Environment

name: ml4t channels:

fastai
bashtage
ml4t
conda-forge
defaults
anaconda dependencies:
_py-xgboost-mutex=2.0
_pytorch_select=0.1
_tflow_select=2.3.0
abseil-cpp=20210324.2
absl-py=0.13.0
aiohttp=3.7.4.post0
alembic=1.7.1
alphalens-reloaded=0.4.2
anyio=3.3.0
appdirs=1.4.4
arch=4.15
argon2-cffi=20.1.0
arrow-cpp=5.0.0
arviz=0.11.2
astor=0.8.1
astunparse=1.6.3
async-timeout=3.0.1
attrs=21.2.0
automat=20.2.0
autopep8=1.5.7
aws-c-cal=0.5.11
aws-c-common=0.6.2
aws-c-event-stream=0.2.7
aws-c-io=0.10.5
aws-checksums=0.1.11
aws-sdk-cpp=1.8.186
babel=2.9.1
backcall=0.2.0
backports=1.0
backports.functools_lru_cache=1.6.4
bcolz-zipline=1.2.4
bcrypt=3.2.0
beautifulsoup4=4.10.0
blas=1.0
bleach=4.1.0
blinker=1.4
blosc=1.21.0
bokeh=2.3.3
bottleneck=1.3.2
box2d-py=2.3.8
bqplot=0.12.30
brotli=1.0.9
brotli-bin=1.0.9
brotlipy=0.7.0
bzip2=1.0.8
c-ares=1.17.2
ca-certificates=2021.5.30
cachetools=4.2.2
cairo=1.16.0
catalogue=2.0.5
catboost=0.26.1
certifi=2021.5.30
cffi=1.14.6
cfitsio=3.470
cftime=1.5.0
chardet=4.0.0
charls=2.2.0
charset-normalizer=2.0.0
click=7.1.2
cloudpickle=1.6.0
colorama=0.4.4
colorlover=0.3.0
conda=4.10.3
conda-package-handling=1.7.3
constantly=15.1.0
cryptography=3.4.7
cssselect=1.1.0
curl=7.78.0
cycler=0.10.0
cymem=2.0.5
cython=0.29.24
cython-blis=0.7.4
cytoolz=0.11.0
dask-core=2021.9.0
dataclasses=0.8
debugpy=1.4.1
decorator=4.4.2
defusedxml=0.7.1
dill=0.3.4
empyrical-reloaded=0.5.8
entrypoints=0.3
expat=2.4.1
fastprogress=1.0.0
ffmpeg=4.3.1
filelock=3.0.12
font-ttf-dejavu-sans-mono=2.37
font-ttf-inconsolata=3.000
font-ttf-source-code-pro=2.038
font-ttf-ubuntu=0.83
fontconfig=2.13.1
fonts-conda-ecosystem=1
fonts-conda-forge=1
freetype=2.10.4
fribidi=1.0.10
fsspec=2021.8.1
funcy=1.16
future=0.18.2
gast=0.4.0
gensim=3.8.3
getopt-win32=0.1
gettext=0.19.8.1
gflags=2.2.2
giflib=5.2.1
glog=0.5.0
google-auth=1.35.0
google-auth-oauthlib=0.4.6
google-pasta=0.2.0
googleapis-common-protos=1.53.0
graphite2=1.3.13
graphviz=2.49.0
greenlet=1.1.1
grpc-cpp=1.39.1
grpcio=1.38.1
gts=0.7.6
gym=0.19.0
gym-box2d=0.19.0
h2=3.2.0
h5py=2.10.0
harfbuzz=2.9.1
hdbscan=0.8.27
hdf4=4.2.15
hdf5=1.10.6
hpack=3.0.0
html5lib=1.1
hyperframe=5.2.0
hyperlink=21.0.0
icu=68.1
idna=3.1
imagecodecs=2021.6.8
imageio=2.9.0
importlib-metadata=4.8.1
importlib_metadata=4.8.1
importlib_resources=5.2.2
incremental=21.3.0
inflection=0.5.1
intel-openmp=2019.4
intervaltree=3.0.2
ipydatawidgets=4.2.0
ipykernel=6.3.1
ipython=7.27.0
ipython_genutils=0.2.0
ipyvolume=0.6.0a8
ipywebrtc=0.6.0
ipywidgets=7.6.4
iso3166=1.0.1
iso4217=1.6.20180829
itemadapter=0.4.0
itemloaders=1.0.4
jbig=2.1
jedi=0.18.0
jellyfish=0.8.2
jinja2=3.0.1
jmespath=0.10.0
joblib=1.0.1
jpeg=9d
json5=0.9.5
jsonschema=3.2.0
jupyter=1.0.0
jupyter_client=7.0.2
jupyter_console=6.4.0
jupyter_contrib_core=0.3.3
jupyter_contrib_nbextensions=0.5.1
