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Have issue registering bundle and ingesting data from .csv Files (5 minutes data from Binance)

Open kianhongT opened this issue 5 years ago • 8 comments

Dear Zipline Maintainers,

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

Environment

  • Operating System: Windows 10 Version 1903
  • Python Version: python 3.5.6
  • How did you install Zipline: conda,

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

Description of Issue

I have re-formatted the 5 minutes data from Binance and save it as ATOMUSDT-5m-data-bundle.csv in folder: C:\Users\xxxxxxxxxx\anaconda3\envs\env_zipline\Lib\site-packages\zipline\data\bundles\minute

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Then I ran the below code to register the bundle. But it failed with the below error:

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  • What did you expect to happen? Bundle successfully registered.

  • What happened instead? Fail to register the custom bundle

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

Reproduction Steps

What steps have you taken to resolve this already?

Tried to search everywhere on the web but couldn't find an answer

Anything else?

No

Sincerely, Kian

kianhongT avatar Aug 07 '20 12:08 kianhongT

Apologies. I realized I should have pasted the code in extension.py file instead. I have done that and ran the ingest code. But got the below error:

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The below is the calendar_utils.py file. I didnt modify row 117. I only added calender for Crypto.

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kianhongT avatar Aug 07 '20 13:08 kianhongT

Hi @kianhongT ,

It looks like you're missing a comma at the end of line 116, so the interpreter is combining it with line 117 and can't make sense of the two colons syntax.

Good luck!

richafrank avatar Aug 07 '20 13:08 richafrank

Richard,

Tks. added it. I tried to ingest and the below is shown. Does it mean that my data is ingested successfully? Because the result shows very fast and I didn't see any loading info.

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kianhongT avatar Aug 07 '20 13:08 kianhongT

I don't have much experience with that particular bundle, but zipline certainly thinks you've ingested it!

richafrank avatar Aug 07 '20 13:08 richafrank

Is there anyway to check if i did everything correctly?

kianhongT avatar Aug 07 '20 13:08 kianhongT

It looks correct so far. Are you able to run a backtest with the bundle?

richafrank avatar Aug 07 '20 21:08 richafrank

@richafrank I couldn't, so I have moved to other platform since then. Tks for your attention and suggestion provided.

kianhongT avatar Aug 16 '20 05:08 kianhongT

Did you define a calendar 'CRYPTO'?

madeinquant avatar Sep 19 '20 01:09 madeinquant