zipline
zipline copied to clipboard
quantopian
ValueError: Unable to determine domain for Pipeline
Environment
- Operating System: Linux Ubuntu-1604-xenial-64-minimal 4.15.0-142-generic #146~16.04.1-Ubuntu SMP Tue Apr 13 09:27:15 UTC 2021 x86_64 x86_64 x86_64 GNU/Linux
- Python Version: 3.8.8
- Python Bitness: 64
- How did you install Zipline: conda
- Python packages:
_libgcc_mutex 0.1 conda_forge conda-forge
_openmp_mutex 4.5 1_llvm conda-forge
_py-xgboost-mutex 2.0 cpu_0 conda-forge
_sysroot_linux-64_curr_repodata_hack 3 ha9d2b57_10 conda-forge
_tflow_select 2.3.0 mkl
abseil-cpp 20210324.0 h9c3ff4c_0 conda-forge
absl-py 0.12.0 pyhd8ed1ab_0 conda-forge
aiohttp 3.7.4 py38h497a2fe_0 conda-forge
alembic 1.5.8 pyhd8ed1ab_0 conda-forge
alphalens-reloaded 0.4.1.post1 py38_0 ml4t
alsa-lib 1.2.3 h516909a_0 conda-forge
anyio 2.2.0 py38h578d9bd_0 conda-forge
appdirs 1.4.4 pyh9f0ad1d_0 conda-forge
arch 4.19 pypi_0 pypi
argon2-cffi 20.1.0 py38h497a2fe_2 conda-forge
arrow-cpp 3.0.0 py38hd6878d3_11_cpu conda-forge
arviz 0.11.2 pyhd8ed1ab_1 conda-forge
astunparse 1.6.3 pyhd8ed1ab_0 conda-forge
async-timeout 3.0.1 py_1000 conda-forge
async_generator 1.10 py_0 conda-forge
atk-1.0 2.36.0 h3371d22_4 conda-forge
attrs 20.3.0 pyhd3deb0d_0 conda-forge
automat 20.2.0 py_0 conda-forge
autopep8 1.5.7 pypi_0 pypi
aws-c-cal 0.4.5 h76129ab_8 conda-forge
aws-c-common 0.5.2 h7f98852_0 conda-forge
aws-c-event-stream 0.2.7 h6bac3ce_1 conda-forge
aws-c-io 0.9.1 ha5b09cb_1 conda-forge
aws-checksums 0.1.11 h99e32c3_3 conda-forge
aws-sdk-cpp 1.8.151 hceb1b1e_1 conda-forge
babel 2.9.1 pypi_0 pypi
backcall 0.2.0 pyh9f0ad1d_0 conda-forge
backports 1.0 py_2 conda-forge
backports.functools_lru_cache 1.6.4 pyhd8ed1ab_0 conda-forge
backtrader 1.9.76.123 pypi_0 pypi
bcolz-zipline 1.2.3.post2 pypi_0 pypi
bcrypt 3.2.0 py38h497a2fe_1 conda-forge
beautifulsoup4 4.9.3 pyhb0f4dca_0 conda-forge
binutils 2.35.1 hdd6e379_2 conda-forge
binutils_impl_linux-64 2.35.1 h193b22a_2 conda-forge
binutils_linux-64 2.35 h67ddf6f_30 conda-forge
bleach 3.3.0 pyh44b312d_0 conda-forge
blinker 1.4 py_1 conda-forge
blosc 1.21.0 h9c3ff4c_0 conda-forge
bokeh 2.3.1 py38h578d9bd_0 conda-forge
boto 2.49.0 py_0 conda-forge
boto3 1.17.57 pyhd8ed1ab_0 conda-forge
botocore 1.20.57 pyhd8ed1ab_0 conda-forge
bottleneck 1.3.2 py38h5c078b8_3 conda-forge
box2d 2.3.10 pypi_0 pypi
box2d-py 2.3.8 py38h709712a_3 conda-forge
bqplot 0.12.26 pyhd8ed1ab_0 conda-forge
brotli 1.0.9 h9c3ff4c_4 conda-forge
brotlipy 0.7.0 py38h497a2fe_1001 conda-forge
brunsli 0.1 he1b5a44_0 conda-forge
bz2file 0.98 py_0 conda-forge
bzip2 1.0.8 h7f98852_4 conda-forge
c-ares 1.17.1 h7f98852_1 conda-forge
c-compiler 1.2.0 h7f98852_0 conda-forge
ca-certificates 2021.5.30 ha878542_0 conda-forge
cachetools 4.2.2 pypi_0 pypi
cairo 1.16.0 h6cf1ce9_1008 conda-forge
catalogue 2.0.4 pypi_0 pypi
catboost 0.25.1 py38h578d9bd_0 conda-forge
