SQL Connection Problem with Yahoo Bundles

[M Han]

Hi, 

I'm having issues with the built-in "zipline ingest" for yahoo bundles, where the bundles defined in the extension.py fails to ingest with the following errors:

Traceback (most recent call last):
  File "C:\Anaconda3\envs\py34z1\Scripts\zipline-script.py", line 9, in <module>
    load_entry_point('zipline==1.0.0+41.g3ffe9a0', 'console_scripts', 'zipline')()
  File "C:\Anaconda3\envs\py34z1\lib\site-packages\click\core.py", line 716, in __call__
    return self.main(*args, **kwargs)
  File "C:\Anaconda3\envs\py34z1\lib\site-packages\click\core.py", line 696, in main
    rv = self.invoke(ctx)
  File "C:\Anaconda3\envs\py34z1\lib\site-packages\click\core.py", line 1060, in invoke
    return _process_result(sub_ctx.command.invoke(sub_ctx))
  File "C:\Anaconda3\envs\py34z1\lib\site-packages\click\core.py", line 889, in invoke
    return ctx.invoke(self.callback, **ctx.params)
  File "C:\Anaconda3\envs\py34z1\lib\site-packages\click\core.py", line 534, in invoke
    return callback(*args, **kwargs)
  File "C:\Anaconda3\envs\py34z1\lib\site-packages\zipline\__main__.py", line 300, in ingest
    show_progress,
  File "C:\Anaconda3\envs\py34z1\lib\site-packages\zipline\data\bundles\core.py", line 358, in ingest
    overwrite=True,
  File "C:\Anaconda3\envs\py34z1\lib\site-packages\zipline\data\us_equity_pricing.py", line 824, in __init__
    self.conn = sqlite3.connect(conn_or_path)
sqlite3.OperationalError: unable to open database file

This occurs with all the different packages defined, even the AAPL/MSFT/GOOG example given on the documentation website. I have both 'sqlite' and 'sqlalchemy' installed in the conda environment, and have been able to run ingest for the quandl projects, so I don't think it is an installation issue. 

I am running window 64-bit with Python 3.4 and Zipline 1.0. 

[Rich Frank]

Thanks for the report, and sorry for the trouble.  We're tracking it as a github issue, and it looks to be specific to windows.