AttributeError exception when using a pipeline of non-US assets

[phelps-sg]

Dear Zipline Maintainers,

Before I tell you about my issue, let me describe my environment:

Environment

• Operating System: (Windows Version or $ uname --all) Linux pop-os 6.4.6-76060406-generic #202307241739~1694621917~22.04~ac5e1a8 SMP PREEMPT_DYNAMIC Wed S x86_64 x86_64 x86_64 GNU/Linux

• Python Version: $ python --version Python 3.10.12

• Python Bitness: $ python -c 'import math, sys;print(int(math.log(sys.maxsize + 1, 2) + 1))' 64

• How did you install Zipline: (pip, conda, or other (please explain)) mamba

• Python packages: $ pip freeze or $ conda list

packages in environment at /home/sphelps/mambaforge/envs/zipline-tardis-bundle/envs/factor-trading:

Name Version Build Channel

_libgcc_mutex 0.1 conda_forge conda-forge _openmp_mutex 4.5 2_gnu conda-forge aiofiles 0.8.0 pyhd8ed1ab_0 conda-forge aiohttp 3.8.1 py310h5764c6d_1 conda-forge aiohttp-cors 0.7.0 py_0 conda-forge aiosignal 1.3.1 pyhd8ed1ab_0 conda-forge alembic 1.12.0 pyhd8ed1ab_0 conda-forge alsa-lib 1.2.10 hd590300_0 conda-forge anaconda-client 1.12.0 pyhd8ed1ab_1 conda-forge anaconda-project 0.11.1 pyhd8ed1ab_0 conda-forge anyio 4.0.0 pyhd8ed1ab_0 conda-forge appdirs 1.4.4 pyh9f0ad1d_0 conda-forge argon2-cffi 23.1.0 pyhd8ed1ab_0 conda-forge argon2-cffi-bindings 21.2.0 py310h5764c6d_3 conda-forge arrow 1.2.3 pyhd8ed1ab_0 conda-forge astroid 2.15.6 py310hff52083_0 conda-forge asttokens 2.4.0 pyhd8ed1ab_0 conda-forge async-lru 2.0.4 pyhd8ed1ab_0 conda-forge async-timeout 4.0.3 pyhd8ed1ab_0 conda-forge attr 2.5.1 h166bdaf_1 conda-forge attrs 23.1.0 pyh71513ae_1 conda-forge babel 2.12.1 pyhd8ed1ab_1 conda-forge backcall 0.2.0 pyh9f0ad1d_0 conda-forge backports 1.0 pyhd8ed1ab_3 conda-forge backports.functools_lru_cache 1.6.5 pyhd8ed1ab_0 conda-forge bcolz-zipline 1.2.6 py310h1f7b6fc_1 conda-forge beautifulsoup4 4.12.2 pyha770c72_0 conda-forge black 23.9.1 py310hff52083_0 conda-forge blackd 23.9.1 hd8ed1ab_0 conda-forge bleach 6.0.0 pyhd8ed1ab_0 conda-forge blessed 1.19.1 pyhe4f9e05_2 conda-forge blosc 1.21.5 h0f2a231_0 conda-forge bottleneck 1.3.7 py310h0a54255_0 conda-forge brotli 1.1.0 hd590300_0 conda-forge brotli-bin 1.1.0 hd590300_0 conda-forge brotlipy 0.7.0 py310h5764c6d_1005 conda-forge bzip2 1.0.8 h7f98852_4 conda-forge c-ares 1.19.1 hd590300_0 conda-forge c-blosc2 2.10.2 hb4ffafa_0 conda-forge ca-certificates 2023.7.22 hbcca054_0 conda-forge cached-property 1.5.2 hd8ed1ab_1 conda-forge cached_property 1.5.2 pyha770c72_1 conda-forge cachetools 5.3.1 pyhd8ed1ab_0 