jupyter_core=4.7.1
jupyter_highlight_selected_word=0.2.0
jupyter_latex_envs=1.4.6
jupyter_nbextensions_configurator=0.4.1
jupyter_server=1.10.2
jupyterlab=3.1.11
jupyterlab_server=2.8.1
jupyterlab_widgets=1.0.1
jxrlib=1.1
keras-applications=1.0.8
keras-preprocessing=1.1.2
kiwisolver=1.3.2
krb5=1.19.2
lcms2=2.12
lerc=2.2.1
libaec=1.0.5
libblas=3.8.0
libbrotlicommon=1.0.9
libbrotlidec=1.0.9
libbrotlienc=1.0.9
libcblas=3.8.0
libclang=11.1.0
libcurl=7.78.0
libdeflate=1.7
libffi=3.3
libgd=2.3.2
libglib=2.68.4
libgpuarray=0.7.6
libiconv=1.16
liblapack=3.8.0
libmklml=2019.0.5
libnetcdf=4.8.1
libpng=1.6.37
libprotobuf=3.16.0
libpython=2.0
libsodium=1.0.18
libssh2=1.10.0
libthrift=0.14.2
libtiff=4.3.0
libutf8proc=2.6.1
libwebp=1.2.1
libwebp-base=1.2.1
libxcb=1.13
libxgboost=1.4.0
libxml2=2.9.12
libxslt=1.1.33
libzip=1.8.0
libzopfli=1.0.3
lightgbm=3.2.1
linearmodels=4.24
llvmlite=0.36.0
locket=0.2.0
logbook=1.5.3
lru-dict=1.1.7
lxml=4.6.3
lz4-c=1.9.3
m2w64-binutils=2.25.1
m2w64-bzip2=1.0.6
m2w64-crt-git=5.0.0.4636.2595836
m2w64-gcc=5.3.0
m2w64-gcc-ada=5.3.0
m2w64-gcc-fortran=5.3.0
m2w64-gcc-libgfortran=5.3.0
m2w64-gcc-libs=5.3.0
m2w64-gcc-libs-core=5.3.0
m2w64-gcc-objc=5.3.0
m2w64-gmp=6.1.0
m2w64-headers-git=5.0.0.4636.c0ad18a
m2w64-isl=0.16.1
m2w64-libiconv=1.14
m2w64-libmangle-git=5.0.0.4509.2e5a9a2
m2w64-libwinpthread-git=5.0.0.4634.697f757
m2w64-make=4.1.2351.a80a8b8
m2w64-mpc=1.0.3
m2w64-mpfr=3.1.4
m2w64-pkg-config=0.29.1
m2w64-toolchain=5.3.0
m2w64-tools-git=5.0.0.4592.90b8472
m2w64-windows-default-manifest=6.4
m2w64-winpthreads-git=5.0.0.4634.697f757
m2w64-zlib=1.2.8
mako=1.1.5
markdown=3.3.4
markupsafe=2.0.1
matplotlib=3.4.3
matplotlib-base=3.4.3
matplotlib-inline=0.1.3
menuinst=1.4.17
mistune=0.8.4
mkl=2019.4
mkl-service=2.3.0
mock=4.0.3
more-itertools=8.9.0
mplfinance=0.12.7a17
mpmath=1.2.1
msys2-conda-epoch=20160418
multidict=5.1.0
multipledispatch=0.6.0
multitasking=0.0.9
murmurhash=1.0.5
mypy_extensions=0.4.3
nb_conda=2.2.1
nb_conda_kernels=2.3.1
nbclassic=0.3.1
nbconvert=5.6.1
nbformat=5.1.3
nest-asyncio=1.5.1
netcdf4=1.5.7
networkx=2.6.2
ninja=1.10.2
nltk=3.6.2
notebook=6.4.3
numba=0.53.1
numexpr=2.7.3
numpy=1.21.2
oauthlib=3.1.1
olefile=0.46
opencv-python-headless=4.5.3.56
openjpeg=2.4.0
openssl=1.1.1l
opt_einsum=3.3.0
packaging=21.0
pandas=1.2.5
pandas-datareader=0.10.0
pandoc=2.14.2
pandocfilters=1.4.2
pango=1.48.9
parquet-cpp=1.5.1
parsel=1.6.0
parso=0.8.2
partd=1.2.0
pathy=0.6.0
patsy=0.5.1
pcre=8.45
pickleshare=0.7.5
pillow=8.3.2
pip=21.2.4
pixman=0.40.0
plotly=5.3.1
pooch=1.5.1
preshed=3.0.5
priority=1.3.0
prometheus_client=0.11.0
promise=2.3
prompt-toolkit=3.0.20
prompt_toolkit=3.0.20
property-cached=1.6.4
property_cached=1.6.4
protego=0.1.16
protobuf=3.16.0
pthread-stubs=0.4
py-xgboost=1.4.0
pyarrow=5.0.0
pyasn1=0.4.8
