Fails to import in GCP's Datalab

rich...@rezco.co.za

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Jun 29, 2017, 2:06:13 AM6/29/17

to Zipline Python Opensource Backtester

Hi There.

I'm trying to use Zipline on GCP's Datalab.

I've successfully installed Zipline using:
! apt-get update
! apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev -y
! pip install zipline

When I now try to run
import zipline
I get:
ImportErrorTraceback (most recent call last)
in ()
----> 1 import zipline
/usr/local/lib/python2.7/dist-packages/zipline/init.py in ()
35 # This is not a place to dump arbitrary classes/modules for convenience,
36 # it is a place to expose the public interfaces.
---> 37 from . import data
38 from . import finance
39 from . import gens
ImportError: cannot import name data

Any ideas on how I can overcome this?

Ed Bartosh

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Jun 29, 2017, 9:59:49 AM6/29/17

to rich...@rezco.co.za, Zipline Python Opensource Backtester

Hi Richard,

Does 'import zipline.data' breaks with more verbose output?

Regards,

Ed

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Ed Bartosh

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Jun 29, 2017, 1:05:23 PM6/29/17

to Richardt Benade | REZCO, Zipline Python Opensource Backtester

> Unfortunately it does not.

I think it does. Either python or you are much more verbose now :)

My suspicion is that you have incorrect version of empyrical package. You can see correct version in <zipline clone>/etc/requirements.txt

in my clone it's 0.2.2

$ grep empyrical git/zipline/etc/requirements.txt

empyrical==0.2.2

If you version differs you can install it with pip install empyrical==0.2.2

Regards,

Ed

2017-06-29 18:35 GMT+03:00 Richardt Benade | REZCO <rich...@rezco.co.za>:

Hi Ed

Thanks for your reply. Unfortunately it does not.

However, when I run import zipline the first time, I get

================

ImportErrorTraceback (most recent call last)

<ipython-input-5-caeca508216f> in <module>()
----> 1 import zipline

/usr/local/lib/python2.7/dist-packages/zipline/__init__.py in <module>()
     40 from . import utils
     41 from .utils.calendars import get_calendar
---> 42 from .utils.run_algo import run_algorithm
     43 from ._version import get_versions
     44 

/usr/local/lib/python2.7/dist-packages/zipline/utils/run_algo.py in <module>()
     15 from toolz import valfilter, concatv
     16 
---> 17 from zipline.algorithm import TradingAlgorithm
     18 from zipline.data.bundles.core import load
     19 from zipline.data.data_portal import DataPortal

/usr/local/lib/python2.7/dist-packages/zipline/algorithm.py in <module>()
     83     StopOrder,
     84 )
---> 85 from zipline.finance.performance import PerformanceTracker
     86 from zipline.finance.asset_restrictions import Restrictions
     87 from zipline.finance.slippage import (

/usr/local/lib/python2.7/dist-packages/zipline/finance/performance/__init__.py in <module>()
     14 # limitations under the License.
     15 
---> 16 from . tracker import PerformanceTracker
     17 from . period import PerformancePeriod
     18 from . position import Position

/usr/local/lib/python2.7/dist-packages/zipline/finance/performance/tracker.py in <module>()
     67 from zipline.finance.performance.period import PerformancePeriod
     68 from zipline.errors import NoFurtherDataError
---> 69 import zipline.finance.risk as risk
     70 
     71 from . position_tracker import PositionTracker

/usr/local/lib/python2.7/dist-packages/zipline/finance/risk/__init__.py in <module>()
     14 # limitations under the License.
     15 
---> 16 from . report import RiskReport
     17 from . period import RiskMetricsPeriod
     18 from . cumulative import RiskMetricsCumulative

/usr/local/lib/python2.7/dist-packages/zipline/finance/risk/report.py in <module>()
     62 from dateutil.relativedelta import relativedelta
     63 
---> 64 from . period import RiskMetricsPeriod
     65 
     66 log = logbook.Logger('Risk Report')

/usr/local/lib/python2.7/dist-packages/zipline/finance/risk/period.py in <module>()
     26 from . risk import check_entry
     27 
---> 28 from empyrical import (
     29     alpha_beta_aligned,
     30     annual_volatility,

ImportError: cannot import name information_ratio

=========================

When I run it again afterwards, the error changes to

==============================

ImportErrorTraceback (most recent call last)
in ()
----> 1 import zipline
/usr/local/lib/python2.7/dist-packages/zipline/init.py in ()
35 # This is not a place to dump arbitrary classes/modules for convenience,
36 # it is a place to expose the public interfaces.
---> 37 from . import data
38 from . import finance
39 from . import gens
ImportError: cannot import name data

==============================
Thanks!
Kind regards
Richardt Benade
Analyst
m. +27 72 594 8792 | t. +27 861 739 468
s. Unit 33A, Katherine & West Building, 114 West Street, Sandton, 2196, South Africa
rich...@rezco.co.za www.rezco.co.za