machine-learning-for-trading
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stefan-jansen
Chapter 18. 08_backtesting_with_zipline.ipynb Error
Describe the bug I checked the following error while running Chapter 18. 08_backtesting_with_zipline.ipynb What should I do?
This book is very helpful to my study. Thank you.
Import&Settings
from pathlib import Path
from collections import defaultdict
from time import time
import warnings
import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
import pandas_datareader.data as web
from logbook import Logger, StderrHandler, INFO, WARNING
from zipline import run_algorithm
from zipline.api import (attach_pipeline, pipeline_output,
date_rules, time_rules, record,
schedule_function, commission, slippage,
set_slippage, set_commission, set_max_leverage,
order_target, order_target_percent,
get_open_orders, cancel_order)
from zipline.data import bundles
from zipline.utils.run_algo import load_extensions
from zipline.pipeline import Pipeline, CustomFactor
from zipline.pipeline.data import Column, DataSet
from zipline.pipeline.domain import US_EQUITIES
from zipline.pipeline.filters import StaticAssets
from zipline.pipeline.loaders import USEquityPricingLoader
from zipline.pipeline.loaders.frame import DataFrameLoader
from trading_calendars import get_calendar
import pyfolio as pf
from pyfolio.plotting import plot_rolling_returns, plot_rolling_sharpe
from pyfolio.timeseries import forecast_cone_bootstrap
from alphalens.tears import (create_returns_tear_sheet,
create_summary_tear_sheet,
create_full_tear_sheet)
from alphalens.performance import mean_return_by_quantile
from alphalens.plotting import plot_quantile_returns_bar
from alphalens.utils import get_clean_factor_and_forward_returns, rate_of_return
Alphalens Analysis
def get_trade_prices(tickers):
prices = (pd.read_hdf(DATA_STORE, 'quandl/wiki/prices').swaplevel().sort_index())
prices.index.names = ['symbol', 'date']
prices = prices.loc[idx[tickers, '2010':'2018'], 'adj_open']
return (prices
.unstack('symbol')
.sort_index()
.shift(-1)
.tz_localize('UTC'))
predictions = (pd.read_hdf(results_path / 'predictions.h5', 'predictions')
.iloc[:, :4]
.mean(1)
.to_frame('prediction'))
factor = (predictions
.unstack('symbol')
.asfreq('D')
.dropna(how='all')
.stack()
.tz_localize('UTC', level='date')
.sort_index())
tickers = factor.index.get_level_values('symbol').unique()
trade_prices = get_trade_prices(tickers).dropna()
factor_data = get_clean_factor_and_forward_returns(factor=factor,
prices=trade_prices,
quantiles=5,
max_loss=1.0,
periods=(1, 5, 10, 21)).sort_index()
Load zipline extensions
load_extensions(default=True,
extensions=[],
strict=True,
environ=None)
log_handler = StderrHandler(format_string='[{record.time:%Y-%m-%d %H:%M:%S.%f}]: ' +
'{record.level_name}: {record.func_name}: {record.message}',
level=WARNING)
log_handler.push_application()
log = Logger('Algorithm')
Algo Params
N_LONGS = 25
N_SHORTS = 25
MIN_POSITIONS = 10
Load Data
def load_predictions(bundle):
predictions = (pd.read_hdf(results_path / 'predictions.h5', 'predictions')
.iloc[:, :4]
.mean(1)
.to_frame('prediction'))
tickers = predictions.index.get_level_values('symbol').unique().tolist()
assets = bundle.asset_finder.lookup_symbols(tickers, as_of_date=None)
predicted_sids = pd.Int64Index([asset.sid for asset in assets])
ticker_map = dict(zip(tickers, predicted_sids))
return (predictions
.unstack('symbol')
.rename(columns=ticker_map)
.prediction
.tz_localize('UTC')), assets
Others codes is Same as GitHub example
Initialize Algorithm
def initialize(context):
context.longs = context.shorts = None
set_slippage(slippage.FixedSlippage(spread=0.00))
