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AttributeError exception when using a pipeline of non-US assets #218

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phelps-sg opened this issue Sep 24, 2023 · 0 comments · May be fixed by #219
Open

AttributeError exception when using a pipeline of non-US assets #218

phelps-sg opened this issue Sep 24, 2023 · 0 comments · May be fixed by #219

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@phelps-sg
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phelps-sg commented Sep 24, 2023 •
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Dear Zipline Maintainers,

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

Environment

  • Operating System: (Windows Version or $ uname --all)
    Linux pop-os 6.4.6-76060406-generic #202307241739169462191722.04~ac5e1a8 SMP PREEMPT_DYNAMIC Wed S x86_64 x86_64 x86_64 GNU/Linux

  • Python Version: $ python --version
    Python 3.10.12

  • Python Bitness: $ python -c 'import math, sys;print(int(math.log(sys.maxsize + 1, 2) + 1))'
    64

  • How did you install Zipline: (pip, conda, or other (please explain))
    mamba

  • Python packages: $ pip freeze or $ conda list

packages in environment at /home/sphelps/mambaforge/envs/zipline-tardis-bundle/envs/factor-trading:

Name Version Build Channel

_libgcc_mutex 0.1 conda_forge conda-forge
_openmp_mutex 4.5 2_gnu conda-forge
aiofiles 0.8.0 pyhd8ed1ab_0 conda-forge
aiohttp 3.8.1 py310h5764c6d_1 conda-forge
aiohttp-cors 0.7.0 py_0 conda-forge
aiosignal 1.3.1 pyhd8ed1ab_0 conda-forge
alembic 1.12.0 pyhd8ed1ab_0 conda-forge
alsa-lib 1.2.10 hd590300_0 conda-forge
anaconda-client 1.12.0 pyhd8ed1ab_1 conda-forge
anaconda-project 0.11.1 pyhd8ed1ab_0 conda-forge
anyio 4.0.0 pyhd8ed1ab_0 conda-forge
appdirs 1.4.4 pyh9f0ad1d_0 conda-forge
argon2-cffi 23.1.0 pyhd8ed1ab_0 conda-forge
argon2-cffi-bindings 21.2.0 py310h5764c6d_3 conda-forge
arrow 1.2.3 pyhd8ed1ab_0 conda-forge
astroid 2.15.6 py310hff52083_0 conda-forge
asttokens 2.4.0 pyhd8ed1ab_0 conda-forge
async-lru 2.0.4 pyhd8ed1ab_0 conda-forge
async-timeout 4.0.3 pyhd8ed1ab_0 conda-forge
attr 2.5.1 h166bdaf_1 conda-forge
attrs 23.1.0 pyh71513ae_1 conda-forge
babel 2.12.1 pyhd8ed1ab_1 conda-forge
backcall 0.2.0 pyh9f0ad1d_0 conda-forge
backports 1.0 pyhd8ed1ab_3 conda-forge
backports.functools_lru_cache 1.6.5 pyhd8ed1ab_0 conda-forge
bcolz-zipline 1.2.6 py310h1f7b6fc_1 conda-forge
beautifulsoup4 4.12.2 pyha770c72_0 conda-forge
black 23.9.1 py310hff52083_0 conda-forge
blackd 23.9.1 hd8ed1ab_0 conda-forge
bleach 6.0.0 pyhd8ed1ab_0 conda-forge
blessed 1.19.1 pyhe4f9e05_2 conda-forge
blosc 1.21.5 h0f2a231_0 conda-forge