conda-forge cairo 1.16.0 h0c91306_1017 conda-forge certifi 2023.7.22 pyhd8ed1ab_0 conda-forge cffi 1.15.1 py310h2fee648_5 conda-forge cfgv 3.3.1 pyhd8ed1ab_0 conda-forge charset-normalizer 2.1.1 pyhd8ed1ab_0 conda-forge click 8.1.7 unix_pyh707e725_0 conda-forge clyent 1.2.2 py_1 conda-forge colorama 0.4.6 pyhd8ed1ab_0 conda-forge colorful 0.5.4 pyhd8ed1ab_0 conda-forge comm 0.1.4 pyhd8ed1ab_0 conda-forge conda-pack 0.7.1 pyhd8ed1ab_0 conda-forge conda-package-handling 2.2.0 pyh38be061_0 conda-forge conda-package-streaming 0.9.0 pyhd8ed1ab_0 conda-forge contourpy 1.1.1 py310hd41b1e2_0 conda-forge cryptography 41.0.4 py310h75e40e8_0 conda-forge cycler 0.11.0 pyhd8ed1ab_0 conda-forge dbus 1.13.6 h5008d03_3 conda-forge debugpy 1.8.0 py310hc6cd4ac_0 conda-forge decorator 5.1.1 pyhd8ed1ab_0 conda-forge defusedxml 0.7.1 pyhd8ed1ab_0 conda-forge dill 0.3.7 pyhd8ed1ab_0 conda-forge distlib 0.3.7 pyhd8ed1ab_0 conda-forge docker-pycreds 0.4.0 py_0 conda-forge empyrical-reloaded 0.5.9 pyhd8ed1ab_0 conda-forge entrypoints 0.4 pyhd8ed1ab_0 conda-forge et_xmlfile 1.1.0 pyhd8ed1ab_0 conda-forge exceptiongroup 1.1.3 pyhd8ed1ab_0 conda-forge exchange-calendars 4.2.8 pyhd8ed1ab_1 conda-forge executing 1.2.0 pyhd8ed1ab_0 conda-forge expat 2.5.0 hcb278e6_1 conda-forge filelock 3.12.4 pyhd8ed1ab_0 conda-forge fn 0.4.3 pyhd8ed1ab_0 conda-forge font-ttf-dejavu-sans-mono 2.37 hab24e00_0 conda-forge font-ttf-inconsolata 3.000 h77eed37_0 conda-forge font-ttf-source-code-pro 2.038 h77eed37_0 conda-forge font-ttf-ubuntu 0.83 hab24e00_0 conda-forge fontconfig 2.14.2 h14ed4e7_0 conda-forge fonts-conda-ecosystem 1 0 conda-forge fonts-conda-forge 1 0 conda-forge fonttools 4.42.1 py310h2372a71_0 conda-forge fqdn 1.5.1 pyhd8ed1ab_0 conda-forge freetype 2.12.1 h267a509_2 conda-forge frozendict 2.3.8 py310h2372a71_0 conda-forge frozenlist 1.4.0 py310h2372a71_0 conda-forge gettext 0.21.1 h27087fc_0 conda-forge gitdb 4.0.10 pyhd8ed1ab_0 conda-forge gitpython 3.1.36 pyhd8ed1ab_0 conda-forge glib 2.78.0 hfc55251_0 conda-forge glib-tools 2.78.0 hfc55251_0 conda-forge gmp 6.2.1 h58526e2_0 conda-forge google-api-core 2.11.1 pyhd8ed1ab_0 conda-forge google-auth 2.23.0 pyh1a96a4e_1 conda-forge googleapis-common-protos 1.60.0 pyhd8ed1ab_0 conda-forge gpustat 1.1.1 pyhd8ed1ab_0 conda-forge graphite2 1.3.13 h58526e2_1001 conda-forge greenlet 2.0.2 py310hc6cd4ac_1 conda-forge grpcio 1.43.0 py310ha6b4e5e_0 conda-forge gst-plugins-base 1.22.6 h8e1006c_0 conda-forge gstreamer 1.22.6 h98fc4e7_0 conda-forge h5py 3.9.0 nompi_py310ha2ad45a_102 conda-forge harfbuzz 8.2.1 