schedule_function(rebalance,
date_rules.every_day(),
time_rules.market_open(hours=1, minutes=30))
schedule_function(record_vars,
date_rules.every_day(),
time_rules.market_close())
pipeline = compute_signals()
attach_pipeline(pipeline, 'signals')
def before_trading_start(context, data):
output = pipeline_output('signals')
longs = pipeline_output('signals').longs.astype(int)
shorts = pipeline_output('signals').shorts.astype(int)
holdings = context.portfolio.positions.keys()
if longs.sum() > MIN_POSITIONS and shorts.sum() > MIN_POSITIONS:
context.longs = longs[longs!=0].index
context.shorts = shorts[shorts!=0].index
context.divest = holdings - set(context.longs) - set(context.shorts)
else:
context.longs = context.shorts = pd.Index([])
context.divest = set(holdings)
def rebalance(context, data):
for symbol, open_orders in get_open_orders().items():
for open_order in open_orders:
cancel_order(open_order)
for stock in context.divest:
order_target(stock, target=0)
if not (context.longs.empty and context.shorts.empty):
for stock in context.shorts:
order_target_percent(stock, -1 / len(context.shorts) / 2)
for stock in context.longs:
order_target_percent(stock, 1 / len(context.longs))
def record_vars(context, data):
record(leverage=context.account.leverage,
longs=context.longs,
shorts=context.shorts)
Run Algorithm
dates = predictions.index.get_level_values('date')
start_date, end_date = dates.min(), dates.max()
start = time()
results = run_algorithm(start=start_date,
end=end_date,
initialize=initialize,
before_trading_start=before_trading_start,
capital_base=1e5,
data_frequency='daily',
bundle='quandl',
custom_loader=signal_loader) # need to modify zipline
PyFolio Analysis
returns, positions, transactions = pf.utils.extract_rets_pos_txn_from_zipline(results)
benchmark = web.DataReader('SP500', 'fred', '2011', '2017').squeeze()
benchmark = benchmark.pct_change().tz_localize('UTC')
Custom Plots
LIVE_DATE = '2016-01-01'
fig, axes = plt.subplots(ncols=2, figsize=(16, 5))
plot_rolling_returns(returns,
factor_returns=benchmark,
live_start_date=LIVE_DATE,
logy=False,
cone_std=2,
legend_loc='best',
volatility_match=False,
cone_function=forecast_cone_bootstrap,
ax=axes[0])
plot_rolling_sharpe(returns, ax=axes[1], rolling_window=63)
axes[0].set_title('Cumulative Returns - In and Out-of-Sample')
axes[1].set_title('Rolling Sharpe Ratio (3 Months)')
fig.tight_layout()
fig.savefig((results_path / 'pyfolio_out_of_sample').as_posix(), dpi=300)
KeyError: "Passing list-likes to .loc or [] with any missing labels is no longer supported. The following labels were missing: DatetimeIndex(['2011-04-27 00:00:00+00:00', '2011-04-28 00:00:00+00:00',\n '2011-04-29 00:00:00+00:00', '2011-05-02 00:00:00+00:00',\n '2011-05-03 00:00:00+00:00',\n ...\n '2017-12-21 00:00:00+00:00', '2017-12-22 00:00:00+00:00',\n '2017-12-26 00:00:00+00:00', '2017-12-27 00:00:00+00:00',\n '2017-12-28 00:00:00+00:00'],\n dtype='datetime64[ns, UTC]', length=493, freq=None). See [https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#deprecate-loc-reindex-listlike"](https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#deprecate-loc-reindex-listlike%22)
error screenshot
- OS/Version:[Windows10]
Additional context Add any other context about the problem here.
Hi @silent0506, this looks like a version conflict. Which alphalens, pandas etc versions are you using?
Hi @silent0506, this looks like a version conflict. Which alphalens, pandas etc versions are you using?
This is my library version.
(ch17.deeplearning > 05_backtesting_with_zipline.ipynb is work well. i don't know why this above file is not working)
stefan, thank you for checking it.