certifi 2020.12.5 pypi_0 pypi
cffi 1.14.5 py38ha65f79e_0 conda-forge
cftime 1.4.1 py38h5c078b8_0 conda-forge
chardet 4.0.0 py38h578d9bd_1 conda-forge
charls 2.2.0 h9c3ff4c_0 conda-forge
click 7.1.2 pyh9f0ad1d_0 conda-forge
cloudpickle 1.6.0 py_0 conda-forge
colorama 0.4.4 pyh9f0ad1d_0 conda-forge
colorlover 0.3.0 py_0 conda-forge
conda 4.10.1 py38h578d9bd_0 conda-forge
conda-package-handling 1.7.3 py38h497a2fe_0 conda-forge
constantly 15.1.0 py_0 conda-forge
cryptography 3.4.7 py38ha5dfef3_0 conda-forge
cssselect 1.1.0 py_0 conda-forge
cudatoolkit 10.2.89 hfd86e86_1 anaconda
cudnn 8.1.0.77 h469e712_0 conda-forge
curl 7.76.1 h979ede3_1 conda-forge
cvxpy 1.1.12 py38h578d9bd_0 conda-forge
cvxpy-base 1.1.12 py38h1abd341_0 conda-forge
cxx-compiler 1.2.0 h4bd325d_0 conda-forge
cycler 0.10.0 py_2 conda-forge
cymem 2.0.5 py38h709712a_1 conda-forge
cypari 2.4.1 pypi_0 pypi
cython 0.29.23 py38h709712a_1 conda-forge
cython-blis 0.7.4 py38h5c078b8_0 conda-forge
cytoolz 0.11.0 py38h497a2fe_3 conda-forge
dask-core 2021.4.1 pyhd8ed1ab_0 conda-forge
dataclasses 0.8 pyhc8e2a94_1 conda-forge
dbus 1.13.18 hb2f20db_0
decorator 4.4.2 py_0 conda-forge
defusedxml 0.7.1 pyhd8ed1ab_0 conda-forge
deprecation 2.1.0 pyh9f0ad1d_0 conda-forge
dill 0.3.3 pyhd8ed1ab_0 conda-forge
ecos 2.0.7.post1 pypi_0 pypi
empyrical 0.5.5 pyh9f0ad1d_0 conda-forge
empyrical-reloaded 0.5.7 py38_0 ml4t
entrypoints 0.3 py38h32f6830_1002 conda-forge
expat 2.3.0 h9c3ff4c_0 conda-forge
fastprogress 1.0.0 pyh39e3cac_0 fastai
ffmpeg 1.4 pypi_0 pypi
filelock 3.0.12 pyh9f0ad1d_0 conda-forge
font-ttf-dejavu-sans-mono 2.37 hab24e00_0 conda-forge
font-ttf-inconsolata 2.001 hab24e00_0 conda-forge
font-ttf-source-code-pro 2.030 hab24e00_0 conda-forge
font-ttf-ubuntu 0.83 hab24e00_0 conda-forge
fontconfig 2.13.1 hba837de_1005 conda-forge
fonts-conda-ecosystem 1 0 conda-forge
fonts-conda-forge 1 0 conda-forge
freetype 2.10.4 h0708190_1 conda-forge
fribidi 1.0.10 h516909a_0 conda-forge
fsspec 2021.4.0 pyhd8ed1ab_0 conda-forge
funcy 1.15 pyh9f0ad1d_0 conda-forge
future 0.18.2 py38h578d9bd_3 conda-forge
fxrays 1.3.5 pypi_0 pypi
gast 0.3.3 pypi_0 pypi
gcc_impl_linux-64 9.3.0 h70c0ae5_19 conda-forge
gcc_linux-64 9.3.0 hf25ea35_30 conda-forge
gdk-pixbuf 2.42.6 h04a7f16_0 conda-forge
gensim 4.0.1 py38h709712a_0 conda-forge
gettext 0.21.0 hf68c758_0
gflags 2.2.2 he1b5a44_1004 conda-forge
giflib 5.2.1 h516909a_2 conda-forge
glib 2.68.1 h9c3ff4c_0 conda-forge
glib-tools 2.68.1 h9c3ff4c_0 conda-forge
glog 0.4.0 h49b9bf7_3 conda-forge
gmp 6.2.1 h58526e2_0 conda-forge
gmpy2 2.1.0b1 py38hd744826_1 conda-forge
gnutls 3.6.15 he1e5248_0
google-api-core 1.26.2 pyhd8ed1ab_0 conda-forge
google-auth 1.30.0 pypi_0 pypi
google-auth-oauthlib 0.4.4 pypi_0 pypi
google-cloud-core 1.6.0 pyh44b312d_0 conda-forge
google-cloud-storage 1.31.2 pyh9f0ad1d_0 conda-forge
google-crc32c 1.1.2 py38h8838a9a_0 conda-forge
