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RemoteDataError #2070

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ramesh8v opened this issue Jan 2, 2018 · 9 comments
Closed

RemoteDataError #2070

ramesh8v opened this issue Jan 2, 2018 · 9 comments

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@ramesh8v
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ramesh8v commented Jan 2, 2018

Dear Zipline Maintainers,

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

Environment

  • Operating System: (Windows Version or $ uname --all)
    Windows10
  • Python Version: $ python --version
    Python 3.5.4 :: Anaconda, Inc.
  • Python Bitness: $ python -c 'import math, sys;print(int(math.log(sys.maxsize + 1, 2) + 1))'
    C:\ProgramData\Anaconda3\envs\py3.5\python35.zip
    C:\ProgramData\Anaconda3\envs\py3.5\DLLs
    C:\ProgramData\Anaconda3\envs\py3.5\lib
    C:\ProgramData\Anaconda3\envs\py3.5
    C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages
    C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages\Babel-2.5.0-py3.5.egg
    C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages\win32
    C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages\win32\lib
    C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages\Pythonwin
    C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages\IPython\extensions
    C:\Users\Ramesh.ipython
  • How did you install Zipline: (pip, conda, or other (please explain))
    pip
  • Python packages: $ pip freeze or $ conda list
    alabaster 0.7.10 py35h3a808de_0
    alembic 0.9.6
    anaconda 5.0.0 py35h91a80f2_0
    anaconda-client 1.6.5 py35h18499f7_0
    anaconda-navigator 1.6.8 py35h84e1151_0
    anaconda-project 0.8.0 py35h54b767f_0
    asn1crypto 0.22.0 py35he3634b9_1
    astroid 1.5.3 py35h82ecf54_0
    astropy 2.0.2 py35h6e1a5eb_4
    babel 2.5.0 py35hcd66c26_0
    backports 1.0 py35he88aa47_1
    backports.shutil_get_terminal_size 1.0.0 py35h9d89c8b_2
    bcolz 0.12.1
    beautifulsoup4 4.6.0 py35h61fcdcc_1
    bitarray 0.8.1 py35ha601307_0
    bkcharts 0.2 py35h4704c85_0
    blaze 0.11.3 py35hae12140_0
    bleach 2.0.0 py35he2a2600_0
    bokeh 0.12.7 py35h06303ae_1
    boto 2.48.0 py35ha0bef00_1
    bottleneck 1.2.1 py35h8a3671c_0
    bzip2 1.0.6 vc14hdec8e7a_1 [vc14]
    ca-certificates 2017.08.26 h94faf87_0
    cachecontrol 0.12.3 py35h3f82863_0
    certifi 2017.7.27.1 py35hbab57cd_0
    cffi 1.10.0 py35h4132a7f_1
    chardet 3.0.4 py35h177e1b7_1
    click 6.7 py35h10df73f_0
    cloudpickle 0.4.0 py35h754485a_0
    clyent 1.2.2 py35h3cd9751_1
    colorama 0.3.9 py35h32a752f_0
    comtypes 1.1.2 py35hfae9076_0
    console_shortcut 0.1.1 haa4cab3_2
    contextlib2 0.5.5 py35h0a97e54_0
    cryptography 2.0.3 py35h67a4558_1
    curl 7.55.1 vc14hdaba4a4_3 [vc14]
    cycler 0.10.0 py35hcc71164_0
    cyordereddict 1.0.0
    cython 0.26.1 py35h91d0724_0
    cytoolz 0.8.2 py35h6a98e29_0
    dask 0.15.2 py35hea826ea_0
    dask-core 0.15.2 py35he1b8ae7_0
    datashape 0.5.4 py35ha38994c_0
    decorator 4.1.2 py35hc7d1f2e_0
    distlib 0.2.5 py35h12c42d7_0
    distributed 1.18.3 py35h2fdf97d_0