bottleneck 1.3.7 py310h0a54255_0 conda-forge
brotli 1.1.0 hd590300_0 conda-forge
brotli-bin 1.1.0 hd590300_0 conda-forge
brotlipy 0.7.0 py310h5764c6d_1005 conda-forge
bzip2 1.0.8 h7f98852_4 conda-forge
c-ares 1.19.1 hd590300_0 conda-forge
c-blosc2 2.10.2 hb4ffafa_0 conda-forge
ca-certificates 2023.7.22 hbcca054_0 conda-forge
cached-property 1.5.2 hd8ed1ab_1 conda-forge
cached_property 1.5.2 pyha770c72_1 conda-forge
cachetools 5.3.1 pyhd8ed1ab_0 conda-forge
cairo 1.16.0 h0c91306_1017 conda-forge
certifi 2023.7.22 pyhd8ed1ab_0 conda-forge
cffi 1.15.1 py310h2fee648_5 conda-forge
cfgv 3.3.1 pyhd8ed1ab_0 conda-forge
charset-normalizer 2.1.1 pyhd8ed1ab_0 conda-forge
click 8.1.7 unix_pyh707e725_0 conda-forge
clyent 1.2.2 py_1 conda-forge
colorama 0.4.6 pyhd8ed1ab_0 conda-forge
colorful 0.5.4 pyhd8ed1ab_0 conda-forge
comm 0.1.4 pyhd8ed1ab_0 conda-forge
conda-pack 0.7.1 pyhd8ed1ab_0 conda-forge
conda-package-handling 2.2.0 pyh38be061_0 conda-forge
conda-package-streaming 0.9.0 pyhd8ed1ab_0 conda-forge
contourpy 1.1.1 py310hd41b1e2_0 conda-forge
cryptography 41.0.4 py310h75e40e8_0 conda-forge
cycler 0.11.0 pyhd8ed1ab_0 conda-forge
dbus 1.13.6 h5008d03_3 conda-forge
debugpy 1.8.0 py310hc6cd4ac_0 conda-forge
decorator 5.1.1 pyhd8ed1ab_0 conda-forge
defusedxml 0.7.1 pyhd8ed1ab_0 conda-forge
dill 0.3.7 pyhd8ed1ab_0 conda-forge
distlib 0.3.7 pyhd8ed1ab_0 conda-forge
docker-pycreds 0.4.0 py_0 conda-forge
empyrical-reloaded 0.5.9 pyhd8ed1ab_0 conda-forge
entrypoints 0.4 pyhd8ed1ab_0 conda-forge
et_xmlfile 1.1.0 pyhd8ed1ab_0 conda-forge
exceptiongroup 1.1.3 pyhd8ed1ab_0 conda-forge
exchange-calendars 4.2.8 pyhd8ed1ab_1 conda-forge
executing 1.2.0 pyhd8ed1ab_0 conda-forge
expat 2.5.0 hcb278e6_1 conda-forge
filelock 3.12.4 pyhd8ed1ab_0 conda-forge
fn 0.4.3 pyhd8ed1ab_0 conda-forge
font-ttf-dejavu-sans-mono 2.37 hab24e00_0 conda-forge
font-ttf-inconsolata 3.000 h77eed37_0 conda-forge
font-ttf-source-code-pro 2.038 h77eed37_0 conda-forge
font-ttf-ubuntu 0.83 hab24e00_0 conda-forge
fontconfig 2.14.2 h14ed4e7_0 conda-forge
fonts-conda-ecosystem 1 0 conda-forge
fonts-conda-forge 1 0 conda-forge
fonttools 4.42.1 py310h2372a71_0 conda-forge
fqdn 1.5.1 pyhd8ed1ab_0 conda-forge
freetype 2.12.1 h267a509_2 conda-forge
frozendict 2.3.8 py310h2372a71_0 conda-forge
frozenlist 1.4.0 py310h2372a71_0 conda-forge
gettext 0.21.1 h27087fc_0 conda-forge
gitdb 4.0.10 pyhd8ed1ab_0 conda-forge
gitpython 3.1.36 pyhd8ed1ab_0 conda-forge
glib 2.78.0 hfc55251_0 conda-forge
glib-tools 2.78.0 hfc55251_0 conda-forge
gmp 6.2.1 h58526e2_0 conda-forge
google-api-core 2.11.1 pyhd8ed1ab_0 conda-forge
google-auth 2.23.0 pyh1a96a4e_1 conda-forge