google-pasta 0.2.0 pyh8c360ce_0 conda-forge
google-resumable-media 1.2.0 pyhd3deb0d_0 conda-forge
googleapis-common-protos 1.53.0 py38h578d9bd_0 conda-forge
graphite2 1.3.14 h23475e2_0
graphviz 2.47.1 hebd9034_0 conda-forge
greenlet 1.0.0 py38h709712a_0 conda-forge
grpc-cpp 1.37.0 h36de60a_1 conda-forge
grpcio 1.37.1 pypi_0 pypi
gst-plugins-base 1.18.4 hf529b03_2 conda-forge
gstreamer 1.18.4 h76c114f_2 conda-forge
gtk2 2.24.33 hab0c2f8_0 conda-forge
gts 0.7.6 h64030ff_2 conda-forge
gxx_impl_linux-64 9.3.0 hd87eabc_19 conda-forge
gxx_linux-64 9.3.0 h3fbe746_30 conda-forge
gym 0.18.0 py38hd0cf306_1 conda-forge
gym-box2d 0.18.0 py38h578d9bd_1 conda-forge
h2 3.2.0 py38h32f6830_1 conda-forge
h5py 2.10.0 nompi_py38h9915d05_106 conda-forge
harfbuzz 2.8.0 h83ec7ef_1 conda-forge
hdbscan 0.8.27 py38h5c078b8_0 conda-forge
hdf4 4.2.13 h10796ff_1005 conda-forge
hdf5 1.10.6 nompi_h6a2412b_1114 conda-forge
hpack 3.0.0 py_0 conda-forge
html5lib 1.1 pyh9f0ad1d_0 conda-forge
hyperframe 5.2.0 py_0 conda-forge
hyperlink 21.0.0 pyhd3deb0d_0 conda-forge
icu 68.1 h58526e2_0 conda-forge
idna 2.10 pyh9f0ad1d_0 conda-forge
imagecodecs 2021.3.31 py38h1455ab2_0 conda-forge
imageio 2.9.0 py_0 conda-forge
importlib-metadata 4.0.1 py38h578d9bd_0 conda-forge
importlib-resources 5.1.2 pypi_0 pypi
importlib_metadata 4.0.1 hd8ed1ab_0 conda-forge
incremental 21.3.0 pypi_0 pypi
inflection 0.5.1 pyh9f0ad1d_0 conda-forge
intervaltree 3.1.0 py_0
ipydatawidgets 4.2.0 pyhd3deb0d_0 conda-forge
ipykernel 5.5.3 py38hd0cf306_0 conda-forge
ipython 7.23.0 pypi_0 pypi
ipython_genutils 0.2.0 py_1 conda-forge
ipyvolume 0.5.2 pypi_0 pypi
ipywebrtc 0.6.0 pyhd8ed1ab_0 conda-forge
ipywidgets 7.6.3 pyhd3deb0d_0 conda-forge
iso3166 1.0.1 pyh9f0ad1d_0 conda-forge
iso4217 1.6.20180829 py_0 conda-forge
itemadapter 0.2.0 pyhd8ed1ab_0 conda-forge
itemloaders 1.0.4 pyhd8ed1ab_0 conda-forge
jax 0.2.12 pyhd8ed1ab_0 conda-forge
jaxlib 0.1.65 py38h578d9bd_0 conda-forge
jedi 0.18.0 py38h578d9bd_2 conda-forge
jellyfish 0.8.2 py38h497a2fe_1 conda-forge
jinja2 2.11.3 pyh44b312d_0 conda-forge
jmespath 0.10.0 pyh9f0ad1d_0 conda-forge
joblib 1.0.1 pyhd8ed1ab_0 conda-forge
jpeg 9d h516909a_0 conda-forge
json5 0.9.5 pyh9f0ad1d_0 conda-forge
jsonschema 3.2.0 py38h32f6830_1 conda-forge
jupyter 1.0.0 py38h578d9bd_6 conda-forge
jupyter-packaging 0.9.2 pyhd8ed1ab_0 conda-forge
jupyter_client 6.1.12 pyhd8ed1ab_0 conda-forge
jupyter_console 6.4.0 pyhd8ed1ab_0 conda-forge
jupyter_contrib_core 0.3.3 py_2 conda-forge
jupyter_contrib_nbextensions 0.5.1 py38h32f6830_1 conda-forge
jupyter_core 4.7.1 py38h578d9bd_0 conda-forge
jupyter_highlight_selected_word 0.2.0 py38h578d9bd_1002 conda-forge
jupyter_latex_envs 1.4.6 py38h578d9bd_1001 conda-forge
jupyter_nbextensions_configurator 0.4.1 py38h578d9bd_2 conda-forge
jupyter_server 1.6.4 py38h578d9bd_0 conda-forge
jupyterlab 3.0.14 pyhd8ed1ab_0 conda-forge