    docutils 0.14 py35h8ccb97f_0
    empyrical 0.3.3
    entrypoints 0.2.3 py35hb91ced9_2
    et_xmlfile 1.0.1 py35h2c13def_0
    fastcache 1.0.2 py35h8710e77_0
    filelock 2.0.12 py35h4e16406_0
    flask 0.12.2 py35he898f9a_0
    flask-cors 3.0.3 py35h5700fb0_0
    freetype 2.8 vc14h17c9bdf_0 [vc14]
    get_terminal_size 1.0.0 h38e98db_0
    gevent 1.2.2 py35hb3d9581_0
    glob2 0.5 py35hb00d93b_1
    greenlet 0.4.12 py35h0b77e5a_0
    h5py 2.7.0 py35h9881aa0_1
    hdf5 1.10.1 vc14hb361328_0 [vc14]
    heapdict 1.0.0 py35h3d1311d_0
    html5lib 0.999999999 py35h79d4e7f_0
    icc_rt 2017.0.4 h97af966_0
    icu 58.2 vc14hc45fdbb_0 [vc14]
    idna 2.6 py35h8dcb9ae_1
    imageio 2.2.0 py35hcd4b9a4_0
    imagesize 0.7.1 py35h7f87e83_0
    inflection 0.3.1
    intel-openmp 2018.0.0 hcd89f80_7
    intervaltree 2.1.0
    ipykernel 4.6.1 py35hab2028a_0
    ipython 6.1.0 py35haf90630_1
    ipython_genutils 0.2.0 py35ha709e79_0
    ipywidgets 7.0.0 py35h9c6a661_0
    isort 4.2.15 py35h0bf7b49_0
    itsdangerous 0.24 py35h99d45d4_1
    jdcal 1.3 py35h49a1460_0
    jedi 0.10.2 py35h3350e2d_0
    jinja2 2.9.6 py35hab4de37_1
    jpeg 9b vc14h4d7706e_1 [vc14]
    jsonschema 2.6.0 py35h27d56d3_0
    jupyter 1.0.0 py35hce9caf1_2
    jupyter_client 5.1.0 py35hcddec19_0
    jupyter_console 5.2.0 py35hf76c22e_1
    jupyter_core 4.3.0 py35h93453ca_0
    jupyterlab 0.27.0 py35hf0f7bbb_2
    jupyterlab_launcher 0.4.0 py35h7c94a28_0
    lazy-object-proxy 1.3.1 py35he996729_0
    libiconv 1.15 vc14h29686d3_5 [vc14]
    libpng 1.6.32 vc14hce43e6c_2 [vc14]
    libssh2 1.8.0 vc14hcf584a9_2 [vc14]
    libtiff 4.0.8 vc14h04e2a1e_10 [vc14]
    libxml2 2.9.4 vc14h8fd0f11_5 [vc14]
    libxslt 1.1.29 vc14hf85b8d4_5 [vc14]
    llvmlite 0.20.0 py35_0
    locket 0.2.0 py35h0dfcdd0_1
    lockfile 0.12.2 py35h667c6d9_0
    Logbook 1.1.0
    lru-dict 1.1.6
    lxml 3.8.0 py35h9002f32_0
    Mako 1.0.7
    markupsafe 1.0 py35hc253e08_1
    matplotlib 2.0.2 py35h9bd10b2_1
    mccabe 0.6.1 py35hcf31250_1
    menuinst 1.4.8 py35h7787ee1_0
    mistune 0.7.4 py35h21381af_0
    mkl 2018.0.0 h36b65af_4
    mkl-service 1.1.2 py35h051acba_4
    more-itertools 4.0.1
    mpmath 0.19 py35hd324aab_2
    msgpack-python 0.4.8 py35hdef45cb_0
    multipledispatch 0.4.9 py35hfb38682_0
    navigator-updater 0.1.0 py35h1d043e2_0
    nbconvert 5.3.1 py35h98d6c46_0
    nbformat 4.4.0 py35h908c9d9_0
    ndg-httpsclient 0.4.3
    networkx 1.11 py35h097edc8_0
    nltk 3.2.4 py35h592734c_0
    nose 1.3.7 py35h0e9586c_2
    notebook 5.0.0 py35hebc375d_1
    numba 0.35.0 np113py35_10
    numexpr 2.6.2 py35h7bc0bb2_1
    numpy 1.13.1 py35h9801081_2
    numpydoc 0.7.0 py35h72ac4f2_0
    odo 0.5.1 py35hc850252_0
    olefile 0.44 py35h7ba86d0_0
    openpyxl 2.4.8 py35h6c05adf_1
    openssl 1.0.2l vc14hcac20b0_2 [vc14]
    packaging 16.8 py35h5fb721f_1
    pandas 0.20.3 py35he2ce742_2
    pandas 0.18.1
    pandas-datareader 0.5.0
    pandoc 1.19.2.1 hb2460c7_1
    pandocfilters 1.4.2 py35h978f723_1
    partd 0.3.8 py35h894d1e4_0
    path.py 10.3.1 py35h111cd61_0
    pathlib2 2.3.0 py35h4f1e8f6_0
    patsy 0.4.1 py35h01e4a18_0
    pep8 1.7.0 py35h15aeeed_0