googleapis-common-protos 1.60.0 pyhd8ed1ab_0 conda-forge
gpustat 1.1.1 pyhd8ed1ab_0 conda-forge
graphite2 1.3.13 h58526e2_1001 conda-forge
greenlet 2.0.2 py310hc6cd4ac_1 conda-forge
grpcio 1.43.0 py310ha6b4e5e_0 conda-forge
gst-plugins-base 1.22.6 h8e1006c_0 conda-forge
gstreamer 1.22.6 h98fc4e7_0 conda-forge
h5py 3.9.0 nompi_py310ha2ad45a_102 conda-forge
harfbuzz 8.2.1 h3d44ed6_0 conda-forge
hdf5 1.14.2 nompi_h4f84152_100 conda-forge
html5lib 1.1 pyh9f0ad1d_0 conda-forge
icu 73.2 h59595ed_0 conda-forge
identify 2.5.29 pyhd8ed1ab_0 conda-forge
idna 3.4 pyhd8ed1ab_0 conda-forge
importlib-metadata 6.8.0 pyha770c72_0 conda-forge
importlib_metadata 6.8.0 hd8ed1ab_0 conda-forge
importlib_resources 6.0.1 pyhd8ed1ab_0 conda-forge
iniconfig 2.0.0 pyhd8ed1ab_0 conda-forge
intervaltree 3.1.0 pyhd8ed1ab_1 conda-forge
ipykernel 6.25.2 pyh2140261_0 conda-forge
ipython 8.15.0 pyh0d859eb_0 conda-forge
ipython_genutils 0.2.0 py_1 conda-forge
ipywidgets 8.1.1 pyhd8ed1ab_0 conda-forge
iso3166 2.1.1 pyhd8ed1ab_0 conda-forge
iso4217 1.9.20220401 pyhd8ed1ab_0 conda-forge
isoduration 20.11.0 pyhd8ed1ab_0 conda-forge
isort 5.12.0 pyhd8ed1ab_1 conda-forge
jedi 0.19.0 pyhd8ed1ab_0 conda-forge
jinja2 3.1.2 pyhd8ed1ab_1 conda-forge
joblib 1.3.2 pyhd8ed1ab_0 conda-forge
json5 0.9.14 pyhd8ed1ab_0 conda-forge
jsonpointer 2.4 py310hff52083_2 conda-forge
jsonschema 4.19.1 pyhd8ed1ab_0 conda-forge
jsonschema-specifications 2023.7.1 pyhd8ed1ab_0 conda-forge
jsonschema-with-format-nongpl 4.19.1 pyhd8ed1ab_0 conda-forge
jupyter 1.0.0 py310hff52083_8 conda-forge
jupyter-lsp 2.2.0 pyhd8ed1ab_0 conda-forge
jupyter_client 8.3.1 pyhd8ed1ab_0 conda-forge
jupyter_console 6.6.3 pyhd8ed1ab_0 conda-forge
jupyter_core 5.3.1 py310hff52083_0 conda-forge
jupyter_events 0.7.0 pyhd8ed1ab_2 conda-forge
jupyter_server 2.7.3 pyhd8ed1ab_0 conda-forge
jupyter_server_terminals 0.4.4 pyhd8ed1ab_1 conda-forge
jupyterlab 4.0.6 pyhd8ed1ab_0 conda-forge
jupyterlab_pygments 0.2.2 pyhd8ed1ab_0 conda-forge
jupyterlab_server 2.25.0 pyhd8ed1ab_0 conda-forge
jupyterlab_widgets 3.0.9 pyhd8ed1ab_0 conda-forge
keyutils 1.6.1 h166bdaf_0 conda-forge
kiwisolver 1.4.5 py310hd41b1e2_0 conda-forge
korean_lunar_calendar 0.3.1 pyhd8ed1ab_0 conda-forge
krb5 1.21.2 h659d440_0 conda-forge
lame 3.100 h166bdaf_1003 conda-forge
lazy-object-proxy 1.9.0 py310h1fa729e_0 conda-forge
lcms2 2.15 h7f713cb_2 conda-forge
ld_impl_linux-64 2.40 h41732ed_0 conda-forge
lerc 4.0.0 h27087fc_0 conda-forge
libabseil 20230802.1 cxx17_h59595ed_0 conda-forge
libaec 1.0.6 hcb278e6_1 conda-forge
libblas 3.9.0 18_linux64_openblas conda-forge
libbrotlicommon 1.1.0 hd590300_0 conda-forge
