Hi Feng,
The bug you reported is fixed in the current version of
Zipline in Github.
You can download and install from there instead of installing the
PyPI version.
It appears that it has been over a year since we did a Zipline
release to PyPI. I'm not sure why we've let things fall behind that
much, but in any case I've just filed
an issue
asking the Zipline maintainers to do a new release.
To answer your last question< "bm" stands for "benchmark", and
"last_bm_date" is the last date for which we were able to download
benchmark data.
Regards,
Jonathan Kamens