name, package, level)

File :1007, in _find_andload(name, import)

File :986, in _find_and_loadunlocked(name, import)

File :680, in _load_unlocked(spec)

File :850, in exec_module(self, module)

File :228, in _call_with_frames_removed(f, *args, **kwds)

File ~\anaconda3\envs\baclass\lib\site-packages\zipline__init__.py:29 27 from .utils.numpy_utils import numpy_version 28 from .utils.pandas_utils import new_pandas ---> 29 from .utils.run_algo import run_algorithm 31 # These need to happen after the other imports. 32 from .algorithm import TradingAlgorithm

File ~\anaconda3\envs\baclass\lib\site-packages\zipline\utils\run_algo.py:24 22 from zipline.finance import metrics 23 from zipline.finance.trading import SimulationParameters ---> 24 from zipline.pipeline.data import USEquityPricing 25 from zipline.pipeline.loaders import USEquityPricingLoader 27 import zipline.utils.paths as pth

File ~\anaconda3\envs\baclass\lib\site-packages\zipline\pipeline__init__.py:3 1 from .classifiers import Classifier, CustomClassifier 2 from .domain import Domain ----> 3 from .factors import Factor, CustomFactor 4 from .filters import Filter, CustomFilter 5 from .term import Term, LoadableTerm, ComputableTerm

File ~\anaconda3\envs\baclass\lib\site-packages\zipline\pipeline\factors__init__.py:7 1 from .factor import ( 2 CustomFactor, 3 Factor, 4 Latest, 5 RecarrayField, 6 ) ----> 7 from .basic import ( 8 AnnualizedVolatility, 9 AverageDollarVolume, 10 DailyReturns, 11 EWMA, 12 ExponentialWeightedMovingAverage, 13 ExponentialWeightedMovingStdDev, 14 EWMSTD, 15 LinearWeightedMovingAverage, 16 MaxDrawdown, 17 PeerCount, 18 PercentChange, 19 Returns, 20 SimpleMovingAverage, 21 VWAP, 22 WeightedAverageValue, 23 ) 24 from .events import ( 25 BusinessDaysSincePreviousEvent, 26 BusinessDaysUntilNextEvent, 27 ) 28 from .statistical import ( 29 RollingPearson, 30 RollingSpearman, (...) 34 SimpleBeta, 35 )

File ~\anaconda3\envs\baclass\lib\site-packages\zipline\pipeline\factors\basic.py:21 3 from numbers import Number 4 from numpy import ( 5 arange, 6 average, (...) 18 errstate as np_errstate, 19 ) ---> 21 from zipline.pipeline.data import EquityPricing 22 from zipline.utils.input_validation import expect_types 23 from zipline.utils.math_utils import ( 24 nanargmax, 25 nanmax, (...) 28 nansum, 29 )

File ~\anaconda3\envs\baclass\lib\site-packages\zipline\pipeline\data__init__.py:1 ----> 1 from .equity_pricing import EquityPricing, USEquityPricing 2 from .dataset import ( 3 BoundColumn, 4 Column, (...) 7 DataSetFamilySlice, 8 ) 10 all = [ 11 "BoundColumn", 12 "Column", (...) 17 "USEquityPricing", 18 ]

File ~\anaconda3\envs\baclass\lib\site-packages\zipline\pipeline\data\equity_pricing.py:7 4 from zipline.utils.numpy_utils import float64_dtype, categorical_dtype 6 from ..domain import US_EQUITIES ----> 7 from .dataset import Column, DataSet 10 class EquityPricing(DataSet): 11 """ 12 :class:~zipline.pipeline.data.DataSet containing daily trading prices and 13 volumes. 14 """

File ~\anaconda3\envs\baclass\lib\site-packages\zipline\pipeline\data\dataset.py:10 7 from toolz import first 9 from zipline.currency import Currency ---> 10 from zipline.data.fx import DEFAULT_FX_RATE 11 from zipline.pipeline.classifiers import Classifier, Latest as LatestClassifier 12 from zipline.pipeline.domain import Domain, GENERIC

File ~\anaconda3\envs\baclass\lib\site-packages\zipline\data\fx__init__.py:4 2 from .in_memory import InMemoryFXRateReader 3 from .exploding import ExplodingFXRateReader ----> 4 from .hdf5 import HDF5FXRateReader, HDF5FXRateWriter 6 all = [ 7 "DEFAULT_FX_RATE", 8 "ExplodingFXRateReader", (...) 12 "InMemoryFXRateReader", 13 ]

File ~\anaconda3\envs\baclass\lib\site-packages\zipline\data\fx\hdf5.py:96 1 """ 2 HDF5-backed FX Rates 3 (...) 93 for column i in a data node is the ith element of /index/dts. 94 """ 95 from interface import implements ---> 96 import h5py 97 import logging 98 import numpy as np

File ~\anaconda3\envs\baclass\lib\site-packages\h5py__init__.py:33 30 else: 31 raise ---> 33 from . import version 35 if version.hdf5_version_tuple != version.hdf5_built_version_tuple: 36 _warn(("h5py is running against HDF5 {0} when it was built against {1}, " 37 "this may cause problems").format( 38 '{0}.{1}.{2}'.format(version.hdf5_version_tuple), 39 '{0}.{1}.{2}'.format(version.hdf5_built_version_tuple) 40 ))

File ~\anaconda3\envs\baclass\lib\site-packages\h5py\version.py:15 10 """ 11 Versioning module for h5py. 12 """ 14 from collections import namedtuple ---> 15 from . import h5 as _h5 16 import sys 17 import numpy

File h5py\h5.pyx:1, in init h5py.h5()

ImportError: DLL load failed while importing defs: The specified procedure could not be found.

stefan-jansen commented 1 year ago

Can't say much without know what your environment looks like.

Please install zipline according to the current instructions here