Example Code Error: name 'order_target' is not defined

[jasonchk]

Dear Zipline Maintainers,

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

Environment

• Operating System: (Mac OS X High Sierra)
• Python Version: Python 3.5.4 :: Anaconda, Inc.
• Python Bitness: 64
• How did you install Zipline: conda install -c quantopian zipline

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

I tried the example code in http://www.zipline.io/beginner-tutorial.html

• What did you expect to happen?
  I expected to see the backtesting result.

• What happened instead?
  An error occurred.

---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
<ipython-input-7-ec1237a372dd> in <module>()
----> 1 get_ipython().run_cell_magic('zipline', '--start 2010-1-1 --end 2014-1-1', 'import matplotlib.pyplot as plt\nfrom zipline.api import symbol, order, record\n\ndef initialize(context):\n    context.i = 0\n    context.asset = symbol(\'AAPL\')\n\ndef handle_data(context, data):\n    # Skip first 300 days to get full windows\n    context.i += 1\n    if context.i < 300:\n        return\n\n    # Compute averages\n    # data.history() has to be called with the same params\n    # from above and returns a pandas dataframe.\n    short_mavg = data.history(context.asset, \'price\', bar_count=100, frequency="1d").mean()\n    long_mavg = data.history(context.asset, \'price\', bar_count=300, frequency="1d").mean()\n\n    # Trading logic\n    if short_mavg > long_mavg:\n        # order_target orders as many shares as needed to\n        # achieve the desired number of shares.\n        order_target(context.asset, 100)\n    elif short_mavg < long_mavg:\n        order_target(context.asset, 0)\n\n    # Save values for later inspection\n    record(AAPL=data.current(context.asset, \'price\'),\n           short_mavg=short_mavg,\n           long_mavg=long_mavg)\n    \ndef analyze(context, perf):\n    fig = plt.figure()\n    ax1 = fig.add_subplot(211)\n    perf.portfolio_value.plot(ax=ax1)\n    ax1.set_ylabel(\'portfolio value in $\')\n\n    ax2 = fig.add_subplot(212)\n    perf[\'AAPL\'].plot(ax=ax2)\n    perf[[\'short_mavg\', \'long_mavg\']].plot(ax=ax2)\n\n    perf_trans = perf.ix[[t != [] for t in perf.transactions]]\n    buys = perf_trans.ix[[t[0][\'amount\'] > 0 for t in perf_trans.transactions]]\n    sells = perf_trans.ix[\n        [t[0][\'amount\'] < 0 for t in perf_trans.transactions]]\n    ax2.plot(buys.index, perf.short_mavg.ix[buys.index],\n             \'^\', markersize=10, color=\'m\')\n    ax2.plot(sells.index, perf.short_mavg.ix[sells.index],\n             \'v\', markersize=10, color=\'k\')\n    ax2.set_ylabel(\'price in $\')\n    plt.legend(loc=0)\n     #plt.show()')

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/IPython/core/interactiveshell.py in run_cell_magic(self, magic_name, line, cell)
   2129             magic_arg_s = self.var_expand(line, stack_depth)
   2130             with self.builtin_trap:
-> 2131                 result = fn(magic_arg_s, cell)
   2132             return result
   2133 

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/zipline/__main__.py in zipline_magic(line, cell)
    273             '%s%%zipline' % ((cell or '') and '%'),
    274             # don't use system exit and propogate errors to the caller
--> 275             standalone_mode=False,
    276         )
    277     except SystemExit as e:

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/click/core.py in main(self, args, prog_name, complete_var, standalone_mode, **extra)
    695             try:
    696                 with self.make_context(prog_name, args, **extra) as ctx:
--> 697                     rv = self.invoke(ctx)
    698                     if not standalone_mode:
    699                         return rv

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/click/core.py in invoke(self, ctx)
    893         """
    894         if self.callback is not None:
--> 895             return ctx.invoke(self.callback, **ctx.params)
    896 
    897 

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/click/core.py in invoke(*args, **kwargs)
    533         with augment_usage_errors(self):
    534             with ctx:
--> 535                 return callback(*args, **kwargs)
    536 
    537     def forward(*args, **kwargs):

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/click/decorators.py in new_func(*args, **kwargs)
     15     """
     16     def new_func(*args, **kwargs):
---> 17         return f(get_current_context(), *args, **kwargs)
     18     return update_wrapper(new_func, f)
     19 

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/zipline/__main__.py in run(ctx, algofile, algotext, define, data_frequency, capital_base, bundle, bundle_timestamp, start, end, output, print_algo, local_namespace)
    238         print_algo=print_algo,
    239         local_namespace=local_namespace,
--> 240         environ=os.environ,
    241     )
    242 

