failed on beginner code

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jerry...@gmail.com

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Dec 15, 2017, 12:02:28 PM12/15/17
to Zipline Python Opensource Backtester
Hi Zipliners,

I got zipline installed and imported, but when I run this in notebooks:

%%zipline --start 2000-1-1 --end 2014-1-1


from zipline.api import symbol, order, record


def initialize(context):
    pass


def handle_data(context, data):
    order(symbol('AAPL'), 10)
    record(AAPL=data[symbol('AAPL')].price)

It gives me:



Does anyone has any clue? Is it the problem with pandas datareader or zipline.
I got Zipline == 1.1.1 and pandas datareader == 0.5.0
Thanks.





Islam El-Ashi

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Dec 17, 2017, 7:37:34 AM12/17/17
to Zipline Python Opensource Backtester

I'm having the same issue as well. Did Google Finance drop support for their API?

Ed Bartosh

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Dec 17, 2017, 8:20:32 AM12/17/17
to Islam El-Ashi, Zipline Python Opensource Backtester
Hi,

> Did Google Finance drop support for their API?
No, it didn't. It changed it.

To fix this you can either try to install fixed pandas-datareader:

Or use this zipline fix (changing data provider from google finance to IEX):

Regards,
Ed


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Ed

Matthew Cochrane

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Dec 27, 2017, 9:55:48 PM12/27/17
to Zipline Python Opensource Backtester
I was having the same issue and updated to master (pull 2031 was merged into master 9 hours ago as I write this, it is literally the last commit to master).
Now there's more problems when I run zipline ingest.  I just get a 400 error from quandl... Any ideas?
Log below