h3d44ed6_0 conda-forge hdf5 1.14.2 nompi_h4f84152_100 conda-forge html5lib 1.1 pyh9f0ad1d_0 conda-forge icu 73.2 h59595ed_0 conda-forge identify 2.5.29 pyhd8ed1ab_0 conda-forge idna 3.4 pyhd8ed1ab_0 conda-forge importlib-metadata 6.8.0 pyha770c72_0 conda-forge importlib_metadata 6.8.0 hd8ed1ab_0 conda-forge importlib_resources 6.0.1 pyhd8ed1ab_0 conda-forge iniconfig 2.0.0 pyhd8ed1ab_0 conda-forge intervaltree 3.1.0 pyhd8ed1ab_1 conda-forge ipykernel 6.25.2 pyh2140261_0 conda-forge ipython 8.15.0 pyh0d859eb_0 conda-forge ipython_genutils 0.2.0 py_1 conda-forge ipywidgets 8.1.1 pyhd8ed1ab_0 conda-forge iso3166 2.1.1 pyhd8ed1ab_0 conda-forge iso4217 1.9.20220401 pyhd8ed1ab_0 conda-forge isoduration 20.11.0 pyhd8ed1ab_0 conda-forge isort 5.12.0 pyhd8ed1ab_1 conda-forge jedi 0.19.0 pyhd8ed1ab_0 conda-forge jinja2 3.1.2 pyhd8ed1ab_1 conda-forge joblib 1.3.2 pyhd8ed1ab_0 conda-forge json5 0.9.14 pyhd8ed1ab_0 conda-forge jsonpointer 2.4 py310hff52083_2 conda-forge jsonschema 4.19.1 pyhd8ed1ab_0 conda-forge jsonschema-specifications 2023.7.1 pyhd8ed1ab_0 conda-forge jsonschema-with-format-nongpl 4.19.1 pyhd8ed1ab_0 conda-forge jupyter 1.0.0 py310hff52083_8 conda-forge jupyter-lsp 2.2.0 pyhd8ed1ab_0 conda-forge jupyter_client 8.3.1 pyhd8ed1ab_0 conda-forge jupyter_console 6.6.3 pyhd8ed1ab_0 conda-forge jupyter_core 5.3.1 py310hff52083_0 conda-forge jupyter_events 0.7.0 pyhd8ed1ab_2 conda-forge jupyter_server 2.7.3 pyhd8ed1ab_0 conda-forge jupyter_server_terminals 0.4.4 pyhd8ed1ab_1 conda-forge jupyterlab 4.0.6 pyhd8ed1ab_0 conda-forge jupyterlab_pygments 0.2.2 pyhd8ed1ab_0 conda-forge jupyterlab_server 2.25.0 pyhd8ed1ab_0 conda-forge jupyterlab_widgets 3.0.9 pyhd8ed1ab_0 conda-forge keyutils 1.6.1 h166bdaf_0 conda-forge kiwisolver 1.4.5 py310hd41b1e2_0 conda-forge korean_lunar_calendar 0.3.1 pyhd8ed1ab_0 conda-forge krb5 1.21.2 h659d440_0 conda-forge lame 3.100 h166bdaf_1003 conda-forge lazy-object-proxy 1.9.0 py310h1fa729e_0 conda-forge lcms2 2.15 h7f713cb_2 conda-forge ld_impl_linux-64 2.40 h41732ed_0 conda-forge lerc 4.0.0 h27087fc_0 conda-forge libabseil 20230802.1 cxx17_h59595ed_0 conda-forge libaec 1.0.6 hcb278e6_1 conda-forge libblas 3.9.0 18_linux64_openblas conda-forge libbrotlicommon 1.1.0 hd590300_0 conda-forge libbrotlidec 1.1.0 hd590300_0 conda-forge libbrotlienc 1.1.0 hd590300_0 conda-forge libcap 2.69 h0f662aa_0 conda-forge libcblas 3.9.0 18_linux64_openblas conda-forge libclang 15.0.7 default_h7634d5b_3 conda-forge libclang13 15.0.7 default_h9986a30_3 conda-forge libcups 2.3.3 h4637d8d_4 conda-forge libcurl 8.3.0 