Anyone know what's going on here? I recall that the Q data run back to 2002, but maybe not 1/1/2002? Or perhaps there's another problem?
pipe = Pipeline(
columns = {
'MyFactor' : RandomFactor(mask=base_universe).zscore(),
'Sector' : Sector()
},
screen=base_universe
)
start_timer = time()
results = run_pipeline(pipe, '2002-01-01', '2018-08-10')
end_timer = time()
results.fillna(value=0);
print "Time to run pipeline %.2f secs" % (end_timer - start_timer)
KeyErrorTraceback (most recent call last)
in ()
8
9 start_timer = time()
---> 10 results = run_pipeline(pipe, '2002-01-01', '2018-08-10')
11 end_timer = time()
12 results.fillna(value=0);
/build/src/qexec_repo/qexec/research/api.py in run_pipeline(pipeline, start_date, end_date, chunksize)
483 pipeline_engine,
484 equity_trading_days,
--> 485 holdout_manager,
486 )
487
/build/src/qexec_repo/qexec/research/_api.pyc in inner_run_pipeline(pipeline, start_date, end_date, chunksize, engine, equity_trading_days, holdout_manager)
734 adjusted_start_date,
735 adjusted_end_date,
--> 736 chunksize=chunksize,
737 )
738
/build/src/qexec_repo/zipline_repo/zipline/pipeline/engine.pyc in run_chunked_pipeline(self, pipeline, start_date, end_date, chunksize)
328 chunksize,
329 )
--> 330 chunks = [self.run_pipeline(pipeline, s, e) for s, e in ranges]
331
332 if len(chunks) == 1:
/build/src/qexec_repo/zipline_repo/zipline/pipeline/engine.pyc in run_pipeline(self, pipeline, start_date, end_date)
309 dates,
310 assets,
--> 311 initial_workspace,
312 )
313
/build/src/qexec_repo/zipline_repo/zipline/pipeline/engine.pyc in compute_chunk(self, graph, dates, assets, initial_workspace)
522 loader = get_loader(term)
523 loaded = loader.load_adjusted_array(
--> 524 to_load, mask_dates, assets, mask,
525 )
526 assert set(loaded) == set(to_load), (
/build/src/qexec_repo/zipline_repo/zipline/pipeline/loaders/equity_pricing_loader.pyc in load_adjusted_array(self, columns, dates, assets, mask)
78 start_date,
79 end_date,
---> 80 assets,
81 )
82 adjustments = self.adjustments_loader.load_adjustments(
/build/src/qexec_repo/qexec/sources/resource_proxy.py in method(self, *args, **kwargs)
249 def method(self, *args, **kwargs):
250 with self.reader as proxied:
--> 251 return getattr(proxied, name)(*args, **kwargs)
252
253 method.name = name
/build/src/qexec_repo/zipline_repo/zipline/data/us_equity_pricing.pyc in load_raw_arrays(self, columns, start_date, end_date, assets)
620 def load_raw_arrays(self, columns, start_date, end_date, assets):
621 # Assumes that the given dates are actually in calendar.
--> 622 start_idx = self.sessions.get_loc(start_date)
623 end_idx = self.sessions.get_loc(end_date)
624 first_rows, last_rows, offsets = self._compute_slices(
/usr/local/lib/python2.7/dist-packages/pandas/tseries/index.pyc in get_loc(self, key, method, tolerance)
1420 # needed to localize naive datetimes
1421 key = Timestamp(key, tz=self.tz)
-> 1422 return Index.get_loc(self, key, method, tolerance)
1423
1424 if isinstance(key, time):
/usr/local/lib/python2.7/dist-packages/pandas/indexes/base.pyc in get_loc(self, key, method, tolerance)
1945 return self._engine.get_loc(key)
1946 except KeyError:
-> 1947 return self._engine.get_loc(self._maybe_cast_indexer(key))
1948
1949 indexer = self.get_indexer([key], method=method, tolerance=tolerance)
pandas/index.pyx in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11140)()
pandas/index.pyx in pandas.index.DatetimeEngine.get_loc (pandas/index.c:10895)()
KeyError: Timestamp('2001-03-13 00:00:00+0000', tz='UTC')
