cannot run pairtrade example, Error_MSG: "You must define a handle_data function" zipline_ver:0.9.0

[Ronald Sutedja]

Hello, trying to run pair_trade example:

python run_algo.py -f pairtrade.py -o output.pickle

and got the following output: 

Traceback (most recent call last):

  File "run_algo.py", line 23, in <module>

    run_pipeline(print_algo=True, **parsed)

  File "C:\Users\Ronald Sutedja\Anaconda\lib\site-packages\zipline\utils\cli.py", line 244, in run_pipeline

    end=end)

  File "C:\Users\Ronald Sutedja\Anaconda\lib\site-packages\zipline\algorithm.py", line 243, in __init__

    raise ValueError('You must define a handle_data function.')

ValueError: You must define a handle_data function.

[Scott Sanderson]

Hi Ronald,

Sorry for the long delay in replying.

The pairtrade algo in the examples directory is currently using an older API that required subclassing TradingAlgorithm and implementing `initialize` and `handle_data` as methods rather than top-level functions.  The run_algo entrypoint, by contrast, expects a script with initialize and handle_data as top-level functions, so it doesn't understand algos written in the older style, which is why you get the error message about not finding handle_data.  We eventually plan to deprecate the old subclass-based API entirely, at which point we'll go through and port the examples to the new style.

In the meantime, you can run the pairtrade example as a standalone script by invoking it directly with python, e.g. "python zipline/examples/pairtrade.py".

-Scott

[Ronald Sutedja]

Thanks, 

I traced through the code apparently instead of doing data[self.PEP], it should be replaced with data[self.PEP.sid]. This make it work. I'm planning to fork it from github and make a unit test out of it. Looks like a typo there. Thanks for replying. 

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Ronald Sutedja