pyasn1-modules=0.2.7
pycodestyle=2.7.0
pycosat=0.6.3
pycparser=2.20
pydantic=1.8.2
pydispatcher=2.0.5
pydot=1.4.2
pyfolio-reloaded=0.9.4
pyglet=1.5.16
pygments=2.10.0
pygpu=0.7.6
pyjwt=2.1.0
pykalman=0.9.5
pyldavis=3.3.1
pymc3=3.11.4
pynndescent=0.5.4
pyopenssl=20.0.1
pyparsing=2.4.7
pyphen=0.11.0
pyqt=5.12.3
pyqt-impl=5.12.3
pyqt5-sip=4.19.18
pyqtchart=5.12
pyqtwebengine=5.12.1
pyreadline=2.1
pyrsistent=0.17.3
pysocks=1.7.1
pytables=3.6.1
python=3.8.10
python-dateutil=2.8.2
python-graphviz=0.17
python-interface=1.6.0
python_abi=3.8
pythreejs=2.3.0
pytorch=1.6.0
pytz=2021.1
pyu2f=0.1.5
pywavelets=1.1.1
pywin32=301
pywinpty=1.1.4
pyyaml=5.4.1
pyzmq=22.2.1
qt=5.12.9
qtconsole=5.1.1
qtpy=1.11.0
quandl=3.4.6
queuelib=1.6.2
re2=2021.09.01
regex=2021.8.28
requests=2.26.0
requests-oauthlib=1.3.0
requests-unixsocket=0.2.0
rsa=4.7.2
ruamel_yaml=0.15.80
scikit-image=0.18.3
scikit-learn=0.24.2
scipy=1.7.1
scrapy=2.5.0
seaborn=0.11.2
seaborn-base=0.11.2
semver=2.13.0
send2trash=1.8.0
service_identity=18.1.0
setuptools=58.0.3
shap=0.39.0
shellingham=1.4.0
six=1.15.0
slicer=0.0.7
smart_open=5.2.1
snappy=1.1.8
sniffio=1.2.0
sortedcontainers=2.4.0
soupsieve=2.0.1
spacy=3.1.2
spacy-legacy=3.0.8
sqlalchemy=1.4.23
sqlite=3.36.0
srsly=2.4.1
statsmodels=0.12.2
sympy=1.8
ta-lib=0.4.19
tbb=2020.2
tenacity=8.0.1
tensorboard=2.6.0
tensorboard-data-server=0.6.0
tensorboard-plugin-wit=1.8.0
tensorflow=2.3.0
tensorflow-base=2.3.0
tensorflow-datasets=4.3.0
tensorflow-estimator=2.5.0
tensorflow-metadata=0.14.0
termcolor=1.1.0
terminado=0.12.1
testpath=0.5.0
textacy=0.11.0
textblob=0.15.3
theano-pymc=1.1.2
thinc=8.0.10
threadpoolctl=2.2.0
tifffile=2021.7.2
tk=8.6.11
toml=0.10.2
toolz=0.11.1
tornado=6.1
tqdm=4.62.2
trading-calendars=2.1.1
traitlets=5.1.0
traittypes=0.2.1
twisted=21.7.0
twisted-iocpsupport=1.0.1
typer=0.3.2
typing-extensions=3.10.0.0
typing_extensions=3.10.0.0
ucrt=10.0.20348.0
umap-learn=0.5.1
urllib3=1.26.6
vc=14.2
vs2015_runtime=14.29.30037
vs2017_win-64=19.16.27038
vswhere=2.8.4
w3lib=1.22.0
wasabi=0.8.2
wcwidth=0.2.5
webencodings=0.5.1
websocket-client=0.57.0
werkzeug=2.0.1
wheel=0.37.0
widgetsnbextension=3.5.1
win_inet_pton=1.1.0
winpty=0.4.3
wordcloud=1.8.1
wrapt=1.12.1
xarray=0.19.0
xgboost=1.4.0
xlrd=2.0.1
xorg-kbproto=1.0.7
xorg-libice=1.0.10
xorg-libsm=1.2.3
xorg-libx11=1.7.2
xorg-libxau=1.0.9
xorg-libxdmcp=1.1.3
xorg-libxext=1.3.4
xorg-libxpm=3.5.13
xorg-libxt=1.2.1
xorg-xextproto=7.3.0
xorg-xproto=7.0.31
xz=5.2.5
yaml=0.2.5
yarl=1.6.3
yellowbrick=1.3.post1
yfinance=0.1.63
zeromq=4.3.4
zfp=0.5.5
zipline-reloaded=2.1.1
zipp=3.5.0
zlib=1.2.11
zope.interface=5.4.0
zstd=1.5.0
pip:
- backtrader==1.9.76.123
- cvxpy==1.1.15
- ecos==2.0.7.post1
- livelossplot==0.5.4
- osqp==0.6.2.post0
- pymdptoolbox==4.0b3
- pyportfolioopt==1.4.2
- qdldl==0.1.5.post0
- scs==2.1.2