libbrotlidec 1.1.0 hd590300_0 conda-forge
libbrotlienc 1.1.0 hd590300_0 conda-forge
libcap 2.69 h0f662aa_0 conda-forge
libcblas 3.9.0 18_linux64_openblas conda-forge
libclang 15.0.7 default_h7634d5b_3 conda-forge
libclang13 15.0.7 default_h9986a30_3 conda-forge
libcups 2.3.3 h4637d8d_4 conda-forge
libcurl 8.3.0 hca28451_0 conda-forge
libdeflate 1.19 hd590300_0 conda-forge
libedit 3.1.20191231 he28a2e2_2 conda-forge
libev 4.33 h516909a_1 conda-forge
libevent 2.1.12 hf998b51_1 conda-forge
libexpat 2.5.0 hcb278e6_1 conda-forge
libffi 3.4.2 h7f98852_5 conda-forge
libflac 1.4.3 h59595ed_0 conda-forge
libgcc-ng 13.2.0 h807b86a_2 conda-forge
libgcrypt 1.10.1 h166bdaf_0 conda-forge
libgfortran-ng 13.2.0 h69a702a_2 conda-forge
libgfortran5 13.2.0 ha4646dd_2 conda-forge
libglib 2.78.0 hebfc3b9_0 conda-forge
libgomp 13.2.0 h807b86a_2 conda-forge
libgpg-error 1.47 h71f35ed_0 conda-forge
libiconv 1.17 h166bdaf_0 conda-forge
libjpeg-turbo 2.1.5.1 hd590300_1 conda-forge
liblapack 3.9.0 18_linux64_openblas conda-forge
libllvm15 15.0.7 h5cf9203_3 conda-forge
libnghttp2 1.52.0 h61bc06f_0 conda-forge
libnsl 2.0.0 h7f98852_0 conda-forge
libogg 1.3.4 h7f98852_1 conda-forge
libopenblas 0.3.24 pthreads_h413a1c8_0 conda-forge
libopus 1.3.1 h7f98852_1 conda-forge
libpng 1.6.39 h753d276_0 conda-forge
libpq 15.4 hfc447b1_0 conda-forge
libprotobuf 4.23.4 hf27288f_6 conda-forge
libsndfile 1.2.2 hbc2eb40_0 conda-forge
libsodium 1.0.18 h36c2ea0_1 conda-forge
libsqlite 3.43.0 h2797004_0 conda-forge
libssh2 1.11.0 h0841786_0 conda-forge
libstdcxx-ng 13.2.0 h7e041cc_2 conda-forge
libsystemd0 254 h3516f8a_0 conda-forge
libta-lib 0.4.0 h166bdaf_1 conda-forge
libtiff 4.6.0 h29866fb_1 conda-forge
libunwind 1.6.2 h9c3ff4c_0 conda-forge
libuuid 2.38.1 h0b41bf4_0 conda-forge
libuv 1.46.0 hd590300_0 conda-forge
libvorbis 1.3.7 h9c3ff4c_0 conda-forge
libwebp-base 1.3.2 hd590300_0 conda-forge
libxcb 1.15 h0b41bf4_0 conda-forge
libxkbcommon 1.5.0 h5d7e998_3 conda-forge
libxml2 2.11.5 h232c23b_1 conda-forge
libxslt 1.1.37 h0054252_1 conda-forge
libzlib 1.2.13 hd590300_5 conda-forge
lru-dict 1.2.0 py310h2372a71_0 conda-forge
lxml 4.9.3 py310h9b7343a_0 conda-forge
lz4-c 1.9.4 hcb278e6_0 conda-forge
lzo 2.10 h516909a_1000 conda-forge
mako 1.2.4 pyhd8ed1ab_0 conda-forge
markupsafe 2.1.3 py310h2372a71_1 conda-forge
matplotlib-base 3.8.0 py310h62c0568_1 conda-forge
matplotlib-inline 0.1.6 pyhd8ed1ab_0 conda-forge
mccabe 0.7.0 pyhd8ed1ab_0 conda-forge
mistune 3.0.1 pyhd8ed1ab_0 conda-forge
mpg123 1.31.3 hcb278e6_0 conda-forge
msgpack-python 1.0.5 py310hdf3cbec_0 conda-forge
multidict 6.0.4 py310h1fa729e_0 conda-forge
multipledispatch 0.6.0 py_0 conda-forge