    pickleshare 0.7.4 py35h2f9f535_0
    pillow 4.2.1 py35hd7da350_0
    pip 9.0.1 py35h69293b5_3
    pkginfo 1.4.1 py35hb922f74_1
    ply 3.10 py35hb60f152_0
    progress 1.3 py35ha84af61_0
    prompt_toolkit 1.0.15 py35h89c7cb4_0
    psutil 5.2.2 py35hb623197_0
    py 1.4.34 py35hf344529_1
    pyasn1 0.4.2
    pycodestyle 2.3.1 py35h35694a3_0
    pycosat 0.6.2 py35h396ce21_1
    pycparser 2.18 py35h15a15da_1
    pycrypto 2.6.1 py35h8890bb5_1
    pycurl 7.43.0 py35hd6f0fee_3
    pyflakes 1.5.0 py35hf25bbea_1
    pygments 2.2.0 py35h24c0941_0
    pylint 1.7.2 py35h573a187_0
    pyodbc 4.0.17 py35he49b0b4_0
    pyopenssl 17.2.0 py35hea705d1_0
    pyparsing 2.2.0 py35hcabcaab_1
    pyqt 5.6.0 py35hd46907b_5
    pysocks 1.6.7 py35hb30ac0d_1
    pytables 3.4.2 py35h90de74f_1
    pytest 3.2.1 py35h656b196_1
    python 3.5.4 hd3c4935_11
    python-dateutil 2.6.1 py35h6b299a3_1
    python-editor 1.0.3
    pytz 2017.2 py35h3d6be01_1
    pywavelets 0.5.2 py35h7c47ace_0
    pywin32 221 py35h14ddfd5_0
    pyyaml 3.12 py35h4bf9689_1
    pyzmq 16.0.2 py35hc237a46_2
    qt 5.6.2 vc14h6f8c307_12 [vc14]
    qtawesome 0.4.4 py35h639d0ff_0
    qtconsole 4.3.1 py35hc47b0dd_0
    qtpy 1.3.1 py35h4918c39_0
    Quandl 3.3.0
    requests 2.18.4 py35h54a615f_1
    requests-file 1.4.2
    requests-ftp 0.3.1
    rope 0.10.5 py35h54a0bee_0
    ruamel_yaml 0.11.14 py35h7ef29f8_2
    scikit-image 0.13.0 py35h49207bb_1
    scikit-learn 0.19.0 py35h3bd3ce1_2
    scipy 0.19.1 py35h1e2829e_3
    seaborn 0.8.0 py35hda3c85b_0
    setuptools 36.5.0 py35h21a22e4_0
    simplegeneric 0.8.1 py35h6406082_0
    singledispatch 3.4.0.3 py35h33f66b4_0
    sip 4.18.1 py35h01cbaa7_2
    six 1.10.0 py35h06cf344_1
    snowballstemmer 1.2.1 py35h4c55bfa_0
    sortedcollections 0.5.3 py35h4a7ff62_0
    sortedcontainers 1.5.7 py35h9857911_0
    sphinx 1.6.3 py35heeac824_0
    sphinxcontrib 1.0 py35h45f5ca3_1
    sphinxcontrib-websupport 1.0.1 py35ha3690eb_1
    spyder 3.2.3 py35h0c9d003_0
    sqlalchemy 1.1.13 py35h5463dee_0
    sqlite 3.20.1 vc14h7ce8c62_1 [vc14]
    statsmodels 0.8.0 py35hfa6034c_0
    sympy 1.1.1 py35ha5375ed_0
    tblib 1.3.2 py35hd2cf7e1_0
    testpath 0.3.1 py35h06cf69e_0
    tk 8.6.7 vc14hb68737d_1 [vc14]
    toolz 0.8.2 py35h7afdc4e_0
    tornado 4.5.2 py35h03246f3_0
    traitlets 4.3.2 py35h09b975b_0
    typing 3.6.2 py35h37628ea_0
    unicodecsv 0.14.1 py35h0d88516_0
    urllib3 1.22 py35h8cc84eb_0
    vc 14 h2379b0c_1
    vs2015_runtime 14.0.25123 hd4c4e62_1
    wcwidth 0.1.7 py35h6e80d8a_0
    webencodings 0.5.1 py35h5d527fb_1
    werkzeug 0.12.2 py35hc854123_0
    wheel 0.29.0 py35hdbcb6e6_1
    widgetsnbextension 3.0.2 py35ha8638b2_1
    win_inet_pton 1.0.1 py35hbef1270_1
    win_unicode_console 0.5 py35h56988b5_0
    wincertstore 0.2 py35hfebbdb8_0
    wrapt 1.10.11 py35h54666f7_0
    xlrd 1.1.0 py35h22b952b_1
    xlsxwriter 0.9.8 py35hd46c63e_0
    xlwings 0.11.4 py35he637782_0
    xlwt 1.3.0 py35hd04410a_0
    yaml 0.1.7 vc14hb31d195_1 [vc14]
    zict 0.1.2 py35h42e54d5_0
    zipline 1.1.1
    zlib 1.2.11 vc14h1cdd9ab_1 [vc14]
    Now that you know a little about me, let me tell you about the issue I am
    having:

Description of Issue

Reproduction Steps

  1. zipline ingest -b quantopian-quandl (this step successfully downloaded the bundle)
  2. %load_ext zipline
  3. (ran this in the next cell)
    %%zipline --start 2000-1-1 --end 2014-1-1
    from zipline.api import symbol, order, record

def initialize(context):
pass

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

What steps have you taken to resolve this already?

...

Anything else?

...

Sincerely,
$Ramesh

@freddiev4
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Contributor

Hi @ramesh8v I'm gonna mark this as a duplicate and also refer you to #2072 and #1965 🙂

@ramesh8v
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ramesh8v commented Jan 3, 2018

Hi @freddiev4 I installed from Github repo, when I ran zipline ingest -b quandl command, I got ImportError: cannot import name 'get_pytables_version' error.

@freddiev4
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freddiev4 commented Jan 3, 2018 via email

@freddiev4
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freddiev4 commented Jan 3, 2018 via email

@ramesh8v
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ramesh8v commented Jan 3, 2018

Thanks, unfortunately zipline ingest -b quantopian-quandl produced the same error.
When I tried QUANDL_API_KEY=myquandlkey zipline ingest -b quandl, I got
QUANDL_API_KEY' is not recognized as an internal or external command, operable program or batch file.

@freddiev4 freddiev4 reopened this Jan 3, 2018
@freddiev4
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freddiev4 commented Jan 3, 2018

Sorry, I was answering this from my email, and didn't see the get_pytables_version error you mentioned (now at my laptop).