Operating System: (Windows Version or $ uname --all)
Python Version: $ python --version
Python Bitness: $ python -c 'import math, sys;print(int(math.log(sys.maxsize + 1, 2) + 1))'
How did you install Zipline: (pip, conda, or other (please explain))
Python packages: $ pip freeze or $ conda list

When i try to run the basic zipline example from https://zipline.ml4trading.io/beginner-tutorial.html

%load_ext zipline

%%zipline --start 2016-1-1 --end 2018-1-1 -o buyapple_out.pickle --no-benchmark from zipline.api import symbol, order, record

def initialize(context): pass

def handle_data(context, data): order(symbol('AAPL'), 10) record(AAPL=data[symbol('AAPL')].price)

I get a TypeError: "zipline._protocol.BarData' object is not subscriptable" I set my api key & ingested the quandl data.

What am I missing out here?

zipline issue

Nov 09 '21 14:11 kmeans27

I have the same issue. I have the feeling the tutorial is not for the newest version of zipline 2.2.0. But it is just a guess.

Nov 11 '21 07:11 mike576

so data[] got deprecated in 2.0 then it removed for 2.2.0 As said the doc is not updated. Here is a working version with 2.2.0:

from zipline import run_algorithm
import pandas as pd
import pandas_datareader.data as web
from zipline.assets import Equity
from zipline.api import symbol, order, record

def initialize(context):
    context.i = 0
    context.asset = symbol('AAPL')


def handle_data(context, data):
    order(symbol('AAPL'), 1.0)
    #record(AAPL=data[symbol('AAPL')].price)
    record(data.current(symbol('AAPL'),"close"))
    

start = pd.Timestamp('2014')
end = pd.Timestamp('2018')

sp500 = web.DataReader('SP500', 'fred', start, end).SP500
benchmark_returns = sp500.pct_change()

result = run_algorithm(start=start.tz_localize('UTC'),
                       end=end.tz_localize('UTC'),
                       initialize=initialize,
                       handle_data=handle_data,
                       capital_base=100000,
                       benchmark_returns=benchmark_returns,
                       bundle='quandl',
                       data_frequency='daily')

Nov 11 '21 07:11 mike576

Confirming that @mike576's fix:

record(data.current(symbol('AAPL'),"close"))

does work in a notebook cell.

The code in the tutorial for what to put in a notebook cell is incorrect.

record(AAPL=data[symbol('AAPL')].price)

The code in the section A simple example is the similar to @mike576's.

record(AAPL=data.current(symbol('AAPL'), 'price'))

I didn't read the tutorial carefully enough and should have compared the code in both sections.

Thanks @mike576 !

Aug 19 '22 00:08 russtoku

@.***邮箱联系我，谢谢！

Aug 19 '22 00:08 andycwang

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buyapple.py example: TypeError: 'zipline._protocol.BarData' object is not subscriptable

Environment

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buyapple.py example: TypeError: 'zipline._protocol.BarData' object is not subscriptable

Environment

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