hca28451_0 conda-forge libdeflate 1.19 hd590300_0 conda-forge libedit 3.1.20191231 he28a2e2_2 conda-forge libev 4.33 h516909a_1 conda-forge libevent 2.1.12 hf998b51_1 conda-forge libexpat 2.5.0 hcb278e6_1 conda-forge libffi 3.4.2 h7f98852_5 conda-forge libflac 1.4.3 h59595ed_0 conda-forge libgcc-ng 13.2.0 h807b86a_2 conda-forge libgcrypt 1.10.1 h166bdaf_0 conda-forge libgfortran-ng 13.2.0 h69a702a_2 conda-forge libgfortran5 13.2.0 ha4646dd_2 conda-forge libglib 2.78.0 hebfc3b9_0 conda-forge libgomp 13.2.0 h807b86a_2 conda-forge libgpg-error 1.47 h71f35ed_0 conda-forge libiconv 1.17 h166bdaf_0 conda-forge libjpeg-turbo 2.1.5.1 hd590300_1 conda-forge liblapack 3.9.0 18_linux64_openblas conda-forge libllvm15 15.0.7 h5cf9203_3 conda-forge libnghttp2 1.52.0 h61bc06f_0 conda-forge libnsl 2.0.0 h7f98852_0 conda-forge libogg 1.3.4 h7f98852_1 conda-forge libopenblas 0.3.24 pthreads_h413a1c8_0 conda-forge libopus 1.3.1 h7f98852_1 conda-forge libpng 1.6.39 h753d276_0 conda-forge libpq 15.4 hfc447b1_0 conda-forge libprotobuf 4.23.4 hf27288f_6 conda-forge libsndfile 1.2.2 hbc2eb40_0 conda-forge libsodium 1.0.18 h36c2ea0_1 conda-forge libsqlite 3.43.0 h2797004_0 conda-forge libssh2 1.11.0 h0841786_0 conda-forge libstdcxx-ng 13.2.0 h7e041cc_2 conda-forge libsystemd0 254 h3516f8a_0 conda-forge libta-lib 0.4.0 h166bdaf_1 conda-forge libtiff 4.6.0 h29866fb_1 conda-forge libunwind 1.6.2 h9c3ff4c_0 conda-forge libuuid 2.38.1 h0b41bf4_0 conda-forge libuv 1.46.0 hd590300_0 conda-forge libvorbis 1.3.7 h9c3ff4c_0 conda-forge libwebp-base 1.3.2 hd590300_0 conda-forge libxcb 1.15 h0b41bf4_0 conda-forge libxkbcommon 1.5.0 h5d7e998_3 conda-forge libxml2 2.11.5 h232c23b_1 conda-forge libxslt 1.1.37 h0054252_1 conda-forge libzlib 1.2.13 hd590300_5 conda-forge lru-dict 1.2.0 py310h2372a71_0 conda-forge lxml 4.9.3 py310h9b7343a_0 conda-forge lz4-c 1.9.4 hcb278e6_0 conda-forge lzo 2.10 h516909a_1000 conda-forge mako 1.2.4 pyhd8ed1ab_0 conda-forge markupsafe 2.1.3 py310h2372a71_1 conda-forge matplotlib-base 3.8.0 py310h62c0568_1 conda-forge matplotlib-inline 0.1.6 pyhd8ed1ab_0 conda-forge mccabe 0.7.0 pyhd8ed1ab_0 conda-forge mistune 3.0.1 pyhd8ed1ab_0 conda-forge mpg123 1.31.3 hcb278e6_0 conda-forge msgpack-python 1.0.5 py310hdf3cbec_0 conda-forge multidict 6.0.4 py310h1fa729e_0 conda-forge multipledispatch 0.6.0 py_0 conda-forge multitasking 0.0.9 pyhd8ed1ab_0 conda-forge munkres 1.1.4 pyh9f0ad1d_0 conda-forge mypy 1.5.1 py310h2372a71_0 conda-forge mypy_extensions 1.0.0 pyha770c72_0 conda-forge mysql-common 8.0.33 hf1915f5_4 conda-forge mysql-libs 