TypeError: Cannot compare type 'Timestamp' with type 'tuple'

40 views
Skip to first unread message

Peter Cherry

unread,
Sep 14, 2016, 9:30:18 AM9/14/16
to Zipline Python Opensource Backtester
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

Reply all
Reply to author
Forward
0 new messages