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The data is OHCL and other indicator exported out as CSV from Other platform #2825

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fintechee opened this issue Jul 28, 2021 · 0 comments

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@fintechee
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fintechee commented Jul 28, 2021

Dear Zipline Maintainers,

Before I tell you about my issue, let me describe my environment:

Environment

  • Operating System: (Ubuntu)
  • Python Version: 2.7.x
  • How did you install Zipline: pip

Now that you know a little about me, let me tell you about the issue I am
having:

Description of Issue

  • What did you expect to happen?
  • What happened instead?

Here is how you can reproduce this issue on your machine:

Reproduction Steps

data = read_csv(data_file)
data['time'] = None
for i in data.index:
    data['time'][i] = datetime.strptime(data['Date'][i] + " " + data['Time'][i] + ":00", '%m-%d-%Y %H:%M:%S')

data.index = data['time']
del data['time']

data.index = tseries.index.DatetimeIndex(data=data.index).tz_localize('US/Eastern')

This is using a local copy of zipline instead of the site-packages one.

The data is OHCL and other indicator exported out as CSV from Other platform. The timestamps are then munged to be the index similar to fast-data-mining-with-pytables-and-pandas.pdf and also localized.
At this point the basic test does work using the local copy of zipline which was check.

Exception: no rate for end date = 2021-07-28 00:00:00-04:00 and term = 1month. Check that date doesn't exceed treasury history range.

Thoughts?

I'd post this on the zipline Google group but it isn't open for business just yet.

...

Anything else?

...

Sincerely,
Fintechee

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