Zipline Ingest -b quantdl ISSUE [Thank you very much!!!] #2850
Description
Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
Environment
- Operating System: MacOS
- Python Version: 3.8.5
- Python Bitness: 64
- How did you install Zipline: pip
- Python packages:
absl-py==1.2.0
access==1.1.8
affine==2.3.1
alabaster==0.7.12
ale-py==0.7.4
alembic==1.11.1
anaconda-client==1.7.2
anaconda-navigator==1.10.0
anaconda-project==0.8.3
anndata==0.8.0
anndata2ri==1.1
anyio==3.6.2
appdirs==1.4.4
applaunchservices==0.2.1
appnope @ file:///opt/concourse/worker/volumes/live/0291c9e1-4b15-459f-623e-2770f55be269/volume/appnope_1594338395037/work
appscript @ file:///opt/concourse/worker/volumes/live/50ca4c96-3090-40bb-6981-3a6114ed0af4/volume/appscript_1594840187551/work
argh==0.26.2
argon2-cffi @ file:///opt/concourse/worker/volumes/live/59af29ac-4890-416e-7ab7-794f8d6f7ecd/volume/argon2-cffi_1596828548321/work
asn1crypto @ file:///tmp/build/80754af9/asn1crypto_1596577642040/work
astroid @ file:///opt/concourse/worker/volumes/live/21fd14a9-2a7e-484b-7394-5a9912cdcf80/volume/astroid_1592498459180/work
astropy==4.0.2
astunparse==1.6.3
async-generator==1.10
atomicwrites==1.4.0
attrs @ file:///tmp/build/80754af9/attrs_1604765588209/work
autopep8 @ file:///tmp/build/80754af9/autopep8_1596578164842/work
AutoROM==0.6.1
AutoROM.accept-rom-license==0.6.1
aws-requests-auth==0.4.3
Babel @ file:///tmp/build/80754af9/babel_1605108370292/work
backcall==0.2.0
backports.functools-lru-cache==1.6.1
backports.shutil-get-terminal-size==1.0.0
backports.tempfile==1.0
backports.weakref==1.0.post1
backports.zoneinfo==0.2.1
bcolz-zipline==1.2.6
beautifulsoup4==4.12.2
bitarray @ file:///opt/concourse/worker/volumes/live/fdfca23e-4dd8-48f7-512d-c4f3db552eeb/volume/bitarray_1605065128338/work
bkcharts==0.2
bleach @ file:///tmp/build/80754af9/bleach_1600439572647/work
blis==0.7.9
bokeh @ file:///opt/concourse/worker/volumes/live/b2253281-9b72-4dcb-624e-e22924b50435/volume/bokeh_1603297849453/work
boto==2.49.0
boto3==1.24.75
botocore==1.27.75
Bottleneck==1.3.2
brotlipy==0.7.0
cachetools==5.2.0
camelot-py==0.10.1
catalogue==2.0.8
census==0.8.19
certifi==2020.6.20
cffi @ file:///opt/concourse/worker/volumes/live/b9607b09-b777-4ff7-53dc-287727eb8574/volume/cffi_1600699191154/work
chardet==3.0.4
charset-normalizer==2.1.1
click==8.1.3
click-plugins==1.1.1
cligj==0.7.2
cloudpickle @ file:///tmp/build/80754af9/cloudpickle_1598884132938/work
clyent==1.2.2
cmake==3.18.4
colorama @ file:///tmp/build/80754af9/colorama_1603211150991/work
conda==22.9.0
conda-build==3.20.5
conda-package-handling @ file:///opt/concourse/worker/volumes/live/a7e34989-4c54-4cb6-4156-4e58ee270730/volume/conda-package-handling_1603018121300/work
conda-verify==3.4.2
confection==0.0.4
config==0.5.1
contextily==1.2.0
contextlib2==0.6.0.post1
contourpy==1.0.5
cryptography==38.0.4
cycler==0.10.0
cykhash==2.0.0
cymem==2.0.7
Cython @ file:///opt/concourse/worker/volumes/live/6158b663-a4ca-4e19-7e05-8807e4f79146/volume/cython_1594835048880/work