jupyterlab-server 2.5.0 pypi_0 pypi
jupyterlab_pygments 0.1.2 pyh9f0ad1d_0 conda-forge
jupyterlab_widgets 1.0.0 pyhd8ed1ab_1 conda-forge
jxrlib 1.1 h516909a_2 conda-forge
keras-preprocessing 1.1.2 pyhd8ed1ab_0 conda-forge
kernel-headers_linux-64 3.10.0 h77966d4_10 conda-forge
kiwisolver 1.3.1 py38h1fd1430_1 conda-forge
knot-floer-homology 1.0.2 pypi_0 pypi
krb5 1.17.2 h926e7f8_0 conda-forge
lame 3.100 h14c3975_1001 conda-forge
lcms2 2.12 hddcbb42_0 conda-forge
ld_impl_linux-64 2.35.1 hea4e1c9_2 conda-forge
lerc 2.2.1 h9c3ff4c_0 conda-forge
libaec 1.0.4 he1b5a44_1 conda-forge
libblas 3.9.0 8_mkl conda-forge
libcblas 3.9.0 8_mkl conda-forge
libclang 11.1.0 default_ha53f305_1 conda-forge
libcrc32c 1.1.1 he1b5a44_2 conda-forge
libcurl 7.76.1 hc4aaa36_1 conda-forge
libdeflate 1.7 h7f98852_5 conda-forge
libedit 3.1.20210216 h27cfd23_1
libev 4.33 h516909a_1 conda-forge
libevent 2.1.10 hcdb4288_3 conda-forge
libffi 3.3 h58526e2_2 conda-forge
libgcc-devel_linux-64 9.3.0 h7864c58_19 conda-forge
libgcc-ng 9.3.0 h2828fa1_19 conda-forge
libgd 2.3.2 h78a0170_0 conda-forge
libgfortran-ng 9.3.0 hff62375_19 conda-forge
libgfortran5 9.3.0 hff62375_19 conda-forge
libglib 2.68.1 h3e27bee_0 conda-forge
libgomp 9.3.0 h2828fa1_19 conda-forge
libgpuarray 0.7.6 h14c3975_1003 conda-forge
libiconv 1.16 h516909a_0 conda-forge
libidn2 2.3.0 h516909a_0 conda-forge
liblapack 3.9.0 8_mkl conda-forge
libllvm10 10.0.1 he513fc3_3 conda-forge
libllvm11 11.1.0 hf817b99_2 conda-forge
libnetcdf 4.8.0 nompi_hfa85936_101 conda-forge
libnghttp2 1.43.0 h812cca2_0 conda-forge
libogg 1.3.5 h27cfd23_1
libopus 1.3.1 h7f98852_1 conda-forge
libpng 1.6.37 hed695b0_2 conda-forge
libpq 13.2 hfd2b0eb_2 conda-forge
libprotobuf 3.15.8 h780b84a_0 conda-forge
librsvg 2.50.3 hfa39831_1 conda-forge
libsodium 1.0.18 h516909a_1 conda-forge
libssh2 1.9.0 ha56f1ee_6 conda-forge
libstdcxx-devel_linux-64 9.3.0 hb016644_19 conda-forge
libstdcxx-ng 9.3.0 h6de172a_19 conda-forge
libtasn1 4.16.0 h27cfd23_0
libthrift 0.14.1 he6d91bd_2 conda-forge
libtiff 4.2.0 hbd63e13_2 conda-forge
libtool 2.4.6 h58526e2_1007 conda-forge
libunistring 0.9.10 h14c3975_0 conda-forge
libutf8proc 2.6.1 h7f98852_0 conda-forge
libuuid 2.32.1 h14c3975_1000 conda-forge
libvorbis 1.3.7 he1b5a44_0 conda-forge
libwebp 1.2.0 h3452ae3_0 conda-forge
libwebp-base 1.2.0 h7f98852_2 conda-forge
libxcb 1.14 h7b6447c_0
libxgboost 1.3.3 h9c3ff4c_2 conda-forge
libxkbcommon 1.0.3 he3ba5ed_0 conda-forge
libxml2 2.9.10 h72842e0_4 conda-forge
libxslt 1.1.33 h15afd5d_2 conda-forge
libzip 1.7.3 he9f05b3_0 conda-forge
libzopfli 1.0.3 he1b5a44_0 conda-forge
lightgbm 3.2.1 py38h709712a_0 conda-forge
linearmodels 4.24 py38h709712a_1 conda-forge
livelossplot 0.5.4 pypi_0 pypi
llvm-openmp 11.1.0 h4bd325d_1 conda-forge
llvmlite 0.36.0 py38h4630a5e_0 conda-forge
locket 0.2.1 py38h06a4308_1
logbook 1.5.3 py38_0 ml4t