8.0.33 hca2cd23_4 conda-forge nbclient 0.8.0 pyhd8ed1ab_0 conda-forge nbconvert 7.8.0 pyhd8ed1ab_0 conda-forge nbconvert-core 7.8.0 pyhd8ed1ab_0 conda-forge nbconvert-pandoc 7.8.0 pyhd8ed1ab_0 conda-forge nbformat 5.9.2 pyhd8ed1ab_0 conda-forge ncurses 6.4 hcb278e6_0 conda-forge nest-asyncio 1.5.6 pyhd8ed1ab_0 conda-forge networkx 3.1 pyhd8ed1ab_0 conda-forge nodeenv 1.8.0 pyhd8ed1ab_0 conda-forge nodejs 20.7.0 hb753e55_0 conda-forge nomkl 1.0 h5ca1d4c_0 conda-forge notebook 7.0.4 pyhd8ed1ab_0 conda-forge notebook-shim 0.2.3 pyhd8ed1ab_0 conda-forge nspr 4.35 h27087fc_0 conda-forge nss 3.92 h1d7d5a4_0 conda-forge numexpr 2.8.4 py310hd91493a_101 conda-forge numpy 1.26.0 py310hb13e2d6_0 conda-forge nvidia-ml-py 12.535.108 pyhd8ed1ab_0 conda-forge openai 0.28.0 pyhd8ed1ab_0 conda-forge opencensus 0.11.3 pyhd8ed1ab_0 conda-forge opencensus-context 0.1.3 py310hff52083_1 conda-forge openjpeg 2.5.0 h488ebb8_3 conda-forge openpyxl 3.1.2 py310h2372a71_0 conda-forge openssl 3.1.3 hd590300_0 conda-forge overrides 7.4.0 pyhd8ed1ab_0 conda-forge packaging 23.1 pyhd8ed1ab_0 conda-forge pandas 2.1.1 py310hcc13569_0 conda-forge pandas-datareader 0.10.0 pyh6c4a22f_0 conda-forge pandas-stubs 2.0.3.230814 pyhd8ed1ab_0 conda-forge pandoc 3.1.3 h32600fe_0 conda-forge pandocfilters 1.5.0 pyhd8ed1ab_0 conda-forge parso 0.8.3 pyhd8ed1ab_0 conda-forge pathspec 0.11.2 pyhd8ed1ab_0 conda-forge pathtools 0.1.2 py_1 conda-forge patsy 0.5.3 pyhd8ed1ab_0 conda-forge pcre2 10.40 hc3806b6_0 conda-forge pexpect 4.8.0 pyh1a96a4e_2 conda-forge pickleshare 0.7.5 py_1003 conda-forge pillow 10.0.1 py310h29da1c1_1 conda-forge pip 23.2.1 pyhd8ed1ab_0 conda-forge pixman 0.40.0 h36c2ea0_0 conda-forge pkgutil-resolve-name 1.3.10 pyhd8ed1ab_1 conda-forge platformdirs 3.10.0 pyhd8ed1ab_0 conda-forge plotly 5.17.0 pyhd8ed1ab_0 conda-forge pluggy 1.3.0 pyhd8ed1ab_0 conda-forge ply 3.11 py_1 conda-forge pre-commit 3.4.0 pyha770c72_1 conda-forge prometheus_client 0.17.1 pyhd8ed1ab_0 conda-forge prompt-toolkit 3.0.39 pyha770c72_0 conda-forge prompt_toolkit 3.0.39 hd8ed1ab_0 conda-forge protobuf 4.23.4 py310h620c231_2 conda-forge psutil 5.9.5 py310h2372a71_1 conda-forge pthread-stubs 0.4 h36c2ea0_1001 conda-forge ptyprocess 0.7.0 pyhd3deb0d_0 conda-forge pulseaudio-client 16.1 hb77b528_5 conda-forge pure_eval 0.2.2 pyhd8ed1ab_0 conda-forge py-cpuinfo 9.0.0 pyhd8ed1ab_0 conda-forge py-spy 0.3.14 h87a5ac0_0 conda-forge pyasn1 0.5.0 pyhd8ed1ab_0 conda-forge pyasn1-modules 0.3.0 pyhd8ed1ab_0 conda-forge pycparser 2.21 pyhd8ed1ab_0 conda-forge pydantic 1.10.12 py310h2372a71_1 