cytoolz==0.11.0
dask @ file:///tmp/build/80754af9/dask-core_1602083700509/work
decorator==4.4.2
defusedxml==0.6.0
deprecation==2.1.0
diff-match-patch @ file:///tmp/build/80754af9/diff-match-patch_1594828741838/work
distributed @ file:///opt/concourse/worker/volumes/live/bd66aa48-5cf5-4b60-6ed4-f204fff153f6/volume/distributed_1605066538557/work
distro==1.8.0
docopt==0.6.2
docutils==0.16
docx==0.2.4
docx2python==2.6.3
dunamai==1.17.0
empyrical-reloaded==0.5.9
en-core-web-lg @ https://github.com/explosion/spacy-models/releases/download/en_core_web_lg-3.5.0/en_core_web_lg-3.5.0-py3-none-any.whl
entrypoints==0.3
esda==2.4.3
et-xmlfile==1.0.1
exchange-calendars==4.2.8
fa2==0.3.5
Farama-Notifications==0.0.4
fastcache==1.1.0
fastjsonschema==2.16.3
filelock==3.0.12
Fiona==1.8.21
flake8 @ file:///tmp/build/80754af9/flake8_1601911421857/work
Flask==2.1.0
Flask-WTF==1.1.1
flatbuffers==2.0.7
fonttools==4.37.2
frozendict==2.3.7
fsspec @ file:///tmp/build/80754af9/fsspec_1602684995936/work
future==0.18.2
gast==0.4.0
geographiclib==1.52
geopandas==0.11.1
geopy==2.2.0
get_version==3.5.4
gevent @ file:///opt/concourse/worker/volumes/live/e6b243ce-c4b8-40bb-4934-ef3bf1c512f2/volume/gevent_1601397552921/work
giddy==2.3.3
glob2==0.7
gmpy2==2.0.8
goatools==1.0.15
google-auth==2.11.1
google-auth-oauthlib==0.4.6
google-pasta==0.2.0
graphviz==0.20
greenlet==2.0.2
grpcio==1.49.1
gym==0.21.0
gymnasium==0.28.1
h5py==3.8.0
HeapDict==1.0.1
hide-code==0.7.0
html5lib @ file:///tmp/build/80754af9/html5lib_1593446221756/work
idna @ file:///tmp/build/80754af9/idna_1593446292537/work
igraph==0.10.4
imageio @ file:///tmp/build/80754af9/imageio_1594161405741/work
imagesize==1.2.0
importlib-metadata==4.13.0
importlib-resources==5.12.0
inequality==1.0.0
iniconfig @ file:///tmp/build/80754af9/iniconfig_1602780191262/work
intervaltree @ file:///tmp/build/80754af9/intervaltree_1598376443606/work
ipykernel @ file:///opt/concourse/worker/volumes/live/88f541d3-5a27-498f-7391-f2e50ca36560/volume/ipykernel_1596206680118/work/dist/ipykernel-5.3.4-py3-none-any.whl
ipython @ file:///opt/concourse/worker/volumes/live/26969e8f-c9f7-42dc-6ffb-b3effd424c49/volume/ipython_1604101242376/work
ipython_genutils==0.2.0
ipywidgets @ file:///tmp/build/80754af9/ipywidgets_1601490159889/work
iso3166==2.1.1
iso4217==1.11.20220401
isort @ file:///tmp/build/80754af9/isort_1602603989581/work
itsdangerous==2.1.2
jax-jumpy==1.0.0
jdcal==1.4.1
jedi @ file:///opt/concourse/worker/volumes/live/1c5c293b-9147-4b4b-5a7f-d3f5eddb8470/volume/jedi_1592841952519/work
Jinja2==3.1.2
jmespath==1.0.1
joblib==1.2.0
json5==0.9.5
jsonlines==1.2.0
jsonschema @ file:///tmp/build/80754af9/jsonschema_1602607155483/work
jupyter==1.0.0
jupyter-console @ file:///tmp/build/80754af9/jupyter_console_1598884538475/work
jupyter-events==0.6.3
jupyter_client==8.2.0
jupyter_core==5.3.0
jupyter_server==2.5.0
jupyter_server_terminals==0.4.4