multitasking 0.0.9 pyhd8ed1ab_0 conda-forge
munkres 1.1.4 pyh9f0ad1d_0 conda-forge
mypy 1.5.1 py310h2372a71_0 conda-forge
mypy_extensions 1.0.0 pyha770c72_0 conda-forge
mysql-common 8.0.33 hf1915f5_4 conda-forge
mysql-libs 8.0.33 hca2cd23_4 conda-forge
nbclient 0.8.0 pyhd8ed1ab_0 conda-forge
nbconvert 7.8.0 pyhd8ed1ab_0 conda-forge
nbconvert-core 7.8.0 pyhd8ed1ab_0 conda-forge
nbconvert-pandoc 7.8.0 pyhd8ed1ab_0 conda-forge
nbformat 5.9.2 pyhd8ed1ab_0 conda-forge
ncurses 6.4 hcb278e6_0 conda-forge
nest-asyncio 1.5.6 pyhd8ed1ab_0 conda-forge
networkx 3.1 pyhd8ed1ab_0 conda-forge
nodeenv 1.8.0 pyhd8ed1ab_0 conda-forge
nodejs 20.7.0 hb753e55_0 conda-forge
nomkl 1.0 h5ca1d4c_0 conda-forge
notebook 7.0.4 pyhd8ed1ab_0 conda-forge
notebook-shim 0.2.3 pyhd8ed1ab_0 conda-forge
nspr 4.35 h27087fc_0 conda-forge
nss 3.92 h1d7d5a4_0 conda-forge
numexpr 2.8.4 py310hd91493a_101 conda-forge
numpy 1.26.0 py310hb13e2d6_0 conda-forge
nvidia-ml-py 12.535.108 pyhd8ed1ab_0 conda-forge
openai 0.28.0 pyhd8ed1ab_0 conda-forge
opencensus 0.11.3 pyhd8ed1ab_0 conda-forge
opencensus-context 0.1.3 py310hff52083_1 conda-forge
openjpeg 2.5.0 h488ebb8_3 conda-forge
openpyxl 3.1.2 py310h2372a71_0 conda-forge
openssl 3.1.3 hd590300_0 conda-forge
overrides 7.4.0 pyhd8ed1ab_0 conda-forge
packaging 23.1 pyhd8ed1ab_0 conda-forge
pandas 2.1.1 py310hcc13569_0 conda-forge
pandas-datareader 0.10.0 pyh6c4a22f_0 conda-forge
pandas-stubs 2.0.3.230814 pyhd8ed1ab_0 conda-forge
pandoc 3.1.3 h32600fe_0 conda-forge
pandocfilters 1.5.0 pyhd8ed1ab_0 conda-forge
parso 0.8.3 pyhd8ed1ab_0 conda-forge
pathspec 0.11.2 pyhd8ed1ab_0 conda-forge
pathtools 0.1.2 py_1 conda-forge
patsy 0.5.3 pyhd8ed1ab_0 conda-forge
pcre2 10.40 hc3806b6_0 conda-forge
pexpect 4.8.0 pyh1a96a4e_2 conda-forge
pickleshare 0.7.5 py_1003 conda-forge
pillow 10.0.1 py310h29da1c1_1 conda-forge
pip 23.2.1 pyhd8ed1ab_0 conda-forge
pixman 0.40.0 h36c2ea0_0 conda-forge
pkgutil-resolve-name 1.3.10 pyhd8ed1ab_1 conda-forge
platformdirs 3.10.0 pyhd8ed1ab_0 conda-forge
plotly 5.17.0 pyhd8ed1ab_0 conda-forge
pluggy 1.3.0 pyhd8ed1ab_0 conda-forge
ply 3.11 py_1 conda-forge
pre-commit 3.4.0 pyha770c72_1 conda-forge
prometheus_client 0.17.1 pyhd8ed1ab_0 conda-forge
prompt-toolkit 3.0.39 pyha770c72_0 conda-forge
prompt_toolkit 3.0.39 hd8ed1ab_0 conda-forge
protobuf 4.23.4 py310h620c231_2 conda-forge
psutil 5.9.5 py310h2372a71_1 conda-forge
pthread-stubs 0.4 h36c2ea0_1001 conda-forge
ptyprocess 0.7.0 pyhd3deb0d_0 conda-forge
pulseaudio-client 16.1 hb77b528_5 conda-forge
pure_eval 0.2.2 pyhd8ed1ab_0 conda-forge
py-cpuinfo 9.0.0 pyhd8ed1ab_0 conda-forge
py-spy 0.3.14 h87a5ac0_0 conda-forge