lru-dict 1.1.7 pypi_0 pypi
lxml 4.6.3 py38hf1fe3a4_0 conda-forge
lz4-c 1.9.3 h9c3ff4c_0 conda-forge
lzo 2.10 h516909a_1000 conda-forge
magma 2.5.4 h5da55e3_2 conda-forge
mako 1.1.4 pyh44b312d_0 conda-forge
markdown 3.3.4 pyhd8ed1ab_0 conda-forge
markupsafe 1.1.1 py38h497a2fe_3 conda-forge
matplotlib 3.4.1 py38h578d9bd_0 conda-forge
matplotlib-base 3.4.1 py38hcc49a3a_0 conda-forge
matplotlib-inline 0.1.2 pypi_0 pypi
mistune 0.8.4 py38h497a2fe_1003 conda-forge
mkl 2020.4 h726a3e6_304 conda-forge
mkl-service 2.3.0 py38h1e0a361_2 conda-forge
mock 4.0.3 py38h578d9bd_1 conda-forge
more-itertools 8.7.0 pyhd8ed1ab_1 conda-forge
mpc 1.1.0 h04dde30_1009 conda-forge
mpfr 4.0.2 he80fd80_1 conda-forge
mplfinance 0.12.7a17 pyhd8ed1ab_0 conda-forge
mpmath 1.2.1 pyhd8ed1ab_0 conda-forge
multidict 5.1.0 py38h497a2fe_1 conda-forge
multipledispatch 0.6.0 py_0 conda-forge
multitasking 0.0.9 py_0 ranaroussi
murmurhash 1.0.5 py38h709712a_0 conda-forge
mypy_extensions 0.4.3 py38h578d9bd_3 conda-forge
mysql-common 8.0.23 ha770c72_2 conda-forge
mysql-libs 8.0.23 h935591d_2 conda-forge
nb_conda 2.2.1 py38h578d9bd_4 conda-forge
nb_conda_kernels 2.3.1 py38h578d9bd_0 conda-forge
nbclassic 0.2.7 pyhd8ed1ab_0 conda-forge
nbclient 0.5.3 pyhd8ed1ab_0 conda-forge
nbconvert 5.6.1 pypi_0 pypi
nbformat 5.1.3 pyhd8ed1ab_0 conda-forge
nccl 2.9.6.1 h1a5f58c_0 conda-forge
ncurses 6.2 h58526e2_4 conda-forge
nest-asyncio 1.5.1 pyhd8ed1ab_0 conda-forge
netcdf4 1.5.6 nompi_py38h5e9db54_103 conda-forge
nettle 3.7.2 hbbd107a_1
networkx 2.5.1 pyhd8ed1ab_0 conda-forge
ninja 1.10.2 h4bd325d_0 conda-forge
nltk 3.6.2 pyhd8ed1ab_0 conda-forge
notebook 6.3.0 py38h578d9bd_0 conda-forge
nspr 4.30 h9c3ff4c_0 conda-forge
nss 3.64 hb5efdd6_0 conda-forge
numba 0.53.1 py38h8b71fd7_1 conda-forge
numexpr 2.7.3 py38h51da96c_0 conda-forge
numpy 1.20.2 py38h9894fe3_0 conda-forge
oauthlib 3.1.0 pyhd8ed1ab_0 conda-forge
olefile 0.46 pyh9f0ad1d_1 conda-forge
opencv-python 4.5.1.48 pypi_0 pypi
opencv-python-headless 4.5.1.48 py38_0 fastai
openh264 2.1.1 h780b84a_0 conda-forge
openjpeg 2.4.0 hb52868f_1 conda-forge
openssl 1.1.1k h7f98852_0 conda-forge
opt_einsum 3.3.0 pyhd8ed1ab_1 conda-forge
orc 1.6.7 heec2584_1 conda-forge
osqp 0.6.2.post0 pypi_0 pypi
packaging 20.9 pyh44b312d_0 conda-forge
pandas 1.2.4 py38h1abd341_0 conda-forge
pandas-datareader 0.9.0 pyh44b312d_0 conda-forge
pandoc 2.12 h7f98852_0 conda-forge
pandocfilters 1.4.3 py38h06a4308_1
pango 1.42.4 h80147aa_5 conda-forge
parquet-cpp 1.5.1 1 conda-forge
parsel 1.6.0 py_0 conda-forge
parso 0.8.2 pyhd8ed1ab_0 conda-forge
partd 1.2.0 pyhd8ed1ab_0 conda-forge
pathy 0.5.2 pyhd8ed1ab_0 conda-forge
patsy 0.5.1 py_0 conda-forge
pcre 8.44 he1b5a44_0 conda-forge
pexpect 4.8.0 py38h32f6830_1 conda-forge
pickleshare 0.7.5 py38h32f6830_1002 conda-forge
pillow 7.2.0 pypi_0 pypi
pip 21.1 pyhd8ed1ab_0 conda-forge
pixman 0.40.0 h36c2ea0_0 conda-forge