jupyterlab==2.2.6
jupyterlab-pygments @ file:///tmp/build/80754af9/jupyterlab_pygments_1601490720602/work
jupyterlab-server @ file:///tmp/build/80754af9/jupyterlab_server_1594164409481/work
keras==2.10.0
Keras-Preprocessing==1.1.2
keyring @ file:///opt/concourse/worker/volumes/live/54fc3ec2-338b-44f5-5e13-d62afa6b5820/volume/keyring_1601490916376/work
kiwisolver @ file:///opt/concourse/worker/volumes/live/b8936fa6-0e4b-47e7-4fb4-e02dbd4505ee/volume/kiwisolver_1604014598721/work
korean-lunar-calendar==0.3.1
langcodes==3.3.0
lazy-object-proxy==1.4.3
leidenalg==0.9.1
libarchive-c==2.9
libclang==14.0.6
libpysal==4.6.2
llvmlite==0.34.0
locket==0.2.0
lru-dict==1.2.0
lxml==4.9.2
Mako==1.2.4
mapclassify==2.4.3
Markdown==3.4.1
markdown-it-py==2.2.0
MarkupSafe==2.1.2
matplotlib==3.6.0
mccabe==0.6.1
mdurl==0.1.2
mercantile==1.2.1
mglearn==0.1.9
mgwr==2.1.2
missingno==0.5.1
mistune @ file:///opt/concourse/worker/volumes/live/95802d64-d39c-491b-74ce-b9326880ca54/volume/mistune_1594373201816/work
mkl-fft==1.2.0
mkl-random==1.1.1
mkl-service==2.3.0
mock==4.0.2
momepy==0.5.3
more-itertools @ file:///tmp/build/80754af9/more-itertools_1605111547926/work
mpmath==1.1.0
msgpack==1.0.0
MulticoreTSNE==0.1
multipledispatch==0.6.0
multitasking==0.0.11
munch==2.5.0
murmurhash==1.0.9
natsort==8.2.0
navigator-updater==0.2.1
nbclassic==0.5.6
nbclient @ file:///tmp/build/80754af9/nbclient_1602783176460/work
nbconvert==6.5.4
nbformat==5.8.0
nest-asyncio==1.5.6
networkx==2.8.6
nltk @ file:///tmp/build/80754af9/nltk_1592496090529/work
nose @ file:///opt/concourse/worker/volumes/live/a029938e-1732-4cd8-5b98-0542283d158b/volume/nose_1594377915100/work
notebook==6.5.4
notebook_shim==0.2.3
numba @ file:///opt/concourse/worker/volumes/live/ae24c1ca-d916-4043-5919-a843fa33e451/volume/numba_1600084276085/work
numexpr==2.8.4
numpy==1.23.3
numpydoc @ file:///tmp/build/80754af9/numpydoc_1605117425582/work
oauthlib==3.2.1
olefile==0.46
opencv-contrib-python==4.6.0.66
opencv-python==4.6.0.66
openpyxl @ file:///tmp/build/80754af9/openpyxl_1598113097404/work
opt-einsum==3.3.0
osm==1.4
osmnx==1.2.2
packaging==21.3
pandas==1.5.3
pandas-datareader==0.10.0
pandocfilters @ file:///opt/concourse/worker/volumes/live/c330e404-216d-466b-5327-8ce8fe854d3a/volume/pandocfilters_1605120442288/work
parso==0.7.0
partd==1.1.0
path @ file:///opt/concourse/worker/volumes/live/fcdf620c-46d6-4284-4c1e-5b8c3bc6c5c6/volume/path_1596907417277/work
pathlib2 @ file:///opt/concourse/worker/volumes/live/de518564-0d9f-405e-472b-38136f0c2169/volume/pathlib2_1594381084269/work
pathtools==0.1.2
pathy==0.10.1
patsy==0.5.3
pdfkit==1.0.0
pdfminer.six==20221105
pdfplumber==0.9.0
pep8==1.7.1
pexpect @ file:///opt/concourse/worker/volumes/live/8701bb20-ad87-46c7-5108-30c178cf97e5/volume/pexpect_1594383388344/work
pickleshare @ file:///opt/concourse/worker/volumes/live/93ec39d8-05bb-4f84-7efc-98735bc39b70/volume/pickleshare_1594384101884/work
Pillow==9.5.0
pkginfo==1.6.1
platformdirs==3.5.0