pyasn1 0.5.0 pyhd8ed1ab_0 conda-forge
pyasn1-modules 0.3.0 pyhd8ed1ab_0 conda-forge
pycparser 2.21 pyhd8ed1ab_0 conda-forge
pydantic 1.10.12 py310h2372a71_1 conda-forge
pyfolio-reloaded 0.9.5 pyhd8ed1ab_0 conda-forge
pygments 2.16.1 pyhd8ed1ab_0 conda-forge
pylint 2.17.5 pyhd8ed1ab_0 conda-forge
pyluach 2.2.0 pyhd8ed1ab_0 conda-forge
pyopenssl 23.2.0 pyhd8ed1ab_1 conda-forge
pyparsing 3.1.1 pyhd8ed1ab_0 conda-forge
pyqt 5.15.9 py310h04931ad_4 conda-forge
pyqt5-sip 12.12.2 py310hc6cd4ac_4 conda-forge
pysocks 1.7.1 pyha2e5f31_6 conda-forge
pytables 3.8.0 py310h374b01c_3 conda-forge
pytest 7.4.2 pyhd8ed1ab_0 conda-forge
pytest-mock 3.11.1 pyhd8ed1ab_0 conda-forge
python 3.10.12 hd12c33a_0_cpython conda-forge
python-dateutil 2.8.2 pyhd8ed1ab_0 conda-forge
python-fastjsonschema 2.18.0 pyhd8ed1ab_0 conda-forge
python-interface 1.6.0 py_0 conda-forge
python-json-logger 2.0.7 pyhd8ed1ab_0 conda-forge
python-tzdata 2023.3 pyhd8ed1ab_0 conda-forge
python_abi 3.10 4_cp310 conda-forge
pytz 2023.3.post1 pyhd8ed1ab_0 conda-forge
pyu2f 0.1.5 pyhd8ed1ab_0 conda-forge
pyyaml 6.0.1 py310h2372a71_1 conda-forge
pyzmq 25.1.1 py310h5bbb5d0_0 conda-forge
qt-main 5.15.8 hc47bfe8_16 conda-forge
qtconsole 5.4.4 pyhd8ed1ab_0 conda-forge
qtconsole-base 5.4.4 pyha770c72_0 conda-forge
qtpy 2.4.0 pyhd8ed1ab_0 conda-forge
ray-core 2.6.3 py310h2ca9b2b_1 conda-forge
ray-dashboard 2.6.3 py310ha1e06c9_1 conda-forge
ray-default 2.6.3 py310hff52083_1 conda-forge
readline 8.2 h8228510_1 conda-forge
referencing 0.30.2 pyhd8ed1ab_0 conda-forge
requests 2.31.0 pyhd8ed1ab_0 conda-forge
requests-toolbelt 1.0.0 pyhd8ed1ab_0 conda-forge
rfc3339-validator 0.1.4 pyhd8ed1ab_0 conda-forge
rfc3986-validator 0.1.1 pyh9f0ad1d_0 conda-forge
rpds-py 0.10.3 py310hcb5633a_0 conda-forge
rsa 4.9 pyhd8ed1ab_0 conda-forge
ruamel_yaml 0.15.80 py310h5764c6d_1008 conda-forge
scikit-learn 1.3.1 py310h1fdf081_0 conda-forge
scipy 1.11.2 py310hb13e2d6_1 conda-forge
seaborn 0.12.2 hd8ed1ab_0 conda-forge
seaborn-base 0.12.2 pyhd8ed1ab_0 conda-forge
send2trash 1.8.2 pyh41d4057_0 conda-forge
sentry-sdk 1.31.0 pyhd8ed1ab_0 conda-forge
setproctitle 1.2.2 py310h5764c6d_2 conda-forge
setuptools 68.2.2 pyhd8ed1ab_0 conda-forge
sip 6.7.11 py310hc6cd4ac_0 conda-forge
six 1.16.0 pyh6c4a22f_0 conda-forge
smart_open 6.4.0 pyhd8ed1ab_0 conda-forge
smmap 3.0.5 pyh44b312d_0 conda-forge
snappy 1.1.10 h9fff704_0 conda-forge
sniffio 1.3.0 pyhd8ed1ab_0 conda-forge
sortedcontainers 2.1.0 py_0 conda-forge
soupsieve 2.5 pyhd8ed1ab_1 conda-forge
sqlalchemy 2.0.21 py310h2372a71_0 conda-forge
stack_data 0.6.2 pyhd8ed1ab_0 conda-forge
statsmodels 0.14.0 py310h278f3c1_1 conda-forge
