zipline-live / zipline

Zipline-Live, a Pythonic Algorithmic Trading Library
http://www.zipline-live.io/
Apache License 2.0
394 stars 65 forks source link

zipline.errors.InvalidCalendarName: The requested TradingCalendar, XNYS, does not exist. #121

Closed ofmachin3s closed 5 years ago

ofmachin3s commented 5 years ago

Hi, I am trying to run the demo after installing zipline-live using python2.7 in a virtualenv but cannot get past this issue.

$ zipline run -f ~/zipline-algos/demo.py --state-file ~/zipline-algos/demo.state --realtime-bar-target ~/zipline-algos/realtime-bars/ --broker ib --broker-uri localhost:4002:1232 --bundle quantopian-quandl --data-frequency minute

[2019-02-01 22:56:29.830541] INFO: IB Broker: Connecting: localhost:4002:1232 Server Version: 76 TWS Time at connection:20190201 17:56:29 EST [2019-02-01 22:56:29.918050] INFO: IB Broker: [2104] Market data farm connection is OK:usfarm.nj (-1) [2019-02-01 22:56:29.918326] INFO: IB Broker: [2104] Market data farm connection is OK:usfuture (-1) [2019-02-01 22:56:29.918490] INFO: IB Broker: [2104] Market data farm connection is OK:usfarm (-1) [2019-02-01 22:56:29.918640] INFO: IB Broker: [2106] HMDS data farm connection is OK:euhmds (-1) [2019-02-01 22:56:29.918791] INFO: IB Broker: [2106] HMDS data farm connection is OK:fundfarm (-1) [2019-02-01 22:56:29.918935] INFO: IB Broker: [2106] HMDS data farm connection is OK:ushmds (-1) [2019-02-01 22:56:29.919022] DEBUG: IB Broker: Execution details completed for request 0 [2019-02-01 22:56:30.033363] INFO: IB Broker: Managed accounts: ['DUxxxxxx'] [2019-02-01 22:56:30.134061] INFO: IB Broker: Local-Broker Time Skew: 0 days 00:00:00 Traceback (most recent call last): File "/home/m/zipline/bin/zipline", line 10, in sys.exit(main()) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 764, in call return self.main(args, kwargs) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 717, in main rv = self.invoke(ctx) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 1137, in invoke return _process_result(sub_ctx.command.invoke(sub_ctx)) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 956, in invoke return ctx.invoke(self.callback, ctx.params) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 555, in invoke return callback(args, kwargs) File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/main.py", line 102, in _ return f(*args, *kwargs) File "/home/m/zipline/local/lib/python2.7/site-packages/click/decorators.py", line 17, in new_func return f(get_current_context(), args, kwargs) File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/main.py", line 316, in run realtime_bar_target=realtime_bar_target File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/utils/run_algo.py", line 129, in _run bundle_timestamp, File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/data/bundles/core.py", line 527, in load minute_equity_path(name, timestr, environ=environ), File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/data/minute_bars.py", line 905, in init metadata = self._get_metadata() File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/data/minute_bars.py", line 950, in _get_metadata return BcolzMinuteBarMetadata.read(self._rootdir) File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/data/minute_bars.py", line 229, in read calendar = get_calendar(raw_data['calendar_name']) File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/utils/calendars/calendar_utils.py", line 87, in get_calendar raise InvalidCalendarName(calendar_name=name) zipline.errors.InvalidCalendarName: The requested TradingCalendar, XNYS, does not exist.

HyperionSounds commented 5 years ago

Hi, I am trying to run the demo after installing zipline-live using python2.7 in a virtualenv but cannot get past this issue.

$ zipline run -f ~/zipline-algos/demo.py --state-file ~/zipline-algos/demo.state --realtime-bar-target ~/zipline-algos/realtime-bars/ --broker ib --broker-uri localhost:4002:1232 --bundle quantopian-quandl --data-frequency minute

[2019-02-01 22:56:29.830541] INFO: IB Broker: Connecting: localhost:4002:1232 Server Version: 76 TWS Time at connection:20190201 17:56:29 EST [2019-02-01 22:56:29.918050] INFO: IB Broker: [2104] Market data farm connection is OK:usfarm.nj (-1) [2019-02-01 22:56:29.918326] INFO: IB Broker: [2104] Market data farm connection is OK:usfuture (-1) [2019-02-01 22:56:29.918490] INFO: IB Broker: [2104] Market data farm connection is OK:usfarm (-1) [2019-02-01 22:56:29.918640] INFO: IB Broker: [2106] HMDS data farm connection is OK:euhmds (-1) [2019-02-01 22:56:29.918791] INFO: IB Broker: [2106] HMDS data farm connection is OK:fundfarm (-1) [2019-02-01 22:56:29.918935] INFO: IB Broker: [2106] HMDS data farm connection is OK:ushmds (-1) [2019-02-01 22:56:29.919022] DEBUG: IB Broker: Execution details completed for request 0 [2019-02-01 22:56:30.033363] INFO: IB Broker: Managed accounts: ['DUxxxxxx'] [2019-02-01 22:56:30.134061] INFO: IB Broker: Local-Broker Time Skew: 0 days 00:00:00 Traceback (most recent call last): File "/home/m/zipline/bin/zipline", line 10, in sys.exit(main()) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 764, in call return self.main(args, kwargs) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 717, in main rv = self.invoke(ctx) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 1137, in invoke return _process_result(sub_ctx.command.invoke(sub_ctx)) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 956, in invoke return ctx.invoke(self.callback, ctx.params) File "/home/m/zipline/local/lib/python2.7/site-packages/click/core.py", line 555, in invoke return callback(args, kwargs) File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/main.py", line 102, in _ return f(*args, *kwargs) File "/home/m/zipline/local/lib/python2.7/site-packages/click/decorators.py", line 17, in new_func return f(get_current_context(), args, kwargs) File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/main.py", line 316, in run realtime_bar_target=realtime_bar_target File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/utils/run_algo.py", line 129, in _run bundle_timestamp, File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/data/bundles/core.py", line 527, in load minute_equity_path(name, timestr, environ=environ), File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/data/minute_bars.py", line 905, in init metadata = self._get_metadata() File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/data/minute_bars.py", line 950, in _get_metadata return BcolzMinuteBarMetadata.read(self._rootdir) File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/data/minute_bars.py", line 229, in read calendar = get_calendar(raw_data['calendar_name']) File "/home/m/zipline/local/lib/python2.7/site-packages/zipline/utils/calendars/calendar_utils.py", line 87, in get_calendar raise InvalidCalendarName(calendar_name=name) zipline.errors.InvalidCalendarName: The requested TradingCalendar, XNYS, does not exist.

XNYS Calendar - This error cropped up overnight. Something along the lines of 'not a valid trading calendar'... If you get the message: "zipline.errors.InvalidCalendarName: The requested TradingCalendar, XNYS, does not exist.", you may need to correct a calendar scheduling error (XNYS), in which case open up calendar_utils.py Go to your calendar_utils.py (venv->lib->python3.6->site-packages->zipline->utils->calendars->calendar_utils.py)

add XNYS to the default calendar aliases.

_default_calendar_aliases = { 'SMART': 'NYSE', 'ARCA': 'NYSE', 'NASDAQ': 'NYSE', 'XNYS': 'NYSE', 'BATS': 'NYSE', 'CBOT': 'CME', 'COMEX': 'CME', 'NYMEX': 'CME', 'ICEUS': 'ICE', 'NYFE': 'ICE', }

ofmachin3s commented 5 years ago

I love you. Thank you.