pluggy==0.13.1
ply==3.11
pointpats==2.2.0
praw==7.7.0
prawcore==2.3.0
preshed==3.0.8
prometheus-client==0.8.0
prompt-toolkit @ file:///tmp/build/80754af9/prompt-toolkit_1602688806899/work
protobuf==3.19.5
psutil @ file:///opt/concourse/worker/volumes/live/ff72f822-991c-4030-4f3a-8c41d3ac4e4f/volume/psutil_1598370232375/work
psycopg2-binary==2.9.6
ptyprocess==0.6.0
PuLP==2.6.0
py @ file:///tmp/build/80754af9/py_1593446248552/work
py4j==0.10.9.5
pyasn1==0.4.8
pyasn1-modules==0.2.8
pyclusterprofiler==0.1.dev14
pycodestyle==2.6.0
pycosat==0.6.3
pycparser @ file:///tmp/build/80754af9/pycparser_1594388511720/work
pycurl==7.43.0.6
pydantic==1.10.7
pydocstyle @ file:///tmp/build/80754af9/pydocstyle_1598885001695/work
pydot==1.4.2
pyflakes==2.2.0
pygeos==0.13
pyglet==1.5.27
Pygments==2.15.0
pykalman==0.9.5
pylint @ file:///opt/concourse/worker/volumes/live/ed0164b6-bcc7-4f6b-7dd4-ad89660b5dcb/volume/pylint_1598624018129/work
pyluach==2.2.0
pynndescent==0.5.8
pyodbc===4.0.0-unsupported
pyOpenSSL==23.0.0
pyparsing==2.4.7
PyPDF2==2.12.1
pyproj==3.4.0
pyrobuf==0.9.3
pyrosm==0.6.1
pyrsistent @ file:///opt/concourse/worker/volumes/live/ff11f3f0-615b-4508-471d-4d9f19fa6657/volume/pyrsistent_1600141727281/work
pysal==2.7.0
PySocks @ file:///opt/concourse/worker/volumes/live/85a5b906-0e08-41d9-6f59-084cee4e9492/volume/pysocks_1594394636991/work
pyspark==3.3.1
pytest==0.0.0
python-dateutil==2.8.2
python-docx==0.8.11
python-dotenv==0.21.0
python-interface==1.6.1
python-json-logger==2.0.7
python-jsonrpc-server @ file:///tmp/build/80754af9/python-jsonrpc-server_1600278539111/work
python-language-server @ file:///tmp/build/80754af9/python-language-server_1600454544709/work
python-rapidjson==1.8
pythonds==1.2.1
pytz==2023.3
pytz-deprecation-shim==0.1.0.post0
PyWavelets @ file:///opt/concourse/worker/volumes/live/ea36e10f-66e8-43ae-511e-c4092764493f/volume/pywavelets_1601658378672/work
PyYAML==5.3.1
pyzmq==25.0.2
QDarkStyle==2.8.1
QtAwesome @ file:///tmp/build/80754af9/qtawesome_1602272867890/work
qtconsole @ file:///tmp/build/80754af9/qtconsole_1600870028330/work
QtPy==1.9.0
quantecon==0.5.3
quilt3==5.0.0
randomly==0.1.5
rasterio==1.3.2
rasterstats==0.17.0
regex @ file:///opt/concourse/worker/volumes/live/7f106f75-0e11-45be-4c20-6b071e37c646/volume/regex_1602786678165/work
requests==2.28.1
requests-futures==1.0.0
requests-oauthlib==1.3.1
rfc3339-validator==0.1.4
rfc3986-validator==0.1.1
rich==13.3.3
rise @ file:///Users/runner/miniforge3/conda-bld/rise_1667498777521/work
rope @ file:///tmp/build/80754af9/rope_1602264064449/work
rpy2==3.5.1
rsa==4.9
Rtree==1.0.0
ruamel_yaml==0.15.87
rvlib==0.0.6
s3transfer==0.6.0
scanpy==1.9.2
scikit-image==0.17.2
scikit-learn==0.24.0
scipy @ file:///opt/concourse/worker/volumes/live/851446f6-a052-41c4-4243-67bb78999b49/volume/scipy_1604596178167/work
seaborn @ file:///tmp/build/80754af9/seaborn_1600553570093/work
segregation==2.3.1
Send2Trash==1.8.2
session-info==1.0.0
shap==0.41.0