ta-lib 0.4.28 py310h1f7b6fc_0 conda-forge
tardis-client 1.3.4 py310_0 mesonomics
tardis-dev 2.0.0a13 py310_0 mesonomics
tenacity 8.2.3 pyhd8ed1ab_0 conda-forge
terminado 0.17.1 pyh41d4057_0 conda-forge
threadpoolctl 3.2.0 pyha21a80b_0 conda-forge
tinycss2 1.2.1 pyhd8ed1ab_0 conda-forge
tk 8.6.12 h27826a3_0 conda-forge
toml 0.10.2 pyhd8ed1ab_0 conda-forge
tomli 2.0.1 pyhd8ed1ab_0 conda-forge
tomlkit 0.12.1 pyha770c72_0 conda-forge
toolz 0.12.0 pyhd8ed1ab_0 conda-forge
tornado 6.3.3 py310h2372a71_1 conda-forge
tqdm 4.66.1 pyhd8ed1ab_0 conda-forge
traitlets 5.10.0 pyhd8ed1ab_0 conda-forge
types-pytz 2023.3.1.1 pyhd8ed1ab_0 conda-forge
typing-extensions 4.8.0 hd8ed1ab_0 conda-forge
typing_extensions 4.8.0 pyha770c72_0 conda-forge
typing_utils 0.1.0 pyhd8ed1ab_0 conda-forge
tzdata 2023c h71feb2d_0 conda-forge
ukkonen 1.0.1 py310hbf28c38_3 conda-forge
unicodedata2 15.0.0 py310h5764c6d_0 conda-forge
uri-template 1.3.0 pyhd8ed1ab_0 conda-forge
urllib3 1.26.15 pyhd8ed1ab_0 conda-forge
virtualenv 20.21.0 pyhd8ed1ab_0 conda-forge
wandb 0.15.10 pyhd8ed1ab_0 conda-forge
wcwidth 0.2.6 pyhd8ed1ab_0 conda-forge
webcolors 1.13 pyhd8ed1ab_0 conda-forge
webencodings 0.5.1 pyhd8ed1ab_2 conda-forge
websocket-client 1.6.3 pyhd8ed1ab_0 conda-forge
wheel 0.41.2 pyhd8ed1ab_0 conda-forge
widgetsnbextension 4.0.9 pyhd8ed1ab_0 conda-forge
wrapt 1.15.0 py310h1fa729e_0 conda-forge
xcb-util 0.4.0 hd590300_1 conda-forge
xcb-util-image 0.4.0 h8ee46fc_1 conda-forge
xcb-util-keysyms 0.4.0 h8ee46fc_1 conda-forge
xcb-util-renderutil 0.3.9 hd590300_1 conda-forge
xcb-util-wm 0.4.1 h8ee46fc_1 conda-forge
xkeyboard-config 2.39 hd590300_0 conda-forge
xorg-kbproto 1.0.7 h7f98852_1002 conda-forge
xorg-libice 1.1.1 hd590300_0 conda-forge
xorg-libsm 1.2.4 h7391055_0 conda-forge
xorg-libx11 1.8.6 h8ee46fc_0 conda-forge
xorg-libxau 1.0.11 hd590300_0 conda-forge
xorg-libxdmcp 1.1.3 h7f98852_0 conda-forge
xorg-libxext 1.3.4 h0b41bf4_2 conda-forge
xorg-libxrender 0.9.11 hd590300_0 conda-forge
xorg-renderproto 0.11.1 h7f98852_1002 conda-forge
xorg-xextproto 7.3.0 h0b41bf4_1003 conda-forge
xorg-xf86vidmodeproto 2.3.1 h7f98852_1002 conda-forge
xorg-xproto 7.0.31 h7f98852_1007 conda-forge
xz 5.2.6 h166bdaf_0 conda-forge
yaml 0.2.5 h7f98852_2 conda-forge
yarl 1.9.2 py310h2372a71_0 conda-forge
yfinance 0.2.28 pyhd8ed1ab_0 conda-forge
zeromq 4.3.4 h9c3ff4c_1 conda-forge
zipline-reloaded 3.0.3 py310h278f3c1_0 conda-forge
zipline-tardis-bundle 0.3.2 py310he53d0f1_0 mesonomics
zipp 3.17.0 pyhd8ed1ab_0 conda-forge
zlib 1.2.13 hd590300_5 conda-forge
zlib-ng 2.0.7 h0b41bf4_0 conda-forge
zstandard 0.21.0 py310h1275a96_0 conda-forge
zstd 1.5.5 hfc55251_0 conda-forge

