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Unable to correctly load data from csv file into zipline
Ravi Shukla
posted Aug 18, 2015
Seeking Help

I was trying zipline out with my own csv file . I used the data that is downloaded in the default case from Yahoo and copied it into a csv file.

The file format which is :
Date,Open,High,Low,Close,Volume,Adj Close
2012-01-03,409.399971,412.499989,408.999989,411.229973,75555200,54.934461

But , when I print the data being passed to handle_data , I get this :

{'volume': 1000, 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'price': 409.39997099999999, 'sid': 'Open'} {'volume': 1000, 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'price': 412.49998900000003, 'sid': 'High'} {'volume': 1000, 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'price': 408.99998900000003, 'sid': 'Low'} {'volume': 1000, 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'price': 411.22997299999997, 'sid': 'Close'} {'volume': 1000, 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'price': 75555200.0, 'sid': 'Volume'} {'volume': 1000, 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'price': 54.934460999999999, 'sid': 'Adj Close'} {'volume': 1000, 'dt': Timestamp('2012-01-04 00:00:00+0000', tz='UTC'), 'price': 410.00001099999997, 'sid': 'Open'} BarData({'Volume': SIDData({'volume': 1000, 'sid': 'Volume', 'source_id': 'DataFrameSource-7006398718743e03d6d00635b63c8e98', 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'type': 4, 'price': 75555200.0}), 'Adj Close': SIDData({'volume': 1000, 'sid': 'Adj Close', 'source_id': 'DataFrameSource-7006398718743e03d6d00635b63c8e98', 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'type': 4, 'price': 54.934461}), 'High': SIDData({'volume': 1000, 'sid': 'High', 'source_id': 'DataFrameSource-7006398718743e03d6d00635b63c8e98', 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'type': 4, 'price': 412.499989}), 'Low': SIDData({'volume': 1000, 'sid': 'Low', 'source_id': 'DataFrameSource-7006398718743e03d6d00635b63c8e98', 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'type': 4, 'price': 408.999989}), 'Close': SIDData({'volume': 1000, 'sid': 'Close', 'source_id': 'DataFrameSource-7006398718743e03d6d00635b63c8e98', 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'type': 4, 'price': 411.229973}), 'Open': SIDData({'volume': 1000, 'sid': 'Open', 'source_id': 'DataFrameSource-7006398718743e03d6d00635b63c8e98', 'dt': Timestamp('2012-01-03 00:00:00+0000', tz='UTC'), 'type': 4, 'price': 409.399971})})

After that I do a simple:
data = pd.read_csv('appleDataFromYahoo.csv', index_col='Date', parse_dates=True)
data.index = data.index.tz_localize(pytz.UTC)
data.head()
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data, capital_base=1000000)
results = algo.run(data)

The data I am getting in logs is obviously wrong because in the default case handle_data spit something like this :
BarData({'AAPL': SIDData({'high': 44.118027429170454, 'open': 43.50086143458919, 'price': 44.025853000000005, 'volume': 111284600, 'low': 43.393986829608814, 'sid': 'AAPL', 'source_id': 'DataPanelSource-714fe8ac9fdca11967199c1edefb9597', 'close': 44.025853000000005, 'dt': Timestamp('2011-01-03 00:00:00+0000', tz='UTC'), 'type': 4})})

Can someone please someone point into a direction of what I might be doing wrong . Is my file format wrong ? Do I need to provide another field specifying the symbol Id ? or something else ?

Thanks You .

1 response
James Christopher
Sep 3, 2015

Ravi,

For Zipline specific questions I'd recommend posting in the Zipline Google Group, you may get more help/helpful answers there.

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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.