Shapely==1.8.4
sharepathway==0.5.0
simplegeneric==0.8.1
simplejson==3.17.6
singledispatch @ file:///tmp/build/80754af9/singledispatch_1602523705405/work
six @ file:///opt/concourse/worker/volumes/live/5b31cb27-1e37-4ca5-6e9f-86246eb206d2/volume/six_1605205320872/work
sklearn==0.0.post1
slicer==0.0.7
smart-open==6.3.0
sniffio==1.3.0
snowballstemmer==2.0.0
snuggs==1.4.7
sodapy==2.2.0
sortedcollections==1.2.1
sortedcontainers==2.2.2
soupsieve==2.0.1
spacy==3.5.1
spacy-legacy==3.0.12
spacy-loggers==1.0.4
spaghetti==1.6.6
spglm==1.0.8
Sphinx @ file:///tmp/build/80754af9/sphinx_1597428793432/work
sphinxcontrib-applehelp==1.0.2
sphinxcontrib-devhelp==1.0.2
sphinxcontrib-htmlhelp==1.0.3
sphinxcontrib-jsmath==1.0.1
sphinxcontrib-qthelp==1.0.3
sphinxcontrib-serializinghtml==1.1.4
sphinxcontrib-websupport @ file:///tmp/build/80754af9/sphinxcontrib-websupport_1597081412696/work
spint==1.0.7
splot==1.1.5.post1
spopt==0.4.1
spreg==1.2.4
spvcm==0.3.0
spyder @ file:///opt/concourse/worker/volumes/live/93f52c11-6bc0-49a8-541e-aa5e1de1eadc/volume/spyder_1599056974853/work
spyder-kernels @ file:///opt/concourse/worker/volumes/live/b4ec5b57-5b3c-42d0-7731-c0691f88ee81/volume/spyder-kernels_1599056790993/work
SQLAlchemy==2.0.17
srsly==2.4.6
stable-baselines==2.10.2
stable-baselines3==1.8.0
statsmodels==0.14.0
stdlib-list==0.8.0
stockstats==0.5.2
svi-data==0.0.3
sympy @ file:///opt/concourse/worker/volumes/live/d5d0b33b-5c2f-493b-5b67-8149e5531868/volume/sympy_1605119535834/work
TA-Lib @ file:///Users/runner/miniforge3/conda-bld/ta-lib_1637267171359/work
tables==3.6.1
tabula==1.0.5
tabula-py==2.6.0
tabulate==0.9.0
tblib @ file:///tmp/build/80754af9/tblib_1597928476713/work
tenacity==8.0.1
tensorboard==2.10.0
tensorboard-data-server==0.6.1
tensorboard-plugin-wit==1.8.1
tensorflow==2.10.0
tensorflow-estimator==2.10.0
tensorflow-io-gcs-filesystem==0.27.0
termcolor==2.0.1
terminado==0.9.1
testpath==0.4.4
texttable==1.6.7
thinc==8.1.9
threadpoolctl @ file:///tmp/tmp9twdgx9k/threadpoolctl-2.1.0-py3-none-any.whl
tifffile==2020.10.1
tinycss2==1.2.1
tobler==0.9.0
toml @ file:///tmp/build/80754af9/toml_1592853716807/work
toolz @ file:///tmp/build/80754af9/toolz_1601054250827/work
torch==1.13.1
torchaudio==0.13.1
torchvision==0.14.1
tornado==6.3.1
torpy==1.1.6
tqdm @ file:///tmp/build/80754af9/tqdm_1602185206534/work
traitlets==5.9.0
typer==0.7.0
typing_extensions==4.4.0
tzdata==2023.3
tzlocal==4.3
ujson @ file:///opt/concourse/worker/volumes/live/2fc9988c-ebca-4577-6c4b-7383ea76e8ee/volume/ujson_1602523306974/work
umap-learn==0.5.3
unicodecsv==0.14.1
update-checker==0.18.0
urllib3 @ file:///tmp/build/80754af9/urllib3_1603305693037/work
vaderSentiment==3.3.2
waitress==2.1.2
Wand==0.6.11
wasabi==1.1.1
watchdog @ file:///opt/concourse/worker/volumes/live/cc0ee7bb-1065-44c4-5867-0fd5d13729e0/volume/watchdog_1593447373245/work
wcwidth @ file:///tmp/build/80754af9/wcwidth_1593447189090/work
webencodings==0.5.1
websocket-client==1.5.1
Werkzeug==2.3.4