plink 2.4 pypi_0 pypi
plotly 4.14.3 pyh44b312d_0 conda-forge
pooch 1.3.0 pyhd8ed1ab_0 conda-forge
preshed 3.0.5 py38h709712a_0 conda-forge
priority 1.3.0 py_0 conda-forge
prometheus_client 0.10.1 pyhd8ed1ab_0 conda-forge
promise 2.3 py38h578d9bd_3 conda-forge
prompt-toolkit 3.0.18 pyha770c72_0 conda-forge
prompt_toolkit 3.0.18 hd8ed1ab_0 conda-forge
property-cached 1.6.4 py_0 conda-forge
property_cached 1.6.4 0 conda-forge
protego 0.1.16 py_0 conda-forge
protobuf 3.15.8 py38h709712a_0 conda-forge
ptyprocess 0.7.0 pyhd3deb0d_0 conda-forge
pyarrow 4.0.0 pypi_0 pypi
pyasn1 0.4.8 py_0 conda-forge
pyasn1-modules 0.2.8 py_0
pycodestyle 2.7.0 pyhd8ed1ab_0 conda-forge
pycosat 0.6.3 py38h497a2fe_1006 conda-forge
pycparser 2.20 pyh9f0ad1d_2 conda-forge
pydantic 1.7.3 py38h497a2fe_1 conda-forge
pydispatcher 2.0.5 py_1 conda-forge
pydot 1.4.2 py38h578d9bd_0 conda-forge
pyfolio-reloaded 0.9.3 py38_0 ml4t
pyglet 1.5.0 pypi_0 pypi
pygments 2.8.1 pyhd8ed1ab_0 conda-forge
pygpu 0.7.6 py38hab2c0dc_1002 conda-forge
pyhamcrest 2.0.2 py_0 conda-forge
pyhdfe 0.1.0 pypi_0 pypi
pyjwt 2.0.1 pyhd8ed1ab_1 conda-forge
pykalman 0.9.5 py_1 conda-forge
pyldavis 3.3.1 pyhd8ed1ab_0 conda-forge
pymc3 3.11.2 py38h83c9d95_3 conda-forge
pymdptoolbox 4.0b3 pypi_0 pypi
pynndescent 0.5.2 pyh44b312d_0 conda-forge
pyopenssl 20.0.1 pyhd8ed1ab_0 conda-forge
pyparsing 2.4.7 pyh9f0ad1d_0 conda-forge
pyphen 0.10.0 pyhd8ed1ab_0 conda-forge
pypng 0.0.20 pypi_0 pypi
pyportfolioopt 1.4.1 pypi_0 pypi
pyqt 5.12.3 py38h578d9bd_7 conda-forge
pyqt5 5.15.4 pypi_0 pypi
pyqt5-qt5 5.15.2 pypi_0 pypi
pyqt5-sip 12.8.1 pypi_0 pypi
pyqtchart 5.15.4 pypi_0 pypi
pyqtchart-qt5 5.15.2 pypi_0 pypi
pyqtwebengine 5.12.1 py38h7400c14_7 conda-forge
pyrsistent 0.17.3 py38h497a2fe_2 conda-forge
pysocks 1.7.1 py38h578d9bd_3 conda-forge
pytables 3.6.1 py38hf9f05d5_3 conda-forge
python 3.8.8 hffdb5ce_0_cpython conda-forge
python-dateutil 2.8.1 py_0 conda-forge
python-editor 1.0.4 py_0 conda-forge
python-flatbuffers 1.12 pyhd8ed1ab_1 conda-forge
python-graphviz 0.16 pyh243d235_2 conda-forge
python-interface 1.6.1 pypi_0 pypi
python-snappy 0.6.0 pypi_0 pypi
python_abi 3.8 1_cp38 conda-forge
pythreejs 2.3.0 pyhd8ed1ab_0 conda-forge
pytz 2021.1 pyhd8ed1ab_0 conda-forge
pywavelets 1.1.1 py38hab2c0dc_3 conda-forge
pyyaml 5.4.1 py38h497a2fe_0 conda-forge
pyzmq 22.0.3 py38h2035c66_1 conda-forge
qdldl 0.1.5.post0 pypi_0 pypi
qt 5.12.9 hda022c4_4 conda-forge
qtconsole 5.0.3 pyhd8ed1ab_0 conda-forge
qtpy 1.9.0 py_0 conda-forge
quandl 3.6.1 py38h06a4308_0
queuelib 1.6.1 pyhd8ed1ab_0 conda-forge
re2 2021.04.01 h9c3ff4c_0 conda-forge
readline 8.1 h46c0cb4_0 conda-forge
regex 2021.4.4 py38h497a2fe_0 conda-forge
requests 2.25.1 pyhd3deb0d_0 conda-forge
requests-oauthlib 1.3.0 pyh9f0ad1d_0 conda-forge
retrying 1.3.3 py_2 conda-forge
rsa 4.7.2 pyh44b312d_0 conda-forge
ruamel_yaml 0.15.100 py38h27cfd23_0
