Requesting CSVDIR help from Ed Bartosh

[Apoorv Vishnoi]

Requesting help from Ed regarding CSVDIR. Help from anyone else is also more than welcome.

I have tried using CSVDIR for several hours, trying different things reading from past posts but nothing seems to work.

Here is what I have done:

Step 1: Created environment variable  

CSVDIR=C:\csvdir

created folders daily and monthly in folder csvdir and added the attached file to the hourly folder

Step 2: Created the file csvdir.py in the following folder:

C:\Users\Apoorv\Miniconda3\envs\35\Lib\site-packages\zipline\data\bundles

The code for csvdir.py was taken from https://github.com/bartosh/zipline/blob/master/zipline/data/bundles/csvdir.py

Step 3: Added zipline ingest -b csvdir in conda prompt and got the following error:

C:\Users\Apoorv\Miniconda3\envs\35\lib\site-packages\zipline\__main__.py:50: UserWarning: Failed to load extension: 'C:\\Users\\Apoorv/.zipline\\extension.py'

cannot import name 'csvdir_equities'

  os.environ,

Error: No bundle registered with the name 'csvdir'

Looking forward to hear from you.

Apoorv

vishnoi...@gmail.com

[Ed Bartosh]

Hi Apoorv,

It's hard to say what's the reason without seeing the code. 

Can you show your extension.py please?

> created folders daily and monthly in folder csvdir and added the attached file to the hourly folder

csvdir supports only daily and minute time frames. 

> The code for csvdir.py was taken from https://github.com/bartosh/zipline/blob/master/zipline/data/bundles/csvdir.py

I'd suggest to take recent version from csvdir branch. It's under review now and hopefully will be merged into zipline codebase soon.

> cannot import name 'csvdir_equities'

Can you show me the output of this command: python -c 'from zipline.data.bundles.csvdir import csvdir_equities'

Regards,

Ed

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BR,
Ed

[Apoorv Vishnoi]

Hi Ed,

First of all thanks a lot for your prompt reply.

Can you show your extension.py please?

Please find attached.

 

> created folders daily and monthly in folder csvdir and added the attached file to the hourly folder

csvdir supports only daily and minute time frames. 

Yes, I have added the daily values csv to the daily folder and left the minute folder blank for the time being.  

> The code for csvdir.py was taken from https://github.com/bartosh/zipline/blob/master/zipline/data/bundles/csvdir.py

I'd suggest to take recent version from csvdir branch. It's under review now and hopefully will be merged into zipline codebase soon.

I have tried with the recent version as well, but unfortunately, I am getting the same error.  

> cannot import name 'csvdir_equities'

Can you show me the output of this command: python -c 'from zipline.data.bundles.csvdir import csvdir_equities'

This is actually working on python console. There is no error. upon importing when I enter csvdir_equities I get:  <function zipline.data.bundles.csvdir.csvdir_equities>

Thanks again

Apoorv

 

2017-10-30 13:15 GMT+02:00 Apoorv Vishnoi <vishnoi...@gmail.com>:

Requesting help from Ed regarding CSVDIR. Help from anyone else is also more than welcome.

I have tried using CSVDIR for several hours, trying different things reading from past posts but nothing seems to work.

Here is what I have done:

Step 1: Created environment variable  

CSVDIR=C:\csvdir

created folders daily and monthly in folder csvdir and added the attached file to the hourly folder

Step 2: Created the file csvdir.py in the following folder:

C:\Users\Apoorv\Miniconda3\envs\35\Lib\site-packages\zipline\data\bundles

The code for csvdir.py was taken from https://github.com/bartosh/zipline/blob/master/zipline/data/bundles/csvdir.py

Step 3: Added zipline ingest -b csvdir in conda prompt and got the following error:

C:\Users\Apoorv\Miniconda3\envs\35\lib\site-packages\zipline\__main__.py:50: UserWarning: Failed to load extension: 'C:\\Users\\Apoorv/.zipline\\extension.py'

cannot import name 'csvdir_equities'

  os.environ,

Error: No bundle registered with the name 'csvdir'

Looking forward to hear from you.

Apoorv

vishnoi...@gmail.com

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BR,
Ed

[Ed Bartosh]

Hi Apoorv,

It looks like your extension.py imports csvdir_equities from incorrect location:

from zipline.data.bundles import csvdir_equities, register

it should be:

from zipline.data.bundles import register

from zipline.data.bundles.csvdir import csvdir_equities

Regards,

Ed

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BR,
Ed

[Apoorv Vishnoi]

Gosh..... that worked. I can see csvdir 2017-10-30 15:49:57.007856 now on typing zipline bundles

Thanks a lot Ed. You are awesome.

Regards

Apoorv