wget==3.2
widgetsnbextension==3.5.1
wordcloud==1.8.2.2
wrapt==1.11.2
WTForms==3.0.1
wurlitzer @ file:///opt/concourse/worker/volumes/live/01a17f3d-eafe-4806-57a1-4b9ef5d1815f/volume/wurlitzer_1594753845129/work
xgboost==1.6.1
xlrd==1.2.0
XlsxWriter @ file:///tmp/build/80754af9/xlsxwriter_1602692860603/work
xlwings==0.20.8
xlwt==1.3.0
xmltodict==0.12.0
xyzservices==2022.6.0
yapf @ file:///tmp/build/80754af9/yapf_1593528177422/work
yfinance==0.2.17
zict==2.0.0
zipline-reloaded==2.4
zipp @ file:///tmp/build/80754af9/zipp_1604001098328/work
zope.event==4.5.0
zope.interface @ file:///opt/concourse/worker/volumes/live/de428e3b-00ba-4161-442e-b9e5d25e4219/volume/zope.interface_1602002489816/work
Now that you know a little about me, let me tell you about the issue I am
having:
Description of Issue
After I enter $ zipline ingest -b quandl in bash, it give me this error:
MacbookdeMacBook-Pro-3:Algo_Trading_ML macbook$ zipline ingest -b quandl
Traceback (most recent call last):
File "/opt/anaconda3/bin/zipline", line 8, in
sys.exit(main())
File "/opt/anaconda3/lib/python3.8/site-packages/click/core.py", line 1130, in call
return self.main(*args, **kwargs)
File "/opt/anaconda3/lib/python3.8/site-packages/click/core.py", line 1055, in main
rv = self.invoke(ctx)
File "/opt/anaconda3/lib/python3.8/site-packages/click/core.py", line 1657, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/opt/anaconda3/lib/python3.8/site-packages/click/core.py", line 1404, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/opt/anaconda3/lib/python3.8/site-packages/click/core.py", line 760, in invoke
return __callback(*args, **kwargs)
File "/opt/anaconda3/lib/python3.8/site-packages/zipline/main.py", line 397, in ingest
bundles_module.ingest(
File "/opt/anaconda3/lib/python3.8/site-packages/zipline/data/bundles/core.py", line 424, in ingest
asset_db_writer = AssetDBWriter(assets_db_path)
File "/opt/anaconda3/lib/python3.8/site-packages/zipline/assets/asset_writer.py", line 3, in init
#
File "/opt/anaconda3/lib/python3.8/site-packages/zipline/utils/input_validation.py", line 811, in preprocessor
return to(arg, **to_kwargs)
File "/opt/anaconda3/lib/python3.8/site-packages/zipline/utils/sqlite_utils.py", line 45, in check_and_create_engine
return sa.create_engine("sqlite:///" + path, future=False)
File "", line 2, in create_engine
File "/opt/anaconda3/lib/python3.8/site-packages/sqlalchemy/util/deprecations.py", line 281, in warned
return fn(*args, **kwargs) # type: ignore[no-any-return]
File "/opt/anaconda3/lib/python3.8/site-packages/sqlalchemy/engine/create.py", line 662, in create_engine
raise exc.ArgumentError(
sqlalchemy.exc.ArgumentError: The 'future' parameter passed to create_engine() may only be set to True.
What steps have you taken to resolve this already?
I have already update SQLAlchemy, numexpr and pandas
I could not find same error like this in the website, please help me! Thank you very much!
Sincerely,
Birdy