| _py-xgboost-mutex | 2 |
|---|---|
| _pytorch_select | 0.1 |
| _tflow_select | 2.3.0 |
| abseil-cpp | 20210324.2 |
| absl-py | 1.0.0 |
| aiohttp | 3.8.1 |
| aiosignal | 1.2.0 |
| alembic | 1.7.5 |
| alphalens-reloaded | 0.4.2 |
| anyio | 3.5.0 |
| appdirs | 1.4.4 |
| arch | 4.15 |
| argon2-cffi | 21.3.0 |
| argon2-cffi-bindings | 21.2.0 |
| arrow-cpp | 6.0.1 |
| arviz | 0.11.4 |
| astor | 0.8.1 |
| asttokens | 2.0.5 |
| astunparse | 1.6.3 |
| async-timeout | 4.0.2 |
| attrs | 21.4.0 |
| automat | 20.2.0 |
| autopep8 | 1.6.0 |
| 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 |
| backports.functools_lru_ca | che 1.6.4 |
| backtrader | 1.9.76.123 |
| bcolz-zipline | 1.2.4 |
| bcrypt | 3.2.0 |
| beautifulsoup4 | 4.10.0 |
| black | 21.12b0 |
| blas | 1 |
| bleach | 4.1.0 |
| blinker | 1.4 |
| blosc | 1.21.0 |
| bokeh | 2.4.2 |
| bottleneck | 1.3.2 |
| box2d-py | 2.3.8 |
| bqplot | 0.12.32 |
| brotli | 1.0.9 |
| brotli-bin | 1.0.9 |
| brotlipy | 0.7.0 |
| bzip2 | 1.0.8 |
| c-ares | 1.18.1 |
| c-blosc2 | 2.0.4 |
| ca-certificates | 2021.10.26 |
| cachetools | 4.2.4 |
| cairo | 1.16.0 |
| catalogue | 2.0.6 |
| catboost | 1.0.4 |
| certifi | 2021.10.8 |
| cffi | 1.15.0 |
| cfitsio | 4.0.0 |
| cftime | 1.5.1.1 |
| charls | 2.2.0 |
| charset-normalizer | 2.0.10 |
| click | 8.0.3 |
| cloudpickle | 2.0.0 |
| colorama | 0.4.4 |
| colorlover | 0.3.0 |
| conda | 4.11.0 |
| conda-package-handling | 1.7.3 |
| constantly | 15.1.0 |
| cryptography | 36.0.1 |
| cssselect | 1.1.0 |
| curl | 7.81.0 |
| cvxpy | 1.1.18 |
| cycler | 0.11.0 |
| cymem | 2.0.6 |
| cython | 0.29.26 |
| cython-blis | 0.7.5 |
| cytoolz | 0.11.2 |
| dask-core | 2022.1.0 |
| dataclasses | 0.8 |
| debugpy | 1.5.1 |
| decorator | 5.1.1 |
| defusedxml | 0.7.1 |
| dill | 0.3.4 |
| ecos | 2.0.10 |
| empyrical-reloaded | 0.5.8 |
| entrypoints | 0.3 |
| enum34 | 1.1.10 |
| et_xmlfile | 1.1.0 |
| exchange-calendars | 3.3 |
| executing | 0.8.2 |
| expat | 2.4.2 |
| fastprogress | 1.0.0 |
| ffmpeg | 4.3.1 |
| filelock | 3.4.2 |
| flit-core | 3.6.0 |
| font-ttf-dejavu-sans-mono | 2.37 |
| font-ttf-inconsolata | 3 |
| font-ttf-source-code-pro | 2.038 |
| font-ttf-ubuntu | 0.83 |
| fontconfig | 2.13.1 |
| fonts-conda-ecosystem | 1 |
| fonts-conda-forge | 1 |
| fonttools | 4.28.5 |
| freetype | 2.10.4 |
| fribidi | 1.0.10 |
| frozenlist | 1.2.0 |
| fsspec | 2022.1.0 |
| funcy | 1.17 |
| 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 | 2.3.3 |
| google-auth-oauthlib | 0.4.6 |
| google-pasta | 0.2.0 |
| googleapis-common-protos | 1.54.0 |
| graphite2 | 1.3.13 |
| graphviz | 2.47.1 |
| greenlet | 1.1.2 |
| grpc-cpp | 1.42.0 |
| grpcio | 1.43.0 |
| gts | 0.7.6 |
| gym | 0.21.0 |
| gym-box2d | 0.21.0 |
| h2 | 3.2.0 |
