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Reject by Quantopian Research when using zipline.utils.factory

Hi,
I'm trying to run code from https://blog.quantopian.com/markowitz-portfolio-optimization-2/ on Quantopian Research. When running from zipline.utils.factory import load_bars_from_yahoo, it says

InputRejected:  
Importing load_bars_from_yahoo from zipline.utils.factory raised an ImportError. No modules or attributes with a similar name were found. Our security system is concerned. If you continue to have import errors, your account will be suspended until a human can talk to you.  

I tried again with import zipline.utils.factory:

InputRejected:  
Importing zipline.utils.factory raised an ImportError. Did you mean to import zipline.utils.simfactory instead? Last warning! One more import error and your account will be suspended for security reasons until a human can talk to you.  

So what's going on and what should I do instead?

Thanks

1 response

Hi Kelvin,

The zipline.utils.factory module is not available for import in Quantopian's Research environment. It seems in the blog post this module is simply used to get historical pricing data, for which you can use the get_pricing function in the Research environment. You can find examples on how to use get_pricing in the API Reference notebook found in the Tutorials & Documentation folder inside Research.

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