KeyError: 'the label [2011-01-03 00:00:00+00:00] is not in the [index]'

[HwijaeSon]

Dear Zipline Maintainers,

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

Environment

• Operating System: Ubuntu 16.04
• Python Version: python 3.5.4
• Python Bitness: 64
• How did you install Zipline: conda install -c Quantopian zipline
• Python packages:
  _nb_ext_conf 0.4.0 py35_1
  alembic 0.7.7 py35_0 Quantopian
  anaconda-client 1.6.6 py35h6b90917_0
  asn1crypto 0.23.0 py35h4ab26a5_0
  bcolz 0.12.1 np111py35_0 Quantopian
  bleach 2.1.1 py35hd5e75dd_0
  bottleneck 1.2.1 py35he1b16f1_0
  bzip2 1.0.6 h6d464ef_2
  ca-certificates 2017.08.26 h1d4fec5_0
  certifi 2017.11.5 py35h9749603_0
  cffi 1.11.2 py35hc7b2db7_0
  chardet 3.0.4 py35hb6e9ddf_1
  click 6.7 py35h353a69f_0
  clyent 1.2.2 py35h491ffcb_1
  contextlib2 0.5.5 py35h6690dba_0
  cryptography 2.1.4 py35hbeb2da1_0
  cyordereddict 0.2.2 py35_0 Quantopian
  cython 0.27.3 py35h6cdc64b_0
  decorator 4.1.2 py35h3a268aa_0
  empyrical 0.3.3 py35_0 Quantopian
  entrypoints 0.2.3 py35h48174a2_2
  gmp 6.1.2 h6c8ec71_1
  hdf5 1.10.1 h9caa474_1
  html5lib 0.999999999 py35h0543385_0
  idna 2.6 py35h8605a33_1
  intel-openmp 2018.0.0 hc7b2577_8
  intervaltree 2.1.0 py35_0 Quantopian
  ipykernel 4.6.1 py35h29d130c_0
  ipython 6.2.1 py35hd850d2a_1
  ipython_genutils 0.2.0 py35hc9e07d0_0
  ipywidgets 7.0.5 py35h8147dc1_0
  jedi 0.11.0 py35h48b7ba3_0
  jinja2 2.10 py35h480ab6d_0
  jsonschema 2.6.0 py35h4395190_0
  jupyter_client 5.1.0 py35h2bff583_0
  jupyter_core 4.4.0 py35ha89e94b_0
  libedit 3.1 heed3624_0
  libffi 3.2.1 hd88cf55_4
  libgcc-ng 7.2.0 h7cc24e2_2
  libgfortran 3.0.0 1
  libgfortran-ng 7.2.0 h9f7466a_2
  libsodium 1.0.15 hf101ebd_0
  libstdcxx-ng 7.2.0 h7a57d05_2
  logbook 0.12.5 py35_0 Quantopian
  lru-dict 1.1.4 py35_0 Quantopian
  lzo 2.10 h49e0be7_2
  mako 1.0.7 py35h69899ea_0
  markupsafe 1.0 py35h4f4fcf6_1
  mistune 0.8.1 py35h9251d8c_0
  mkl 2017.0.4 h4c4d0af_0
  multipledispatch 0.4.9 py35h2ff591a_0
  nb_anacondacloud 1.4.0 py35_0
  nb_conda 2.2.1 py35hccc8299_0
  nb_conda_kernels 2.1.0 py35_0
  nbconvert 5.3.1 py35hc5194e3_0
  nbformat 4.4.0 py35h12e6e07_0
  nbpresent 3.0.2 py35h9c03491_1
  ncurses 6.0 h9df7e31_2
  networkx 2.0 py35hc690e10_0
  notebook 5.2.2 py35he644770_0
  numexpr 2.6.2 np111py35_0
  numpy 1.11.3 py35_0
  openssl 1.0.2m h26d622b_1
  pandas 0.18.1 np111py35_0
  pandas-datareader 0.5.0 py35_0
  pandoc 1.19.2.1 hea2e7c5_1
  pandocfilters 1.4.2 py35h1565a15_1
  parso 0.1.0 py35ha74fa24_0
  patsy 0.4.1 py35h51b66d5_0
  pexpect 4.3.0 py35hf410859_0
  pickleshare 0.7.4 py35hd57304d_0
  pip 9.0.1 py35h7e7da9d_4
  prompt_toolkit 1.0.15 py35hc09de7a_0
  ptyprocess 0.5.2 py35h38ce0a3_0
  pycparser 2.18 py35h61b3040_1
  pygments 2.2.0 py35h0f41973_0
  pyopenssl 17.5.0 py35h4f8b8c8_0
  pysocks 1.6.7 py35h6aefbb0_1
  pytables 3.4.2 py35hfa98db7_2
  python 3.5.4 h417fded_24
  python-dateutil 2.6.1 py35h90d5b31_1
  pytz 2017.3 py35hb13c558_0
  pyyaml 3.12 py35h46ef4ae_1
  pyzmq 16.0.3 py35ha889422_0
  readline 7.0 ha6073c6_4
  requests 2.18.4 py35hb9e6ad1_1
  requests-file 1.4.1 py35_0
  requests-ftp 0.3.1 py35_0
  scipy 0.19.0 np111py35_0
  setuptools 36.5.0 py35ha8c1747_0
  simplegeneric 0.8.1 py35h2ec4104_0
  six 1.11.0 py35h423b573_1
  sortedcontainers 1.5.7 py35h683703c_0
  sqlalchemy 1.1.13 py35h4911131_0
  sqlite 3.20.1 hb898158_2
  statsmodels 0.8.0 py35haa9d50b_0
  terminado 0.6 py35hce234ed_0
  testpath 0.3.1 py35had42eaf_0
  tk 8.6.7 hc745277_3
  toolz 0.8.2 py35h90f1797_0
  tornado 4.5.2 py35hf879e1d_0
  traitlets 4.3.2 py35ha522a97_0
  urllib3 1.22 py35h2ab6e29_0
  wcwidth 0.1.7 py35hcd08066_0
  webencodings 0.5.1 py35hb6cf162_1
  wheel 0.30.0 py35hd3883cf_1
  widgetsnbextension 3.0.8 py35h84cb72a_0
  xz 5.2.3 h55aa19d_2
  yaml 0.1.7 had09818_2
  zeromq 4.2.2 hbedb6e5_2
  zipline 1.1.1 np111py35_0 Quantopian
  zlib 1.2.11 ha838bed_2

