zipline-reloaded
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Published
20 hours ago •
stefan-jansen
stefan-jansen
Fresh install zipline 3.0.3 - issue with h5py - includes workaround
Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
Environment
- Operating System: Windows 10
- Python Version: 3.10.13
- Python Bitness: 64 bit
- How did you install Zipline: conda - details below
- Python packages:
(zipline_test) C:\Users\admin>conda list
alembic 1.13.1 pyhd8ed1ab_0 conda-forge
appdirs 1.4.4 pyh9f0ad1d_0 conda-forge
bcolz-zipline 1.2.6 py310h3e78b6c_1 conda-forge
beautifulsoup4 4.12.2 pyha770c72_0 conda-forge
blosc 1.21.3 h6c2663c_0
bottleneck 1.3.7 py310h3e78b6c_1 conda-forge
brotli-python 1.1.0 py310h00ffb61_1 conda-forge
bzip2 1.0.8 he774522_0
c-blosc2 2.12.0 h183a6f4_0 conda-forge
ca-certificates 2023.12.12 haa95532_0
cached-property 1.5.2 hd8ed1ab_1 conda-forge
cached_property 1.5.2 pyha770c72_1 conda-forge
certifi 2023.11.17 pyhd8ed1ab_0 conda-forge
charset-normalizer 3.3.2 pyhd8ed1ab_0 conda-forge
click 8.1.7 win_pyh7428d3b_0 conda-forge
colorama 0.4.6 pyhd8ed1ab_0 conda-forge
empyrical-reloaded 0.5.9 pyhd8ed1ab_0 conda-forge
exchange-calendars 4.2.8 pyhd8ed1ab_1 conda-forge
frozendict 2.4.0 py310h8d17308_0 conda-forge
greenlet 3.0.3 py310h00ffb61_0 conda-forge
h5py 3.7.0 nompi_py310h00cbb18_100 conda-forge
hdf5 1.12.1 h51c971a_3
html5lib 1.1 pyh9f0ad1d_0 conda-forge
icc_rt 2022.1.0 h6049295_2
idna 3.6 pyhd8ed1ab_0 conda-forge
importlib-metadata 7.0.1 pyha770c72_0 conda-forge
importlib_resources 6.1.1 pyhd8ed1ab_0 conda-forge
intervaltree 3.1.0 pyhd8ed1ab_1 conda-forge
iso3166 2.1.1 pyhd8ed1ab_0 conda-forge
iso4217 1.9.20220401 pyhd8ed1ab_0 conda-forge
korean_lunar_calendar 0.3.1 pyhd8ed1ab_0 conda-forge
libblas 3.9.0 20_win64_openblas conda-forge
libcblas 3.9.0 20_win64_openblas conda-forge
libffi 3.4.4 hd77b12b_0
libflang 5.0.0 h6538335_20180525 conda-forge
libiconv 1.17 hcfcfb64_2 conda-forge
liblapack 3.9.0 20_win64_openblas conda-forge
libopenblas 0.3.25 pthreads_hc140b1d_0 conda-forge
libsqlite 3.44.2 hcfcfb64_0 conda-forge
libta-lib 0.4.0 hcfcfb64_2 conda-forge
libxml2 2.10.4 h0ad7f3c_1
libxslt 1.1.37 h0192164_0 conda-forge
llvm-meta 5.0.0 0 conda-forge
lru-dict 1.3.0 py310h8d17308_0 conda-forge
lxml 4.9.1 py310he2412df_0 conda-forge
lz4-c 1.9.4 hcfcfb64_0 conda-forge
lzo 2.10 he774522_1000 conda-forge
mako 1.3.0 pyhd8ed1ab_0 conda-forge
markupsafe 2.1.3 py310h8d17308_1 conda-forge
multipledispatch 0.6.0 py_0 conda-forge
multitasking 0.0.9 pyhd8ed1ab_0 conda-forge
networkx 3.2.1 pyhd8ed1ab_0 conda-forge
nomkl 1.0 h5ca1d4c_0 conda-forge
numexpr 2.8.8 py310h27d5182_100 conda-forge
numpy 1.26.3 py310hf667824_0 conda-forge
openmp 5.0.0 vc14_1 conda-forge
openssl 3.2.0 hcfcfb64_1 conda-forge
packaging 23.2 pyhd8ed1ab_0 conda-forge
pandas 2.1.4 py310hecd3228_0 conda-forge
pandas-datareader 0.10.0 pyh6c4a22f_0 conda-forge
patsy 0.5.5 pyhd8ed1ab_0 conda-forge
peewee 3.17.0 py310h8b95c24_0 conda-forge
pip 23.3.1 py310haa95532_0
py-cpuinfo 9.0.0 pyhd8ed1ab_0 conda-forge
pyluach 2.2.0 pyhd8ed1ab_0 conda-forge
pysocks 1.7.1 pyh0701188_6 conda-forge
pytables 3.8.0 py310h4671533_3
python 3.10.13 he1021f5_0
python-dateutil 2.8.2 pyhd8ed1ab_0 conda-forge
python-interface 1.6.0 py_0 conda-forge
python-tzdata 2023.4 pyhd8ed1ab_0 conda-forge
python_abi 3.10 2_cp310 conda-forge
pytz 2023.3.post1 pyhd8ed1ab_0 conda-forge
requests 2.31.0 pyhd8ed1ab_0 conda-forge
scipy 1.11.4 py310hf667824_0 conda-forge
setuptools 68.2.2 py310haa95532_0