conda-forge pyfolio-reloaded 0.9.5 pyhd8ed1ab_0 conda-forge pygments 2.16.1 pyhd8ed1ab_0 conda-forge pylint 2.17.5 pyhd8ed1ab_0 conda-forge pyluach 2.2.0 pyhd8ed1ab_0 conda-forge pyopenssl 23.2.0 pyhd8ed1ab_1 conda-forge pyparsing 3.1.1 pyhd8ed1ab_0 conda-forge pyqt 5.15.9 py310h04931ad_4 conda-forge pyqt5-sip 12.12.2 py310hc6cd4ac_4 conda-forge pysocks 1.7.1 pyha2e5f31_6 conda-forge pytables 3.8.0 py310h374b01c_3 conda-forge pytest 7.4.2 pyhd8ed1ab_0 conda-forge pytest-mock 3.11.1 pyhd8ed1ab_0 conda-forge python 3.10.12 hd12c33a_0_cpython conda-forge python-dateutil 2.8.2 pyhd8ed1ab_0 conda-forge python-fastjsonschema 2.18.0 pyhd8ed1ab_0 conda-forge python-interface 1.6.0 py_0 conda-forge python-json-logger 2.0.7 pyhd8ed1ab_0 conda-forge python-tzdata 2023.3 pyhd8ed1ab_0 conda-forge python_abi 3.10 4_cp310 conda-forge pytz 2023.3.post1 pyhd8ed1ab_0 conda-forge pyu2f 0.1.5 pyhd8ed1ab_0 conda-forge pyyaml 6.0.1 py310h2372a71_1 conda-forge pyzmq 25.1.1 py310h5bbb5d0_0 conda-forge qt-main 5.15.8 hc47bfe8_16 conda-forge qtconsole 5.4.4 pyhd8ed1ab_0 conda-forge qtconsole-base 5.4.4 pyha770c72_0 conda-forge qtpy 2.4.0 pyhd8ed1ab_0 conda-forge ray-core 2.6.3 py310h2ca9b2b_1 conda-forge ray-dashboard 2.6.3 py310ha1e06c9_1 conda-forge ray-default 2.6.3 py310hff52083_1 conda-forge readline 8.2 h8228510_1 conda-forge referencing 0.30.2 pyhd8ed1ab_0 conda-forge requests 2.31.0 pyhd8ed1ab_0 conda-forge requests-toolbelt 1.0.0 pyhd8ed1ab_0 conda-forge rfc3339-validator 0.1.4 pyhd8ed1ab_0 conda-forge rfc3986-validator 0.1.1 pyh9f0ad1d_0 conda-forge rpds-py 0.10.3 py310hcb5633a_0 conda-forge rsa 4.9 pyhd8ed1ab_0 conda-forge ruamel_yaml 0.15.80 py310h5764c6d_1008 conda-forge scikit-learn 1.3.1 py310h1fdf081_0 conda-forge scipy 1.11.2 py310hb13e2d6_1 conda-forge seaborn 0.12.2 hd8ed1ab_0 conda-forge seaborn-base 0.12.2 pyhd8ed1ab_0 conda-forge send2trash 1.8.2 pyh41d4057_0 conda-forge sentry-sdk 1.31.0 pyhd8ed1ab_0 conda-forge setproctitle 1.2.2 py310h5764c6d_2 conda-forge setuptools 68.2.2 pyhd8ed1ab_0 conda-forge sip 6.7.11 py310hc6cd4ac_0 conda-forge six 1.16.0 pyh6c4a22f_0 conda-forge smart_open 6.4.0 pyhd8ed1ab_0 conda-forge smmap 3.0.5 pyh44b312d_0 conda-forge snappy 1.1.10 h9fff704_0 conda-forge sniffio 1.3.0 pyhd8ed1ab_0 conda-forge sortedcontainers 2.1.0 py_0 conda-forge soupsieve 2.5 pyhd8ed1ab_1 conda-forge sqlalchemy 2.0.21 py310h2372a71_0 conda-forge stack_data 0.6.2 pyhd8ed1ab_0 conda-forge statsmodels 0.14.0 py310h278f3c1_1 conda-forge ta-lib 0.4.28 py310h1f7b6fc_0 conda-forge tardis-client 1.3.4 py310_0 mesonomics tardis-dev 