s2n 1.0.0 h9b69904_0 conda-forge
s3transfer 0.4.2 pyhd8ed1ab_0 conda-forge
scikit-image 0.18.1 py38h51da96c_0 conda-forge
scikit-learn 0.23.2 pypi_0 pypi
scipy 1.4.1 pypi_0 pypi
scrapy 2.5.0 py38h578d9bd_1 conda-forge
scs 2.1.3 pypi_0 pypi
seaborn 0.11.1 ha770c72_0 conda-forge
seaborn-base 0.11.1 pyhd8ed1ab_1 conda-forge
semver 2.13.0 pyh9f0ad1d_0 conda-forge
send2trash 1.5.0 py_0 conda-forge
service_identity 18.1.0 py_0 conda-forge
setuptools 52.0.0 py38h06a4308_0
shap 0.39.0 pypi_0 pypi
shellingham 1.4.0 pyh44b312d_0 conda-forge
six 1.15.0 pyh9f0ad1d_0 conda-forge
sklearn 0.0 pypi_0 pypi
sleef 3.5.1 h7f98852_1 conda-forge
slicer 0.0.7 pyhd8ed1ab_0 conda-forge
smart-open 3.0.0 pypi_0 pypi
snappy 1.1.8 he1b5a44_3 conda-forge
snappy-manifolds 1.1.2 pypi_0 pypi
sniffio 1.2.0 py38h578d9bd_1 conda-forge
sortedcontainers 2.3.0 pyhd8ed1ab_0 conda-forge
soupsieve 2.2.1 pyhd3eb1b0_0
spacy 3.0.6 py38hfc89cab_1 conda-forge
spacy-legacy 3.0.5 pyhd8ed1ab_0 conda-forge
spherogram 2.0 pypi_0 pypi
sqlalchemy 1.4.12 pypi_0 pypi
sqlite 3.35.5 h74cdb3f_0 conda-forge
srsly 2.4.1 py38h709712a_0 conda-forge
statsmodels 0.12.2 py38h5c078b8_0 conda-forge
sympy 1.8 py38h578d9bd_0 conda-forge
sysroot_linux-64 2.17 h77966d4_10 conda-forge
ta-lib 0.4.19 py38hfeaa757_0 ml4t
tbb 2020.3 hfd86e86_0
tensorboard 2.2.2 pypi_0 pypi
tensorboard-plugin-wit 1.8.0 pyh44b312d_0 conda-forge
tensorflow 2.2.0 pypi_0 pypi
tensorflow-datasets 4.2.0 pypi_0 pypi
tensorflow-estimator 2.2.0 pypi_0 pypi
tensorflow-metadata 0.30.0 pypi_0 pypi
termcolor 1.1.0 py_2 conda-forge
terminado 0.9.4 py38h578d9bd_0 conda-forge
testpath 0.4.4 py_0 conda-forge
textacy 0.11.0 py38h578d9bd_0 conda-forge
textblob 0.15.3 py_0 conda-forge
theano-pymc 1.1.2 py38h709712a_0 conda-forge
thinc 8.0.3 py38hfc89cab_1 conda-forge
threadpoolctl 2.1.0 pyh5ca1d4c_0 conda-forge
tifffile 2021.4.8 pyhd8ed1ab_0 conda-forge
tk 8.6.10 hed695b0_1 conda-forge
toml 0.10.2 pyhd8ed1ab_0 conda-forge
tomlkit 0.7.0 py38h578d9bd_3 conda-forge
toolz 0.11.1 py_0 conda-forge
torch 1.8.1 pypi_0 pypi
tornado 6.1 py38h497a2fe_1 conda-forge
tqdm 4.60.0 pyhd8ed1ab_0 conda-forge
trading-calendars 2.1.1 pyhd3deb0d_0 conda-forge
traitlets 5.0.5 py_0 conda-forge
traittypes 0.2.1 pyh9f0ad1d_2 conda-forge
twisted 21.2.0 py38h497a2fe_0 conda-forge
typer 0.3.2 pyhd8ed1ab_0 conda-forge
typing-extensions 3.10.0.0 pypi_0 pypi
umap-learn 0.5.1 py38h578d9bd_1 conda-forge
urllib3 1.26.4 pyhd8ed1ab_0 conda-forge
w3lib 1.22.0 pyh9f0ad1d_0 conda-forge
wasabi 0.8.2 pyh44b312d_0 conda-forge
wcwidth 0.2.5 pyh9f0ad1d_2 conda-forge
webencodings 0.5.1 py_1 conda-forge
werkzeug 1.0.1 pyh9f0ad1d_0 conda-forge
wheel 0.36.2 pyhd3deb0d_0 conda-forge
widgetsnbextension 3.5.1 py38h578d9bd_4 conda-forge
wordcloud 1.8.1 py38h497a2fe_1 conda-forge
wrapt 1.12.1 py38h497a2fe_3 conda-forge
x264 1!161.3030 h7f98852_1 conda-forge
xarray 0.17.0 pyhd8ed1ab_0 conda-forge
