Pandas timestamp error while using csvdir - please help

[Ramesh Ramasamy]

Hello,

Attachments are csvdir.py, extension.py, calendar (it's not complete but it should work), and calendar utility files. Input data looks like this:

                             open   high     low   close  volume
time
2017-01-02 09:08:00+05:30  472.00  472.0  472.00  472.00    4911
2017-01-02 09:16:00+05:30  472.00  473.0  471.35  472.00   28096
2017-01-02 09:17:00+05:30  472.00  473.0  472.00  472.85   16635
2017-01-02 09:18:00+05:30  472.60  473.0  471.00  471.00   12274
2017-01-02 09:19:00+05:30  470.95  471.7  470.45  471.50   15372

When I run ingest function, I'm getting this error:

Traceback (most recent call last):
  File "C:\Users\Ramesh\anaconda3\envs\py35\Scripts\zipline-script.py", line 11, in <module>
    load_entry_point('zipline==1.1.1+213.g503fd34', 'console_scripts', 'zipline')()
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\click\core.py", line 722, in __call__
    return self.main(*args, **kwargs)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\click\core.py", line 697, in main
    rv = self.invoke(ctx)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\click\core.py", line 1066, in invoke
    return _process_result(sub_ctx.command.invoke(sub_ctx))
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\click\core.py", line 895, in invoke
    return ctx.invoke(self.callback, **ctx.params)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\click\core.py", line 535, in invoke
    return callback(*args, **kwargs)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\zipline\__main__.py", line 323, in ingest
    show_progress,
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\zipline\data\bundles\core.py", line 451, in ingest
    pth.data_path([name, timestr], environ=environ),
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\zipline\data\bundles\csvdir.py", line 110, in ingest
    dfMetadata.iloc[iSid] = start_date, end_date, ac_date, S
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\pandas\core\indexing.py", line 132, in __setitem__
    self._setitem_with_indexer(indexer, value)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\pandas\core\indexing.py", line 531, in _setitem_with_indexer
    setter(item, v)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\pandas\core\indexing.py", line 461, in setter
    s._data = s._data.setitem(indexer=pi, value=v)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\pandas\core\internals.py", line 2917, in setitem
    return self.apply('setitem', **kwargs)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\pandas\core\internals.py", line 2890, in apply
    applied = getattr(b, f)(**kwargs)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\pandas\core\internals.py", line 642, in setitem
    values, _, value, _ = self._try_coerce_args(self.values, value)
  File "C:\Users\Ramesh\anaconda3\envs\py35\lib\site-packages\pandas\core\internals.py", line 2094, in _try_coerce_args
    raise TypeError("cannot coerce a Timestamp with a tz on a "
TypeError: cannot coerce a Timestamp with a tz on a naive Block

If I remove timestamp aware (line 68 and 70 of csvdir.py) this works, but I don't want to do that since my data is in IST, not UST. 

Please help.

Best,

Ramesh

[Vithal Patil]

Hi,

Can you please let me know where did you edit the extension.py  in your anaconda setup.

[Adrian Cheung]

HI, Vithal

The location as below for Win10:

C:\Users\user\.zipline

Please be aware that the folder is with a dot in front of zipline (.zipline).


Regards

Adrian