Working With Local Data, Downloading the Database

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Hi, I am trying to work locally, using zipline source code on Github, and trying to use data locally. Few questions: I downloaded, built, installed zipline, and ran

zipline/zipline/examples/buyapple.py

I get

  File "/usr/local/lib/python2.7/dist-packages/pandas/io/parsers.py", line 957, in __init__  
    self._reader = _parser.TextReader(src, **kwds)  
  File "parser.pyx", line 480, in pandas.parser.TextReader.__cinit__ (pandas/parser.c:4517)  
ValueError: No columns to parse from file

From Pandas. I coded up a simpler example (taken from README)

from zipline import TradingAlgorithm  
from zipline.transforms import MovingAverage  
from zipline.utils.factory import load_from_yahoo

from datetime import datetime  
import pytz  
import matplotlib.pyplot as plt

start = datetime(1990, 1, 1, 0, 0, 0, 0, pytz.utc)  
end = datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)  
data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start,  
                   end=end, adjusted=False)

This gives me

  File "/usr/local/lib/python2.7/dist-packages/pandas/core/internals.py", line 1935, in _find_block  
    self._check_have(item)  
  File "/usr/local/lib/python2.7/dist-packages/pandas/core/internals.py", line 1942, in _check_have  
    raise KeyError('no item named %s' % com.pprint_thing(item))  
KeyError: u'no item named Close'

Any ideas what is going on? Also is there any link I can use to get all of Quantopian database?

4 responses

Peter Cawthron

Hello KB,

I've just run buyapple.py in iPython on Windows 7 64-bit with Python 2.7 and it works. This is what I have installed:

C:\Users\pcawthron>pip list  
blist (1.3.4)  
Cython (0.19.1)  
Delorean (0.3.1)  
ipython (1.1.0)  
iso8601 (0.1.4)  
Logbook (0.6.0)  
matplotlib (1.3.1rc1)  
msgpack-python (0.3.0)  
numpy (1.7.1)  
pandas (0.12.0)  
pip (1.4.1)  
Pygments (1.6)  
pyparsing (2.0.1)  
pyreadline (2.0)  
python-dateutil (2.1)  
pytz (2013.7)  
pyzmq (13.1.0)  
requests (2.0.0)  
setuptools (0.9.8)  
six (1.4.1)  
TA-Lib (0.4.7)  
zipline (0.5.10)

Your second example also works:

In [5]: from zipline import TradingAlgorithm  
from zipline.transforms import MovingAverage  
from zipline.utils.factory import load_from_yahoo

from datetime import datetime  
import pytz  
import matplotlib.pyplot as plt

start = datetime(1990, 1, 1, 0, 0, 0, 0, pytz.utc)  
end = datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)  
data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start,  
                   end=end, adjusted=False)

AAPL

In [6]: data  
Out[6]:  
<class 'pandas.core.frame.DataFrame'>  
DatetimeIndex: 3028 entries, 1990-01-02 00:00:00+00:00 to 2001-12-31 00:00:00+00:00  
Data columns (total 1 columns):  
AAPL    3028  non-null values  
dtypes: float64(1)

Koala B

Thanks for this response. I did "sudo pip install zipline --upgrade" which forced all the right dependencies (I assume) and now both code snippets work for me as well. Github zipline I had downloaded before was at 0.11.dev (not 0.10), and even though I had all the dependencies installed (with individual pip install commands), maybe some were not the right version. All good now.

Note:

I noticed I get another error when I typed ipython on the command line

    from . import unicode_helper, logger, clipboard, lineeditor, modes, console  
  File "pyreadline/modes/__init__.py", line 3, in <module>  
    from . import emacs, notemacs, vi  
  File "pyreadline/modes/emacs.py", line 11, in <module>  
    import pyreadline.logger as logger  
AttributeError: 'module' object has no attribute 'logger'

Going back to readline 1.7 fixed this problem.

https://pypi.python.org/pypi/pyreadline/1.7.1#downloads

Eddie Hebert

Koala:

Also, there is https://groups.google.com/forum/#!forum/zipline which is more dedicated to running Zipline locally.

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Koala B

Thanks for the link! I will take a look.

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