xgboost 1.4.1 pypi_0 pypi
xlrd 2.0.1 pyhd8ed1ab_3 conda-forge
xorg-kbproto 1.0.7 h14c3975_1002 conda-forge
xorg-libice 1.0.10 h516909a_0 conda-forge
xorg-libsm 1.2.3 hd9c2040_1000 conda-forge
xorg-libx11 1.7.0 h36c2ea0_0 conda-forge
xorg-libxext 1.3.4 h7f98852_1 conda-forge
xorg-libxrender 0.9.10 h7f98852_1003 conda-forge
xorg-renderproto 0.11.1 h14c3975_1002 conda-forge
xorg-xextproto 7.3.0 h14c3975_1002 conda-forge
xorg-xproto 7.0.31 h14c3975_1007 conda-forge
xz 5.2.5 h516909a_1 conda-forge
yaml 0.2.5 h516909a_0 conda-forge
yarl 1.6.3 py38h497a2fe_1 conda-forge
yellowbrick 1.2.1 pypi_0 pypi
yfinance 0.1.59 py_0 ml4t
zeromq 4.3.4 h9c3ff4c_0 conda-forge
zfp 0.5.5 h9c3ff4c_5 conda-forge
zipline-reloaded 2.0.0 pypi_0 pypi
zipp 3.4.1 pyhd8ed1ab_0 conda-forge
zlib 1.2.11 h516909a_1010 conda-forge
zope.interface 5.4.0 py38h497a2fe_0 conda-forge
zstd 1.4.9 ha95c52a_0 conda-forge
Description of Issue
I'm trying to follow single alpha factor example (https://github.com/stefan-jansen/machine-learning-for-trading/blob/master/04_alpha_factor_research/04_single_factor_zipline.ipynb) using Binance 1m OHCLV data with always open calendar, but I'm getting ValueError: Unable to determine domain for Pipeline. error even if I pass GENERIC domain.
- What did you expect to happen? Things to run like with quandl data.
- What happened instead? I got
ValueError: Unable to determine domain for Pipeline.error.
Here is how you can reproduce this issue on your machine:
Reproduction Steps
- Download Binance 1m data and ingest
- Copy
04_single_factor_ziplineexample with modifications in therun_algorithm(below) - Try to run
run_algorithm
result = run_algorithm(start=start,
end=end,
initialize=initialize,
before_trading_start=before_trading_start,
capital_base=1e7,
bundle='binance',
data_frequency='minute',
trading_calendar=get_calendar('24/7')
)
What steps have you taken to resolve this already?
I tried to import GENERIC domain and add it manually to Pipeline but didn't work. I'm a total newbie with Zipline, so I have no idea how to debug this further.
from zipline.pipeline.domain import GENERIC
...
def compute_factors():
mean_reversion = MeanReversion()
dollar_volume = AverageDollarVolume(window_length=MONTH)
return Pipeline(columns={'longs': mean_reversion.bottom(N_LONGS),
'shorts': mean_reversion.top(N_SHORTS),
'ranking': mean_reversion.rank(ascending=False)},
screen=dollar_volume.top(VOL_SCREEN), domain=GENERIC)
from zipline.pipeline.domain import EquityCalendarDomain
and change domain=EquityCalendarDomain("??", "24/7") in Pipeline()
In my case, ?? is from checking the assets-7.sqlite file in the ingested data
replace ?? with the country_code in the exchanges table in assets-7.sqlite and 24/7 with desired calendar_name
I believe there is a way to specify the country_code during ingest somehow, but I haven't figure our how..
