Hi,
I successfully imported my custom CSV data as panel, see the following print.data(head) result:
<class 'pandas.core.panel.Panel'>
Dimensions: 2 (items) x 945 (major_axis) x 5 (minor_axis)
Items axis: StockA to StockB
Major_axis axis: 2012-11-30 00:00:00+00:00 to 2016-09-13 00:00:00+00:00
Minor_axis axis: Open to Volume
Open Close High Low Volume
1 Symbol
2012-11-30 00:00:00+00:00 StockA 557.5 570.0 570.00 557.5 234266
STockB 912.0 923.5 927.00 912.0 12653
But running any simple algo on it (e.g. Dual Moving Average Crossover example) throws the following exception:
C:\Program Files\Miniconda2\lib\site-packages\zipline\finance\trading.pyc in update_internal_from_env(self, env)
447 "Period start falls after period end."
448
--> 449 assert self.period_start <= env.last_trading_day, \
450 "Period start falls after the last known trading day."
451 assert self.period_end >= env.first_trading_day, \
pandas\tslib.pyx in pandas.tslib._Timestamp.__richcmp__ (pandas\tslib.c:17992)()
TypeError: Cannot compare type 'Timestamp' with type 'tuple'
Can you please help me, how to overcome this compare problem?
Thank you
Peter