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

Description of Issue

Running the momentum_pipeline.py example against a bundle with equity assets whose country-code is not US results in an AttributeError exception.

What did you expect to happen?

Backtest runs successfully.

  • What happened instead?

Exception below.

Traceback (most recent call last):
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 2242, in _pipeline_output
    data = self._pipeline_cache.get(name, today)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/utils/cache.py", line 147, in get
    return self._cache[key].unwrap(dt)
KeyError: 'my_pipeline'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/bin/zipline", line 11, in <module>
    sys.exit(main())
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 1157, in __call__
    return self.main(*args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 1078, in main
    rv = self.invoke(ctx)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 1688, in invoke
    return _process_result(sub_ctx.command.invoke(sub_ctx))
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 1434, in invoke
    return ctx.invoke(self.callback, **ctx.params)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 783, in invoke
    return __callback(*args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/__main__.py", line 112, in _
    return f(*args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/decorators.py", line 33, in new_func
    return f(get_current_context(), *args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/__main__.py", line 306, in run
    return _run(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/utils/run_algo.py", line 229, in _run
    ).run()
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 625, in run
    for perf in self.get_generator():
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/gens/tradesimulation.py", line 243, in transform
    algo.before_trading_start(self.current_data)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 427, in before_trading_start
    self.compute_eager_pipelines()
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 594, in compute_eager_pipelines
    self.pipeline_output(name)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/utils/api_support.py", line 107, in wrapped_method
    return method(self, *args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 2235, in pipeline_output
    return self._pipeline_output(pipe, chunks, name)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 2245, in _pipeline_output
    data, valid_until = self.run_pipeline(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 2291, in run_pipeline
    self.engine.run_pipeline(pipeline, start_session, end_session),
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/pipeline/engine.py", line 363, in run_pipeline
    return self._run_pipeline_impl(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/pipeline/engine.py", line 412, in _run_pipeline_impl
    results = self.compute_chunk(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/pipeline/engine.py", line 631, in compute_chunk
    loader_groups = groupby(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/toolz/itertoolz.py", line 100, in groupby
    d[key(item)](item)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/pipeline/engine.py", line 622, in loader_group_key
    loader = get_loader(term)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/utils/run_algo.py", line 185, in choose_loader
    return custom_loader.get(column)
AttributeError: 'NoneType' object has no attribute 'get'

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

Reproduction Steps

  1. Ingest equity assets with non-US country-code
  2. Run a backtest using momentum_pipeline.py
    ...

What steps have you taken to resolve this already?

The problem seems to be the choose_loader function in utils/run_algo.py:

    def choose_loader(column):
        if column in USEquityPricing.columns:
            return pipeline_loader
        try:
            return custom_loader.get(column)
        except KeyError:
            raise ValueError("No PipelineLoader registered for column %s." % column)

The above seems to hard-code the assumption we are using US equities. We can supply a custom_loader, but in order to construct a loader we need to need access to the bundle_data, and this is not passed in the call to custom_loader.get().

In my case I would like to reuse USEquityPricingLoader for custom assets regardless of their symbol, so would like to pass in a function similar to the following:

    start = pd.Timestamp("2022-11-01")
    end = pd.Timestamp("2023-02-01")
    cal = get_calendar("24/7")

    @lru_cache
    def get_loader(bundle_data):
        return USEquityPricingLoader.without_fx(
            bundle_data.equity_daily_bar_reader,
            bundle_data.adjustment_reader,
        )

    def get_loader_for_column(_column, bundle_data):
        return get_loader(bundle_data)

    result = run_algorithm(
        start=start,
        end=end,
        initialize=initialize,
        before_trading_start=before_trading_start,
        capital_base=100000,
        bundle="custom-tardis-bundle",
        data_frequency="daily",
        trading_calendar=cal,
        custom_loader=get_loader_for_column,
    )

Anything else?

...

Sincerely,
Steve Phelps
phelps-sg added a commit to phelps-sg/zipline-reloaded that referenced this issue Sep 24, 2023
@phelps-sg
Always configure the pipeline_loader instead of custom_loader when ch…
8165deb 
…oosing a loader, since the latter is always None (fixes stefan-jansen#218)
@phelps-sg phelps-sg linked a pull request Sep 24, 2023 that will close this issue
Open
phelps-sg added a commit to phelps-sg/zipline-reloaded that referenced this issue Oct 21, 2023
@phelps-sg
Revert "Always configure the pipeline_loader instead of custom_loader…
c25081b 
… when choosing a loader, since the latter is always None (fixes stefan-jansen#218)"

This reverts commit 8165deb.
phelps-sg added a commit to phelps-sg/zipline-reloaded that referenced this issue Oct 21, 2023
@phelps-sg
pass bundle_data to custom_loader (stefan-jansen#218)
1bb022c
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custom_loader takes bundle parameter in run_algo.py phelps-sg/zipline-reloaded
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