| h5py | 2.10.0 |
| harfbuzz | 2.8.0 |
| 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 | 68.2 |
| idna | 3.3 |
| imagecodecs | 2021.11.20 |
| imageio | 2.13.5 |
| importlib-metadata | 4.10.0 |
| importlib_metadata | 4.10.0 |
| importlib_resources | 5.4.0 |
| incremental | 21.3.0 |
| inflection | 0.5.1 |
| intel-openmp | 2019.4 |
| intervaltree | 3.1.0 |
| ipydatawidgets | 4.2.0 |
| ipykernel | 6.7.0 |
| ipython | 8.0.0 |
| ipython_genutils | 0.2.0 |
| ipyvolume | 0.6.0a8 |
| ipywebrtc | 0.6.0 |
| ipywidgets | 7.6.5 |
| iso3166 | 2.0.2 |
| iso4217 | 1.6.20180829 |
| itemadapter | 0.4.0 |
| itemloaders | 1.0.4 |
| jbig | 2.1 |
| jedi | 0.18.1 |
| jellyfish | 0.9.0 |
| jinja2 | 3.0.3 |
| jmespath | 0.10.0 |
| joblib | 1.1.0 |
| jpeg | 9d |
| json5 | 0.9.6 |
| jsonschema | 4.4.0 |
| jupyter | 1.0.0 |
| jupyter_client | 7.1.1 |
| jupyter_console | 6.4.0 |
| jupyter_contrib_core | 0.3.3 |
| jupyter_contrib_nbextensio | ns 0.5.1 |
| jupyter_core | 4.9.1 |
| jupyter_highlight_selected | _word 0.2.0 |
| jupyter_latex_envs | 1.4.6 |
| jupyter_nbextensions_confi | gurator 0.4.1 |
| jupyter_server | 1.13.3 |
| jupyterlab | 3.2.8 |
| jupyterlab_server | 2.10.3 |
| jupyterlab_widgets | 1.0.2 |
| jxrlib | 1.1 |
| keras | 2.2.4 |
| keras-applications | 1.0.8 |
| keras-preprocessing | 1.1.2 |
| kiwisolver | 1.3.2 |
| korean_lunar_calendar | 0.2.1 |
| krb5 | 1.19.2 |
| langcodes | 3.3.0 |
| lcms2 | 2.12 |
| lerc | 3 |
| libaec | 1.0.6 |
| 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 | 7.81.0 |
| libdeflate | 1.8 |
| libffi | 3.4.2 |
| libgd | 2.3.3 |
| libglib | 2.70.2 |
| libgpuarray | 0.7.6 |
| libiconv | 1.16 |
| liblapack | 3.8.0 |
| libmklml | 2019.0.5 |
| libnetcdf | 4.8.1 |
| libpng | 1.6.37 |
| libprotobuf | 3.19.3 |
| libpython | 2.1 |
| libsodium | 1.0.18 |
| libssh2 | 1.10.0 |
| libthrift | 0.15.0 |
| libtiff | 4.3.0 |
| libutf8proc | 2.7.0 |
| libwebp | 1.2.1 |
| libwebp-base | 1.2.1 |
| libxcb | 1.13 |
| libxgboost | 1.5.0 |
| libxml2 | 2.9.12 |
| libxslt | 1.1.34 |
| libzip | 1.8.0 |
| libzlib | 1.2.11 |
| libzopfli | 1.0.3 |
| lightgbm | 3.3.2 |
| linearmodels | 4.24 |
| livelossplot | 0.5.4 |
| llvmlite | 0.36.0 |
| locket | 0.2.1 |
| logbook | 1.5.3 |
| lru-dict | 1.1.7 |
| lxml | 4.7.1 |
| lz4-c | 1.9.3 |
| m2w64-binutils | 2.25.1 |
| m2w64-bzip2 | 1.0.6 |
| m2w64-crt-git | 5.0.0.4636.259 |
| 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.c0a |
| m2w64-isl | 0.16.1 |
| m2w64-libiconv | 1.14 |
| m2w64-libmangle-git | 5.0.0.4509.2e5 |
| m2w64-libwinpthread-git | 5.0.0.4634.697 |
| m2w64-make | 4.1.2351.a80a8 |
| m2w64-mpc | 1.0.3 |
| m2w64-mpfr | 3.1.4 |
| m2w64-pkg-config | 0.29.1 |
| m2w64-toolchain | 5.3.0 |
| m2w64-tools-git | 5.0.0.4592.90b |
