The data is OHCL and other indicator exported out as CSV from Other platform

[fintechee]

Dear Zipline Maintainers,

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

Environment

• Operating System: (Ubuntu)
• Python Version: 2.7.x
• How did you install Zipline: pip

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

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

data = read_csv(data_file)
data['time'] = None
for i in data.index:
    data['time'][i] = datetime.strptime(data['Date'][i] + " " + data['Time'][i] + ":00", '%m-%d-%Y %H:%M:%S')

data.index = data['time']
del data['time']

data.index = tseries.index.DatetimeIndex(data=data.index).tz_localize('US/Eastern')

This is using a local copy of zipline instead of the site-packages one.

The data is OHCL and other indicator exported out as CSV from Other platform. The timestamps are then munged to be the index similar to fast-data-mining-with-pytables-and-pandas.pdf and also localized. At this point the basic test does work using the local copy of zipline which was check.

Exception: no rate for end date = 2021-07-28 00:00:00-04:00 and term = 1month. Check that date doesn't exceed treasury history range.

Thoughts?

I'd post this on the zipline Google group but it isn't open for business just yet.

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Anything else?

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Sincerely, Fintechee