stefan-jansen / zipline-reloaded

Zipline, a Pythonic Algorithmic Trading Library
https://zipline.ml4trading.io
Apache License 2.0
1.11k stars 208 forks source link

Timestamp Missing for 2022-06-20 ? #136

Closed Moccazio closed 1 year ago

Moccazio commented 1 year ago

Does anybody know how to fix that calender error?

[2022-10-01 19:35:49.828490] INFO: zipline.data.bundles.core: Ingesting iex. [2022-10-01 19:35:49.828587] INFO: zipline.data.bundles.ingester: symbols are: ('TLT', 'EEM', 'GLD', 'QQQ', 'EFA', 'SPY', 'ACWI', 'IEF', 'DAX') [2022-10-01 19:35:49.829531] INFO: zipline.data.bundles.ingester: writing data... /Users/maximilian/.zipline/extension.py:54: FutureWarning: Indexing a timezone-aware DatetimeIndex with a timezone-naive datetime is deprecated and will raise KeyError in a future version. Use a timezone-aware object instead. filter_cb=lambda df: df[[cal.is_session(dt) for dt in df.index]] [?25h Traceback (most recent call last): File "/Users/maximilian/opt/anaconda3/envs/ml4t/bin/zipline", line 11, in <module> sys.exit(main()) File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/click/core.py", line 829, in __call__ return self.main(*args, **kwargs) File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/click/core.py", line 782, in main rv = self.invoke(ctx) File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/click/core.py", line 1259, in invoke return _process_result(sub_ctx.command.invoke(sub_ctx)) File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/click/core.py", line 1066, in invoke return ctx.invoke(self.callback, **ctx.params) File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/click/core.py", line 610, in invoke return callback(*args, **kwargs) File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/zipline/__main__.py", line 389, in ingest bundles_module.ingest( File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/zipline/data/bundles/core.py", line 443, in ingest bundle.ingest( File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/zipline/data/bundles/ingester.py", line 421, in __call__ daily_bar_writer.write(self._read_and_convert(calendar, show_progress), show_progress=show_progress) File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/zipline/data/bcolz_daily_bars.py", line 209, in write return self._write_internal(it, assets) File "/Users/maximilian/opt/anaconda3/envs/ml4t/lib/python3.8/site-packages/zipline/data/bcolz_daily_bars.py", line 308, in _write_internal assert len(table) == len(asset_sessions), ( AssertionError: Got 693 rows for daily bars table with first day=2020-01-02, last day=2022-09-30, expected 694 rows. Missing sessions: [Timestamp('2022-06-20 00:00:00+0000', tz='UTC')] Extra sessions: [] [?25h

anandsork commented 1 year ago

Hi, Can you please let me know, how did you resolve this?