Jonathan Larkin

Results 22 comments of Jonathan Larkin

I've cobbled together a minimal example of running a pipeline combining pricing and a custom data source as: ``` from zipline.data import bundles from zipline.pipeline import Pipeline from zipline.pipeline.data import...

Hey @ssanderson, I've been trying to create a minimal pipeline example to get data via the blaze loader, similar to the minimal `DataFrameLoader` example above. I've gotten this far: ```...

Yes, thank you. That was genesis of the error. Now I `df.reset_index()` prior to calling `df.to_sql`. I will post the cleaned up and working example tomorrow.

Hey @ssanderson This is my complete working minimal example: https://github.com/marketneutral/research-tools/blob/master/pipeline-blaze-minimal.ipynb

@RaymondMcT I've spent a little (very little) time refactoring this into a Python package with a proper `setup.py` which would include dependencies. It's a WIP. Will let you know...

hey @RaymondMcT, try this https://github.com/marketneutral/alphatools and please lmk.

@RaymondMcT can you file an issue [here](https://github.com/marketneutral/alphatools/issues) so we don't pollute this thread with non-valued added things for the fine Quantopian folks?

> ValueError: The first date of the lifetimes matrix does not match the start date of the pipeline. Did you forget to align the start_date to the trading calendar? This...

I have been trying to do this as well. I think this is a lot harder than it seems since I think this is a common request, but I have...

Yes, I think you are right -- it's a duplicate. [#2445](https://github.com/jupyter-widgets/ipywidgets/issues/2445) is closed but I admit that I don't readily follow that accepted answer. I can't seem to find anything...