UnicodeDecodeError encountered when running zipline installed with Pip3 on WSL

[Tuấn Nguyễn Thế]

Dear everyone,

I have been experimenting with Zipline on WSL environment. I previously installed and ran some example fine (on the same WSL environment using conda).

Then, I removed conda and using pip3 to install zipline. I also added the csvdir.py and successfully import from csv. Then, when i tried to run the buyapple.pl example. I have the following error:

(3.5) tuannt@PNCPT-TUANNT:~/envs/3.5/lib/python3.5/site-packages/zipline/examples$ zipline run -f buyapple.py --start 2017-9-1 --end 2017-11-20 -o buy_apple.pickle
[2017-11-30 09:50:26.722906] INFO: Loader: Cache at /home/tuannt/.zipline/data/SPY_benchmark.csv does not have data from 1990-01-02 00:00:00+00:00 to 2017-11-28 00:00:00+00:00.

[2017-11-30 09:50:26.725061] INFO: Loader: Downloading benchmark data for 'SPY' from 1989-12-29 00:00:00+00:00 to 2017-11-28 00:00:00+00:00
Traceback (most recent call last):
  File "/home/tuannt/envs/3.5/bin/zipline", line 11, in <module>
    sys.exit(main())
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/click/core.py", line 722, in __call__
    return self.main(*args, **kwargs)
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/click/core.py", line 697, in main
    rv = self.invoke(ctx)
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/click/core.py", line 1066, in invoke
    return _process_result(sub_ctx.command.invoke(sub_ctx))
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/click/core.py", line 895, in invoke
    return ctx.invoke(self.callback, **ctx.params)
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/click/core.py", line 535, in invoke
    return callback(*args, **kwargs)
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/zipline/__main__.py", line 97, in _
    return f(*args, **kwargs)
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/click/decorators.py", line 17, in new_func
    return f(get_current_context(), *args, **kwargs)
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/zipline/__main__.py", line 240, in run
    environ=os.environ,
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/zipline/utils/run_algo.py", line 132, in _run
    env = TradingEnvironment(asset_db_path=connstr, environ=environ)
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/zipline/finance/trading.py", line 99, in __init__
    self.bm_symbol,
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/zipline/data/loader.py", line 166, in load_market_data
    environ,
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/zipline/data/loader.py", line 230, in ensure_benchmark_data
    last_date,
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/zipline/data/benchmarks.py", line 50, in get_benchmark_returns
    last_date
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/pandas_datareader/data.py", line 137, in DataReader
    session=session).read()
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/pandas_datareader/base.py", line 181, in read
    params=self._get_params(self.symbols))
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/pandas_datareader/base.py", line 79, in _read_one_data
    out = self._read_url_as_StringIO(url, params=params)
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/pandas_datareader/base.py", line 98, in _read_url_as_StringIO
    out.write(bytes_to_str(text))
  File "/home/tuannt/envs/3.5/lib/python3.5/site-packages/pandas/compat/__init__.py", line 72, in bytes_to_str
    return b.decode(encoding or 'utf-8')
UnicodeDecodeError: 'utf-8' codec can't decode byte 0xec in position 351: invalid continuation byte

The "buyapple.py" is unchanged. Can anyone help point me to the right direction?

Regards,

TuanNT

[Tuấn Nguyễn Thế]

Resolved --

The issue was pandas-datareader returned UnicodeDecodeError if getting SPY benchmark data from Google.

How to fix: use yahoo (in ../zipline/data/benchmarks.py) instead of 'google'.

[Alex Treichel]

I have the same problem. How did you change in in the benchmarks.py?

[Alex Treichel]

nvm. I looked into it and it's pretty obvious. Thank you.

On Thursday, 30 November 2017 11:04:31 UTC+1, Tuấn Nguyễn Thế wrote:

[Justin Maat]

Thanks so much for this, been struggling all morning looking through the problem.

I noticed this in the release notes, wondering if it's related?

http://www.zipline.io/releases.html#release-1-1-1

"We also saw breaking changes occur from Yahoo changing their API endpoint, thus preventing users from downloading benchmark data needed for backtests. Since that change, we have swapped out Yahoo-related benchmarking code with references to Google Finance and have removed all deprecated Yahoo code, including the usage of custom Yahoo bundles."