| m2w64-windows-default-mani | fest 6.4 |
| m2w64-winpthreads-git | 5.0.0.4634.697 |
| m2w64-zlib | 1.2.8 |
| mako | 1.1.6 |
| markdown | 3.3.6 |
| markupsafe | 2.0.1 |
| matplotlib | 3.5.1 |
| matplotlib-base | 3.5.1 |
| matplotlib-inline | 0.1.3 |
| menuinst | 1.4.18 |
| mistune | 0.8.4 |
| mkl | 2019.4 |
| mkl-service | 2.3.0 |
| mock | 4.0.3 |
| more-itertools | 8.12.0 |
| mplfinance | 0.12.8b6 |
| mpmath | 1.2.1 |
| msys2-conda-epoch | 20160418 |
| multidict | 5.2.0 |
| multipledispatch | 0.6.0 |
| multitasking | 0.0.9 |
| munkres | 1.1.4 |
| murmurhash | 1.0.6 |
| mypy_extensions | 0.4.3 |
| nb_conda | 2.2.1 |
| nb_conda_kernels | 2.3.1 |
| nbclassic | 0.3.5 |
| nbconvert | 5.6.1 |
| nbformat | 5.1.3 |
| nest-asyncio | 1.5.4 |
| netcdf4 | 1.5.7 |
| networkx | 2.6.3 |
| ninja | 1.10.2 |
| nltk | 3.6.7 |
| notebook | 6.4.7 |
| numba | 0.53.1 |
| numexpr | 2.7.3 |
| numpy | 1.22.0 |
| oauthlib | 3.1.1 |
| olefile | 0.46 |
| opencv-python-headless | 4.5.4.60 |
| openjpeg | 2.4.0 |
| openpyxl | 3.0.9 |
| openssl | 1.1.1m |
| opt_einsum | 3.3.0 |
| osqp | 0.6.2.post5 |
| packaging | 21.3 |
| pandas | 1.2.5 |
| pandas-datareader | 0.10.0 |
| pandoc | 2.17 |
| pandocfilters | 1.5.0 |
| pango | 1.48.4 |
| parquet-cpp | 1.5.1 |
| parsel | 1.6.0 |
| parso | 0.8.3 |
| partd | 1.2.0 |
| pathspec | 0.9.0 |
| pathy | 0.6.1 |
| patsy | 0.5.2 |
| pcre | 8.45 |
| pickleshare | 0.7.5 |
| pillow | 8.4.0 |
| pip | 21.2.2 |
| pixman | 0.40.0 |
| plaidbench | 0.7.0 |
| plaidml | 0.7.0 |
| plaidml-keras | 0.7.0 |
| platformdirs | 2.4.0 |
| plotly | 5.5.0 |
| preshed | 3.0.6 |
| priority | 1.3.0 |
| prometheus_client | 0.12.0 |
| promise | 2.3 |
| prompt-toolkit | 3.0.24 |
| prompt_toolkit | 3.0.24 |
| property-cached | 1.6.4 |
| property_cached | 1.6.4 |
| protego | 0.1.16 |
| protobuf | 3.19.3 |
| pthread-stubs | 0.4 |
| pure_eval | 0.2.1 |
| py-xgboost | 1.5.0 |
| pyarrow | 6.0.1 |
| pyasn1 | 0.4.8 |
| pyasn1-modules | 0.2.8 |
| pycodestyle | 2.8.0 |
| pycosat | 0.6.3 |
| pycparser | 2.21 |
| pydantic | 1.8.2 |
| pydispatcher | 2.0.5 |
| pydot | 1.4.2 |
| pyfolio-reloaded | 0.9.4 |
| pyglet | 1.5.16 |
| pygments | 2.11.2 |
| pygpu | 0.7.6 |
| pyhdfe | 0.1.0 |
| pyjwt | 2.3.0 |
| pykalman | 0.9.5 |
| pyldavis | 3.3.1 |
| pyluach | 1.3.0 |
| pymc3 | 3.11.4 |
| pymdptoolbox | 4.0b3 |
| pynndescent | 0.5.5 |
| pyopenssl | 21.0.0 |
| pyparsing | 3.0.6 |
| pyphen | 0.12.0 |
| pyportfolioopt | 1.5.1 |
| 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 | 0.18.0 |
| pysocks | 1.7.1 |
| pytables | 3.6.1 |
| python | 3.8.12 |
| python-dateutil | 2.8.2 |
| python-graphviz | 0.19.1 |
| python-interface | 1.6.0 |
| python_abi | 3.8 |
| pythreejs | 2.3.0 |
| pytorch | 1.6.0 |
| pytz | 2021.3 |