2.0.0a13 py310_0 mesonomics tenacity 8.2.3 pyhd8ed1ab_0 conda-forge terminado 0.17.1 pyh41d4057_0 conda-forge threadpoolctl 3.2.0 pyha21a80b_0 conda-forge tinycss2 1.2.1 pyhd8ed1ab_0 conda-forge tk 8.6.12 h27826a3_0 conda-forge toml 0.10.2 pyhd8ed1ab_0 conda-forge tomli 2.0.1 pyhd8ed1ab_0 conda-forge tomlkit 0.12.1 pyha770c72_0 conda-forge toolz 0.12.0 pyhd8ed1ab_0 conda-forge tornado 6.3.3 py310h2372a71_1 conda-forge tqdm 4.66.1 pyhd8ed1ab_0 conda-forge traitlets 5.10.0 pyhd8ed1ab_0 conda-forge types-pytz 2023.3.1.1 pyhd8ed1ab_0 conda-forge typing-extensions 4.8.0 hd8ed1ab_0 conda-forge typing_extensions 4.8.0 pyha770c72_0 conda-forge typing_utils 0.1.0 pyhd8ed1ab_0 conda-forge tzdata 2023c h71feb2d_0 conda-forge ukkonen 1.0.1 py310hbf28c38_3 conda-forge unicodedata2 15.0.0 py310h5764c6d_0 conda-forge uri-template 1.3.0 pyhd8ed1ab_0 conda-forge urllib3 1.26.15 pyhd8ed1ab_0 conda-forge virtualenv 20.21.0 pyhd8ed1ab_0 conda-forge wandb 0.15.10 pyhd8ed1ab_0 conda-forge wcwidth 0.2.6 pyhd8ed1ab_0 conda-forge webcolors 1.13 pyhd8ed1ab_0 conda-forge webencodings 0.5.1 pyhd8ed1ab_2 conda-forge websocket-client 1.6.3 pyhd8ed1ab_0 conda-forge wheel 0.41.2 pyhd8ed1ab_0 conda-forge widgetsnbextension 4.0.9 pyhd8ed1ab_0 conda-forge wrapt 1.15.0 py310h1fa729e_0 conda-forge xcb-util 0.4.0 hd590300_1 conda-forge xcb-util-image 0.4.0 h8ee46fc_1 conda-forge xcb-util-keysyms 0.4.0 h8ee46fc_1 conda-forge xcb-util-renderutil 0.3.9 hd590300_1 conda-forge xcb-util-wm 0.4.1 h8ee46fc_1 conda-forge xkeyboard-config 2.39 hd590300_0 conda-forge xorg-kbproto 1.0.7 h7f98852_1002 conda-forge xorg-libice 1.1.1 hd590300_0 conda-forge xorg-libsm 1.2.4 h7391055_0 conda-forge xorg-libx11 1.8.6 h8ee46fc_0 conda-forge xorg-libxau 1.0.11 hd590300_0 conda-forge xorg-libxdmcp 1.1.3 h7f98852_0 conda-forge xorg-libxext 1.3.4 h0b41bf4_2 conda-forge xorg-libxrender 0.9.11 hd590300_0 conda-forge xorg-renderproto 0.11.1 h7f98852_1002 conda-forge xorg-xextproto 7.3.0 h0b41bf4_1003 conda-forge xorg-xf86vidmodeproto 2.3.1 h7f98852_1002 conda-forge xorg-xproto 7.0.31 h7f98852_1007 conda-forge xz 5.2.6 h166bdaf_0 conda-forge yaml 0.2.5 h7f98852_2 conda-forge yarl 1.9.2 py310h2372a71_0 conda-forge yfinance 0.2.28 pyhd8ed1ab_0 conda-forge zeromq 4.3.4 h9c3ff4c_1 conda-forge zipline-reloaded 3.0.3 py310h278f3c1_0 conda-forge zipline-tardis-bundle 0.3.2 py310he53d0f1_0 mesonomics zipp 3.17.0 pyhd8ed1ab_0 conda-forge zlib 1.2.13 hd590300_5 conda-forge zlib-ng 2.0.7 h0b41bf4_0 conda-forge zstandard 0.21.0 py310h1275a96_0 conda-forge zstd 1.5.5 hfc55251_0 conda-forge