six 1.16.0 pyh6c4a22f_0 conda-forge
sortedcontainers 2.4.0 pyhd8ed1ab_0 conda-forge
soupsieve 2.5 pyhd8ed1ab_1 conda-forge
sqlalchemy 2.0.25 py310h8d17308_0 conda-forge
sqlite 3.41.2 h2bbff1b_0
statsmodels 0.14.1 py310h3e78b6c_0 conda-forge
ta-lib 0.4.19 py310h9b08ddd_4 conda-forge
tk 8.6.12 h2bbff1b_0
toolz 0.12.0 pyhd8ed1ab_0 conda-forge
typing-extensions 4.9.0 hd8ed1ab_0 conda-forge
typing_extensions 4.9.0 pyha770c72_0 conda-forge
tzdata 2023d h04d1e81_0
ucrt 10.0.22621.0 h57928b3_0 conda-forge
urllib3 2.1.0 pyhd8ed1ab_0 conda-forge
vc 14.2 h21ff451_1
vc14_runtime 14.38.33130 h82b7239_18 conda-forge
vs2015_runtime 14.38.33130 hcb4865c_18 conda-forge
webencodings 0.5.1 pyhd8ed1ab_2 conda-forge
wheel 0.41.2 py310haa95532_0
win_inet_pton 1.1.0 pyhd8ed1ab_6 conda-forge
xz 5.4.5 h8cc25b3_0
yfinance 0.2.33 pyhd8ed1ab_0 conda-forge
zipline-reloaded 3.0.3 py310h9b08ddd_0 conda-forge
zipp 3.17.0 pyhd8ed1ab_0 conda-forge
zlib 1.2.13 h8cc25b3_0
zlib-ng 2.0.7 hcfcfb64_0 conda-forge
zstd 1.5.5 hd43e919_0
Now that you know a little about me, let me tell you about the issue I am having:
Description of Issue
-
What did you expect to happen? I load zipline-reloaded into a fresh conda environment, and expect ziplnie to start cleanly.
-
What happened instead? I run zipline and get the following error:
File "F:\Python\anaconda3\envs\zipline_test\lib\site-packages\zipline\data\fx\__init__.py", line 4, in <module>
from .hdf5 import HDF5FXRateReader, HDF5FXRateWriter
File "F:\Python\anaconda3\envs\zipline_test\lib\site-packages\zipline\data\fx\hdf5.py", line 96, in <module>
import h5py
File "F:\Python\anaconda3\envs\zipline_test\lib\site-packages\h5py\__init__.py", line 33, in <module>
from . import version
File "F:\Python\anaconda3\envs\zipline_test\lib\site-packages\h5py\version.py", line 15, in <module>
from . import h5 as _h5
File "h5py\h5.pyx", line 1, in init h5py.h5
ImportError: DLL load failed while importing defs: The specified procedure could not be found.
Here is how you can reproduce this issue on your machine:
Reproduction Steps
- $ conda create -y -n zipline_test python=3.10
- $ conda activate zipline_test
- $ conda install -y -c conda-forge zipline-reloaded
- $ zipline (-> look for error lines quoted above...) ...
What steps have you taken to resolve this already?
I have found a workaround.
- $ conda create -y -n zipline_test python=3.10
- $ conda activate zipline_test
- $ conda install -y -c conda-forge h5py
- $ conda install -y -c conda-forge zipline-reloaded
- $ zipline (-> starts correctly) ...
Anything else?
I found the workaround by observing this behaviour:
- $ conda create -y -n zipline_test python=3.10
- $ conda activate zipline_test
- $ conda install -y -c conda-forge zipline-reloaded
- $ zipline (-> look for error line quoted above...)
- $ conda uninstall h5py
- $ conda install -y -c conda-forge h5py
- $ conda install -y -c conda-forge zipline-reloaded
- $ zipline (-> starts correctly) ie: remove and reload the h5py package followed by re-install of zipline-reloaded worked
Whilst this may be an obvious workaround, I thought it may be useful to capture as I did not see a specific instruction on Windows to load h5py prior to zipline-reloaded. ...
Sincerely, SamC
Ran into it as well. On a Mac, running py3.12 (via pyenv), you need a couple of dependencies before it installs successfully with pip:
brew install hdf5
brew install ta-lib
pip install zipline-reloaded
Closing for lack of activity, feel free to reopen if the issue persists.