| pyu2f | 0.1.5 |
| pywavelets | 1.2.0 |
| pywin32 | 303 |
| pywinpty | 0.5.7 |
| pyyaml | 6 |
| pyzmq | 22.3.0 |
| qdldl | 0.1.5.post0 |
| qt | 5.12.9 |
| qtconsole | 5.2.2 |
| qtconsole-base | 5.2.2 |
| qtpy | 2.0.0 |
| quandl | 3.6.1 |
| queuelib | 1.6.2 |
| re2 | 2021.11.01 |
| regex | 2021.11.10 |
| requests | 2.27.1 |
| requests-oauthlib | 1.3.0 |
| rsa | 4.8 |
| ruamel_yaml | 0.15.100 |
| scikit-image | 0.19.1 |
| scikit-learn | 1.0.2 |
| scipy | 1.6.3 |
| scrapy | 2.5.0 |
| scs | 3.1.0 |
| seaborn | 0.11.2 |
| seaborn-base | 0.11.2 |
| semver | 2.13.0 |
| send2trash | 1.8.0 |
| service_identity | 18.1.0 |
| setuptools | 58.0.4 |
| shap | 0.40.0 |
| 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 | 2.3.1 |
| spacy | 3.2.1 |
| spacy-legacy | 3.0.8 |
| spacy-loggers | 1.0.1 |
| sqlalchemy | 1.4.29 |
| sqlite | 3.37.0 |
| srsly | 2.4.2 |
| stack_data | 0.1.3 |
| statsmodels | 0.13.1 |
| sympy | 1.9 |
| ta-lib | 0.4.21 |
| tbb | 2020.3 |
| tenacity | 8.0.1 |
| tensorboard | 2.7.0 |
| tensorboard-data-server | 0.6.0 |
| tensorboard-plugin-wit | 1.8.1 |
| tensorflow | 2.3.0 |
| tensorflow-base | 2.3.0 |
| tensorflow-datasets | 4.3.0 |
| tensorflow-estimator | 2.6.0 |
| tensorflow-metadata | 0.14.0 |
| termcolor | 1.1.0 |
| terminado | 0.9.5 |
| testpath | 0.5.0 |
| textacy | 0.11.0 |
| textblob | 0.15.3 |
| theano-pymc | 1.1.2 |
| thinc | 8.0.13 |
| threadpoolctl | 3.0.0 |
| tifffile | 2021.11.2 |
| tk | 8.6.11 |
| toml | 0.10.2 |
| tomli | 1.2.2 |
| toolz | 0.11.2 |
| tornado | 6.1 |
| tqdm | 4.62.3 |
| trading-calendars | 2.1.1 |
| traitlets | 5.1.1 |
| traittypes | 0.2.1 |
| twisted | 21.7.0 |
| twisted-iocpsupport | 1.0.2 |
| typed-ast | 1.5.1 |
| typer | 0.4.0 |
| typing-extensions | 3.10.0.2 |
| typing_extensions | 3.10.0.2 |
| umap-learn | 0.5.2 |
| unicodedata2 | 14.0.0 |
| urllib3 | 1.26.8 |
| vc | 14.2 |
| vs2015_runtime | 14.27.29016 |
| vs2017_win-64 | 19.16.27033 |
| vswhere | 2.8.4 |
| w3lib | 1.22.0 |
| wasabi | 0.9.0 |
| wcwidth | 0.2.5 |
| webencodings | 0.5.1 |
| websocket-client | 1.2.3 |
| werkzeug | 2.0.2 |
| wheel | 0.37.1 |
| widgetsnbextension | 3.5.2 |
| win_inet_pton | 1.1.0 |
| wincertstore | 0.2 |
| winpty | 0.4.3 |
| wordcloud | 1.8.1 |
| wrapt | 1.13.3 |
| xarray | 0.20.2 |
| xgboost | 1.5.0 |
| 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 | 1.7.2 |
| yellowbrick | 1.3.post1 |
| yfinance | 0.1.69 |
| zeromq | 4.3.4 |
| zfp | 0.5.5 |
| zipline-reloaded | 2.2.0 |
| zipp | 3.7.0 |
| zlib | 1.2.11 |
| zope.interface | 5.4.0 |
| zstd | 1.5.1 |
The error states that using .loc[] with dates not present in the target is no longer supported in later pandas versions. Either downgrade pandas or filter the date list beforehand.