Now that you know a little about me, let me tell you about the issue I am having:

Description of Issue

Running the momentum_pipeline.py example against a bundle with equity assets whose country-code is not US results in an AttributeError exception.

What did you expect to happen?

Backtest runs successfully.

• What happened instead?

Exception below.

Traceback (most recent call last):
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 2242, in _pipeline_output
    data = self._pipeline_cache.get(name, today)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/utils/cache.py", line 147, in get
    return self._cache[key].unwrap(dt)
KeyError: 'my_pipeline'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/bin/zipline", line 11, in <module>
    sys.exit(main())
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 1157, in __call__
    return self.main(*args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 1078, in main
    rv = self.invoke(ctx)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 1688, in invoke
    return _process_result(sub_ctx.command.invoke(sub_ctx))
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 1434, in invoke
    return ctx.invoke(self.callback, **ctx.params)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/core.py", line 783, in invoke
    return __callback(*args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/__main__.py", line 112, in _
    return f(*args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/click/decorators.py", line 33, in new_func
    return f(get_current_context(), *args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/__main__.py", line 306, in run
    return _run(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/utils/run_algo.py", line 229, in _run
    ).run()
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 625, in run
    for perf in self.get_generator():
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/gens/tradesimulation.py", line 243, in transform
    algo.before_trading_start(self.current_data)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 427, in before_trading_start
    self.compute_eager_pipelines()
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 594, in compute_eager_pipelines
    self.pipeline_output(name)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/utils/api_support.py", line 107, in wrapped_method
    return method(self, *args, **kwargs)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 2235, in pipeline_output
    return self._pipeline_output(pipe, chunks, name)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 2245, in _pipeline_output
    data, valid_until = self.run_pipeline(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/algorithm.py", line 2291, in run_pipeline
    self.engine.run_pipeline(pipeline, start_session, end_session),
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/pipeline/engine.py", line 363, in run_pipeline
    return self._run_pipeline_impl(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/pipeline/engine.py", line 412, in _run_pipeline_impl
    results = self.compute_chunk(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/pipeline/engine.py", line 631, in compute_chunk
    loader_groups = groupby(
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/toolz/itertoolz.py", line 100, in groupby
    d[key(item)](item)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/pipeline/engine.py", line 622, in loader_group_key
    loader = get_loader(term)
  File "/home/sphelps/mambaforge/envs/zipline-tardis-bundle/lib/python3.10/site-packages/zipline/utils/run_algo.py", line 185, in choose_loader
    return custom_loader.get(column)
AttributeError: 'NoneType' object has no attribute 'get'

Here is how you can reproduce this issue on your machine:

Reproduction Steps

1. Ingest equity assets with non-US country-code
2. Run a backtest using momentum_pipeline.py ...

What steps have you taken to resolve this already?

The problem seems to be the choose_loader function in utils/run_algo.py:

    def choose_loader(column):
        if column in USEquityPricing.columns:
            return pipeline_loader
        try:
            return custom_loader.get(column)
        except KeyError:
            raise ValueError("No PipelineLoader registered for column %s." % column)

The above seems to hard-code the assumption we are using US equities. We can supply a custom_loader, but in order to construct a loader we need to need access to the bundle_data, and this is not passed in the call to custom_loader.get().

In my case I would like to reuse USEquityPricingLoader for custom assets regardless of their symbol, so would like to pass in a function similar to the following:

    start = pd.Timestamp("2022-11-01")
    end = pd.Timestamp("2023-02-01")
    cal = get_calendar("24/7")

    @lru_cache
    def get_loader(bundle_data):
        return USEquityPricingLoader.without_fx(
            bundle_data.equity_daily_bar_reader,
            bundle_data.adjustment_reader,
        )

    def get_loader_for_column(_column, bundle_data):
        return get_loader(bundle_data)

    result = run_algorithm(
        start=start,
        end=end,
        initialize=initialize,
        before_trading_start=before_trading_start,
        capital_base=100000,
        bundle="custom-tardis-bundle",
        data_frequency="daily",
        trading_calendar=cal,
        custom_loader=get_loader_for_column,
    )

Anything else?

...

Sincerely, Steve Phelps