Hmm...considering you're using conda, can you try conda install -c quantopian/label/ci zipline? That will install the latest zipline master branch as a conda package.

I'm hoping that cutting a release for Zipline soon-ish will alleviate these issues.

@ramesh8v
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ramesh8v commented Jan 3, 2018

Thank you, @freddiev4 . I installed by conda install -c quantopian/label/ci zipline, when I tried zipline ingest -b quantopian-quandl, I got this error:

Traceback (most recent call last):
  File "C:\ProgramData\Anaconda3\envs\py3.5\Scripts\zipline-script.py", line 11, in <module>
    load_entry_point('zipline==1.1.1+133.gaa32252f', 'console_scripts', 'zipline')()
  File "C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages\pkg_resources\__init__.py", line 570, in load_entry_point
    return get_distribution(dist).load_entry_point(group, name)
  File "C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages\pkg_resources\__init__.py", line 2751, in load_entry_point
    return ep.load()
  File "C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages\pkg_resources\__init__.py", line 2405, in load
    return self.resolve()
  File "C:\ProgramData\Anaconda3\envs\py3.5\lib\site-packages\pkg_resources\__init__.py", line 2411, in resolve
    module = __import__(self.module_name, fromlist=['__name__'], level=0)
  File "c:\programdata\anaconda3\envs\py3.5\lib\site-packages\zipline\__init__.py", line 25, in <module>
    from .utils.run_algo import run_algorithm
  File "c:\programdata\anaconda3\envs\py3.5\lib\site-packages\zipline\utils\run_algo.py", line 18, in <module>
    from zipline.data.bundles.core import load
  File "c:\programdata\anaconda3\envs\py3.5\lib\site-packages\zipline\data\bundles\__init__.py", line 2, in <module>
    from . import quandl  # noqa
  File "c:\programdata\anaconda3\envs\py3.5\lib\site-packages\zipline\data\bundles\quandl.py", line 18, in <module>
    from . import core as bundles
  File "c:\programdata\anaconda3\envs\py3.5\lib\site-packages\zipline\data\bundles\core.py", line 23, in <module>
    from zipline.assets.asset_db_migrations import downgrade
  File "c:\programdata\anaconda3\envs\py3.5\lib\site-packages\zipline\assets\asset_db_migrations.py", line 1, in <module>
    from alembic.migration import MigrationContext
  File "c:\programdata\anaconda3\envs\py3.5\lib\site-packages\alembic\__init__.py", line 8, in <module>
    from . import op  # noqa
  File "c:\programdata\anaconda3\envs\py3.5\lib\site-packages\alembic\op.py", line 6, in <module>
    util.create_module_class_proxy(Operations, globals(), locals())
AttributeError: module 'alembic.util' has no attribute 'create_module_class_proxy'

@freddiev4
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Closing this as you should be able to do this 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 there are any problems, please open a new issue 🙂

@ghost
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ghost commented Nov 28, 2018

Hi freddiev,
I have lost 2 days trying to get zipline to run in a jupyter notebook.

I used the following code (commented out some other attempts):

!conda search --full-name zipline -c quantopian
#!conda install --yes -c Quantopian zipline
#!conda install --yes -c https://conda.anaconda.org/Quantopian/label/ci -c Quantopian zipline
!conda install --yes -c https://conda.anaconda.org/Quantopian/label/ci -c Quantopian zipline==1.2.0
!conda list # list to check zipline is in site-packages

I see zipline in the list - packages in environment at /home/nbuser/anaconda3_420:

zipline 1.2.0 np111py35_0 Quantopian

However, when I use %load_ext zipline I get the error:
"module 'alembic.util' has no attribute 'create_module_class_proxy'"

I've also tried:

!pip install zipline
and
import sys
!{sys.executable} -m pip install zipline

Is there a way to get zipline up and running in a Azure / Jupyter notebook?

Any advice will be greatly appreciated

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