search

stefan-jansen / zipline-reloaded

Zipline, a Pythonic Algorithmic Trading Library
https://zipline.ml4trading.io
Apache License 2.0
1.13k stars 210 forks source link

ValueError: Failed to find any assets with country_code 'US' that traded between 2022-01-03 00:00:00 and 2022-01-10 00:00:00. This probably means that your asset db is old or that it has incorrect country/exchange metadata. #181

Closed 868jjm closed 1 year ago

868jjm commented 1 year ago

Dear Zipline Maintainers,

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

Environment

Windows 10 Python 3.10

ValueError: Failed to find any assets with country_code 'US' that traded between 2022-01-03 00:00:00 and 2022-01-10 00:00:00. This probably means that your asset db is old or that it has incorrect country/exchange metadata.

I pip installed everything in a virtual environment. But Im getting this error.

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

Description of Issue

I couldnt get it to run from VS code I got an error saying: ValueError: Failed to find any assets with country_code 'US' that traded between 2022-01-03 00:00:00 and 2022-01-10 00:00:00. This probably means that your asset db is old or that it has incorrect country/exchange metadata.

stephaniec2020 commented 1 year ago

Dear Zipline Maintainers,

I ran into the same problem as well. I have ingested the data from quandl and yet I think the data from 2018 onwards are not there.

This has also been mentioned on stackoverflow: Quandl ingestion with zipline lacks data

Please let us know what to do/fix the bug in order to ingest data from 2018 onwards.

tan-yong-sheng commented 1 year ago

If not mistakened, quandl FREE api no longer provides stock data longer than March 2018...

So, you could choose either option below: (1) pay for quandl premium (2) ingest data using csvdir data bundle

868jjm commented 1 year ago

If not mistakened, quandl FREE api no longer provides stock data longer than March 2018...

So, you could choose either option below: (1) pay for quandl premium (2) ingest data using csvdir data bundle

Do you mind sharing your email? Do you mind walking me through how you ingest csvdata? Im trying to use forex data and Im wondering where would you get the forex calendar /complete list of bank holidays for the year.

stefan-jansen commented 1 year ago

Closing for lack of activity; feel free to reopen with additional questions/details.