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

zipline run -f example.py --start 2000-1-1 --end 2014-1-1 -o buyapple_out.pickle
on the terminal, it ends up with same error message :

KeyError: 'the label [2000-01-03 00:00:00+00:00] is not in the [index]'

or

KeyError: 'the label [2011-01-03 00:00:00+00:00] is not in the [index]'

for different time period..

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

...

What steps have you taken to resolve this already?

...

Anything else?

...

Sincerely,
$ whoami
Any help would be appreciated..

[freddiev4]

Hi @HwijaeSon can you try running the latest zipline master branch?

You can install it via:

git clone git@github.com:quantopian/zipline.git
pip install zipline/

[iamjillsanluis]

I too am getting this error when I run

zipline run -f /home/vagrant/trade_algos/experiments/quick_start.py --start 2011-1-1 --end 2012-1-1 -o dma.pickle

My error is KeyError: 'the label [2011-10-10 00:00:00+00:00] is not in the [index]'

And KeyError: 'the label [2012-10-08 00:00:00+00:00] is not in the [index]' for the command below

zipline run -f /home/vagrant/trade_algos/experiments/quick_start.py --start 2012-1-1 --end 2013-1-1 -o dma.pickle

After digging, I noticed that the data is truly missing in the series.

(Pdb++) self._precalculated_series[190:200]
2011-10-04 00:00:00+00:00    0.02563
2011-10-05 00:00:00+00:00    0.02563
2011-10-06 00:00:00+00:00    0.02563
2011-10-07 00:00:00+00:00    0.02563
2011-10-11 00:00:00+00:00    0.02563
2011-10-12 00:00:00+00:00    0.02563
2011-10-13 00:00:00+00:00    0.02563
2011-10-14 00:00:00+00:00    0.02563
2011-10-17 00:00:00+00:00    0.02563
2011-10-18 00:00:00+00:00    0.02563
dtype: float64
...

Pretty new to zipline, but curious if there is some fill strategy for missing data in zipline.

[newzapster]

Chiming in to raise the same problem.

Tried overriding the benchmark with the same series in the bundle - a new error came up: "KeyError: 'the label [open] is not in the [index]'"

Checked the data and found that the day is missing indeed. (Benchmark has the date) However, it would be much better if the zipline could skip that day simply.

Or, is there any way to turn off the benchmark?

[HwijaeSon]

Make a new anaconda environment with python version 3.5

$ conda create -n myenv python=3.5

install zipline

& (myenv) pip install zipline

Change files according to the issue #2031 (181a0f7)

save

• from zipline.api import order, record, symbol

def initialize(context): pass

def handle_data(context, data): order(symbol('AAPL'), 10) record(AAPL=data.current(symbol('AAPL'), 'price')) *

as buyapple.py

zipline ingest

run the buyapple.py via

$ zipline run -f ../../zipline/examples/buyapple.py --start 2016-1-1 --end 2017-1-1 -o buyapple_out.pickle

( Due to recent change of datareader, we can only use about past 5 years data)

This works for me!

[freddiev4]

Closing this as this should be fixed in the latest release of zipline. You can see the release notes here Feel free to update to 1.2.0 with either:

pip install -U zipline

or

conda update zipline -c quantopian

If you're still experiencing issues, please reopen this or open a new issue 🙂