zipline ingest
[2017-12-28 02:42:06.470343] INFO: zipline.data.bundles.quandl: Downloading WIKI metadata.
[2017-12-28 02:42:22.463420] ERROR: zipline.data.bundles.quandl: Exception raised reading Quandl data. Retrying.
Traceback (most recent call last):
  File "/usr/local/lib/python3.5/dist-packages/zipline/data/bundles/quandl.py", line 89, in fetch_data_table
    format_metadata_url(api_key)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 562, in parser_f
    return _read(filepath_or_buffer, kwds)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 301, in _read
    compression=kwds.get('compression', None))
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/common.py", line 308, in get_filepath_or_buffer
    req = _urlopen(str(filepath_or_buffer))
  File "/usr/lib/python3.5/urllib/request.py", line 163, in urlopen
    return opener.open(url, data, timeout)
  File "/usr/lib/python3.5/urllib/request.py", line 472, in open
    response = meth(req, response)
  File "/usr/lib/python3.5/urllib/request.py", line 582, in http_response
    'http', request, response, code, msg, hdrs)
  File "/usr/lib/python3.5/urllib/request.py", line 510, in error
    return self._call_chain(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 444, in _call_chain
    result = func(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 590, in http_error_default
    raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 400: Bad Request
[2017-12-28 02:42:22.467313] INFO: zipline.data.bundles.quandl: Downloading WIKI metadata.
[2017-12-28 02:42:27.793521] ERROR: zipline.data.bundles.quandl: Exception raised reading Quandl data. Retrying.
Traceback (most recent call last):
  File "/usr/local/lib/python3.5/dist-packages/zipline/data/bundles/quandl.py", line 89, in fetch_data_table
    format_metadata_url(api_key)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 562, in parser_f
    return _read(filepath_or_buffer, kwds)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 301, in _read
    compression=kwds.get('compression', None))
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/common.py", line 308, in get_filepath_or_buffer
    req = _urlopen(str(filepath_or_buffer))
  File "/usr/lib/python3.5/urllib/request.py", line 163, in urlopen
    return opener.open(url, data, timeout)
  File "/usr/lib/python3.5/urllib/request.py", line 472, in open
    response = meth(req, response)
  File "/usr/lib/python3.5/urllib/request.py", line 582, in http_response
    'http', request, response, code, msg, hdrs)
  File "/usr/lib/python3.5/urllib/request.py", line 510, in error
    return self._call_chain(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 444, in _call_chain
    result = func(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 590, in http_error_default
    raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 400: Bad Request
[2017-12-28 02:42:27.794024] INFO: zipline.data.bundles.quandl: Downloading WIKI metadata.
[2017-12-28 02:42:31.955397] ERROR: zipline.data.bundles.quandl: Exception raised reading Quandl data. Retrying.
Traceback (most recent call last):
  File "/usr/local/lib/python3.5/dist-packages/zipline/data/bundles/quandl.py", line 89, in fetch_data_table
    format_metadata_url(api_key)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 562, in parser_f
    return _read(filepath_or_buffer, kwds)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 301, in _read
    compression=kwds.get('compression', None))
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/common.py", line 308, in get_filepath_or_buffer
    req = _urlopen(str(filepath_or_buffer))
  File "/usr/lib/python3.5/urllib/request.py", line 163, in urlopen
    return opener.open(url, data, timeout)
  File "/usr/lib/python3.5/urllib/request.py", line 472, in open
    response = meth(req, response)
  File "/usr/lib/python3.5/urllib/request.py", line 582, in http_response
    'http', request, response, code, msg, hdrs)
  File "/usr/lib/python3.5/urllib/request.py", line 510, in error
    return self._call_chain(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 444, in _call_chain
    result = func(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 590, in http_error_default
    raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 400: Bad Request
[2017-12-28 02:42:31.956024] INFO: zipline.data.bundles.quandl: Downloading WIKI metadata.
[2017-12-28 02:42:36.227856] ERROR: zipline.data.bundles.quandl: Exception raised reading Quandl data. Retrying.
Traceback (most recent call last):
  File "/usr/local/lib/python3.5/dist-packages/zipline/data/bundles/quandl.py", line 89, in fetch_data_table
    format_metadata_url(api_key)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 562, in parser_f
    return _read(filepath_or_buffer, kwds)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 301, in _read
    compression=kwds.get('compression', None))
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/common.py", line 308, in get_filepath_or_buffer
    req = _urlopen(str(filepath_or_buffer))
  File "/usr/lib/python3.5/urllib/request.py", line 163, in urlopen
    return opener.open(url, data, timeout)
  File "/usr/lib/python3.5/urllib/request.py", line 472, in open
    response = meth(req, response)
  File "/usr/lib/python3.5/urllib/request.py", line 582, in http_response
    'http', request, response, code, msg, hdrs)
  File "/usr/lib/python3.5/urllib/request.py", line 510, in error
    return self._call_chain(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 444, in _call_chain
    result = func(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 590, in http_error_default
    raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 400: Bad Request
[2017-12-28 02:42:36.228230] INFO: zipline.data.bundles.quandl: Downloading WIKI metadata.
[2017-12-28 02:42:41.528279] ERROR: zipline.data.bundles.quandl: Exception raised reading Quandl data. Retrying.
Traceback (most recent call last):
  File "/usr/local/lib/python3.5/dist-packages/zipline/data/bundles/quandl.py", line 89, in fetch_data_table
    format_metadata_url(api_key)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 562, in parser_f
    return _read(filepath_or_buffer, kwds)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/parsers.py", line 301, in _read
    compression=kwds.get('compression', None))
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/common.py", line 308, in get_filepath_or_buffer
    req = _urlopen(str(filepath_or_buffer))
  File "/usr/lib/python3.5/urllib/request.py", line 163, in urlopen
    return opener.open(url, data, timeout)
  File "/usr/lib/python3.5/urllib/request.py", line 472, in open
    response = meth(req, response)
  File "/usr/lib/python3.5/urllib/request.py", line 582, in http_response
    'http', request, response, code, msg, hdrs)
  File "/usr/lib/python3.5/urllib/request.py", line 510, in error
    return self._call_chain(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 444, in _call_chain
    result = func(*args)
  File "/usr/lib/python3.5/urllib/request.py", line 590, in http_error_default
    raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 400: Bad Request
Traceback (most recent call last):
  File "/usr/local/bin/zipline", line 11, in <module>
    load_entry_point('zipline==1.1.1+210.g7c6920c', 'console_scripts', 'zipline')()
  File "/usr/local/lib/python3.5/dist-packages/click/core.py", line 722, in __call__
    return self.main(*args, **kwargs)
  File "/usr/local/lib/python3.5/dist-packages/click/core.py", line 697, in main
    rv = self.invoke(ctx)
  File "/usr/local/lib/python3.5/dist-packages/click/core.py", line 1066, in invoke
    return _process_result(sub_ctx.command.invoke(sub_ctx))
  File "/usr/local/lib/python3.5/dist-packages/click/core.py", line 895, in invoke
    return ctx.invoke(self.callback, **ctx.params)
  File "/usr/local/lib/python3.5/dist-packages/click/core.py", line 535, in invoke
    return callback(*args, **kwargs)
  File "/usr/local/lib/python3.5/dist-packages/zipline/__main__.py", line 323, in ingest
    show_progress,
  File "/usr/local/lib/python3.5/dist-packages/zipline/data/bundles/core.py", line 451, in ingest
    pth.data_path([name, timestr], environ=environ),
  File "/usr/local/lib/python3.5/dist-packages/zipline/data/bundles/quandl.py", line 203, in quandl_bundle
    environ.get('QUANDL_DOWNLOAD_ATTEMPTS', 5)
  File "/usr/local/lib/python3.5/dist-packages/zipline/data/bundles/quandl.py", line 113, in fetch_data_table
    "Failed to download Quandl data after %d attempts." % (retries)
ValueError: Failed to download Quandl data after 5 attempts.

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--
BR,
Ed

fva...@quantopian.com

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Jan 8, 2018, 1:44:22 AM1/8/18
to Zipline Python Opensource Backtester
Hi Matthew,

The reason for that error is that you need a Quandl API key and need to run:

QUANDL_API_KEY=<yourkey> zipline ingest -b quandl

You can find more info about that and bundles in general here.

Tik Ho Hui

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Jan 10, 2018, 3:49:52 AM1/10/18
to Zipline Python Opensource Backtester
It seems that the correct URL should be http://finance.google.com/finance, but the format is still wrong for zipline !
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