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/zipline/utils/run_algo.py in _run(handle_data, initialize, before_trading_start, analyze, algofile, algotext, defines, data_frequency, capital_base, data, bundle, bundle_timestamp, start, end, output, print_algo, local_namespace, environ)
    177     ).run(
    178         data,
--> 179         overwrite_sim_params=False,
    180     )
    181 

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/zipline/algorithm.py in run(self, data, overwrite_sim_params)
    707         try:
    708             perfs = []
--> 709             for perf in self.get_generator():
    710                 perfs.append(perf)
    711 

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/zipline/gens/tradesimulation.py in transform(self)
    220             for dt, action in self.clock:
    221                 if action == BAR:
--> 222                     for capital_change_packet in every_bar(dt):
    223                         yield capital_change_packet
    224                 elif action == SESSION_START:

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/zipline/gens/tradesimulation.py in every_bar(dt_to_use, current_data, handle_data)
    133                     perf_tracker.process_commission(commission)
    134 
--> 135             handle_data(algo, current_data, dt_to_use)
    136 
    137             # grab any new orders from the blotter, then clear the list.

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/zipline/utils/events.py in handle_data(self, context, data, dt)
    214                     context,
    215                     data,
--> 216                     dt,
    217                 )
    218 

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/zipline/utils/events.py in handle_data(self, context, data, dt)
    233         """
    234         if self.rule.should_trigger(dt):
--> 235             self.callback(context, data)
    236 
    237 

~/anaconda3/envs/crypto_p35/lib/python3.5/site-packages/zipline/algorithm.py in handle_data(self, data)
    457     def handle_data(self, data):
    458         if self._handle_data:
--> 459             self._handle_data(self, data)
    460 
    461         # Unlike trading controls which remain constant unless placing an

<algorithm> in handle_data(context, data)

NameError: name 'order_target' is not defined

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

Reproduction Steps

1. Run the following code.

%%zipline --start 2010-1-1 --end 2014-1-1
import matplotlib.pyplot as plt
from zipline.api import symbol, order, record

def initialize(context):
    context.i = 0
    context.asset = symbol('AAPL')

def handle_data(context, data):
    # Skip first 300 days to get full windows
    context.i += 1
    if context.i < 300:
        return

    # Compute averages
    # data.history() has to be called with the same params
    # from above and returns a pandas dataframe.
    short_mavg = data.history(context.asset, 'price', bar_count=100, frequency="1d").mean()
    long_mavg = data.history(context.asset, 'price', bar_count=300, frequency="1d").mean()

    # Trading logic
    if short_mavg > long_mavg:
        # order_target orders as many shares as needed to
        # achieve the desired number of shares.
        order(context.asset, 100)
    elif short_mavg < long_mavg:
        order(context.asset, 0)

    # Save values for later inspection
    record(AAPL=data.current(context.asset, 'price'),
           short_mavg=short_mavg,
           long_mavg=long_mavg)
    
def analyze(context, perf):
    fig = plt.figure()
    ax1 = fig.add_subplot(211)
    perf.portfolio_value.plot(ax=ax1)
    ax1.set_ylabel('portfolio value in $')

    ax2 = fig.add_subplot(212)
    perf['AAPL'].plot(ax=ax2)
    perf[['short_mavg', 'long_mavg']].plot(ax=ax2)

    perf_trans = perf.ix[[t != [] for t in perf.transactions]]
    buys = perf_trans.ix[[t[0]['amount'] > 0 for t in perf_trans.transactions]]
    sells = perf_trans.ix[
        [t[0]['amount'] < 0 for t in perf_trans.transactions]]
    ax2.plot(buys.index, perf.short_mavg.ix[buys.index],
             '^', markersize=10, color='m')
    ax2.plot(sells.index, perf.short_mavg.ix[sells.index],
             'v', markersize=10, color='k')
    ax2.set_ylabel('price in $')
    plt.legend(loc=0)
    plt.show()

...

What steps have you taken to resolve this already?

I replaced order_target with order and the code executed without error.
I have tried installing in another environment with Python 2.7 and still received the same issue.
Also checked the algorithm.py file and I can find the 'order_target_value' function.

Anything else?

Apologies for the text formatting above, especially the code sections. No idea why I can make them consistent.

Sincerely,
Jason

[freddiev4]

Hi @jasonchk, just out of curiosity, can you try running the cell again with %%zipline --start 2014-1-1 --end 2018-1-1 or %%zipline --start 2014-1-1 --end 2017-1-1? You should be able to run a backtest up to 5 years ago from current day (x-ref #2031).

I'll see if I can reproduce your issue as well.

[jasonchk]

Hi @freddiev4 , I just realised that I haven't imported order_target from zipline.api. Sorry for the beginner mistake.

[freddiev4]

Ah no worries @jasonchk I missed that myself as well 😄