Hi Peter,

Without seeing the code, it's difficult to tell what the problem is. Would you be willing to share a backtest? If you don't feel comfortable sharing your code publicly, you can also email in to [email protected] for help.

Hi Jamie,
my code is very simple, example.csv file content like this:

SYMBOLA,20121130,93.00,90.00,94.25,86.30,117853  
SYMBOLB,20121130,10685.00,10700.00,10700.00,10610.00,8978  

I am importing it using the follwoing code to get panel:

import pandas as pd  
tabulka=pd.read_csv('example.csv', header=None, parse_dates=True, index_col=1)  
tabulka.index = tabulka.index.normalize()  
if tabulka.index.tzinfo is None:  
    tabulka.index = tabulka.index.tz_localize('UTC')  
pd.to_datetime(tabulka.index)  
tabulka.columns = ["Symbol", "Open", "Close","High", "Low", "Volume"]  
tabulka.index = [tabulka.index, tabulka.Symbol]  
tabulka = tabulka[['Open', 'Close','High', 'Low','Volume']]  
tabulka.to_panel().transpose(2, 1, 0)  

The algorithm itself can be anything, for example this simple buy 100 every day:

def initialize(context):  
    context.asset = symbol('SYMBOLA')  
    context.invested = False

def handle_data(context, data):  
    order(context.asset, 100) 

if __name__ == '__main__':  
    from datetime import datetime  
    import pytz  
    from zipline.algorithm import TradingAlgorithm  
    from zipline.utils.factory import load_from_yahoo

    data = tabulka

    algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)  
    results = algo.run(data).dropna()  

Hi Peter,

I apologize, I thought you were trying to use Fetcher in an algorithm. For Zipline questions, the best place to ask is in the Zipline repository on Github - I'd recommend creating an issue with your question if someone hasn't already brought it up. Our Zipline engineers monitory the repository and should be able to help you with the issue.

Hi,
I posted question both to GitHib and Google group, but unfortunately no answer after 3 weeks:(
https://github.com/quantopian/zipline/issues/1498
https://groups.google.com/forum/#!topic/zipline/XZEZ0B6Tgnk