Has anyone been able to find a workaround for this issue?
FWIW, it's not obvious from this notebook how the error is related to data_frequency='minute'. The result of that call gets save to algo_obj just fine. It's the next line which is failing.
I don't think the data object being passed to run is being loaded correctly. Setting data_frequency='daily' and passing in minute data from get_pricing works fine.
Inside TradingAlgorithm.run() a "DataPortal" object is created from the pandas Panel passed into run, but with a equity_daily_reader, rather than equity_minute_reader. I don't know if that's the problem, but it does seem related to minute data.
Does anyone have a working notebook running backtests with minute data?
Hey Ryan, you're absolutely right that this is an issue specific to using data_frequency='minute'. Currently, Zipline has a bug when minute data is passed in the form of a Pandas Panel. Unfortunately, there's no workaround on our platform. However, we have a fix for the bug that should be rolled out very soon. I'll update this thread when it's done.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.