Zipline: run example dual_moving_average.py in zipline 1.0.0 with error: " ValueError no data for bundle u'quantopian-quandl' on or before 2016-05-20 ......

[lajor2010]

Dear Zipline Maintainers,

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

Environment

• 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

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?
• What happened instead?

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

Reproduction Steps

1.
2.
3.
...

What steps have you taken to resolve this already?

...

Anything else?

...

Sincerely,
$ whoami

[llllllllll]

To download the data, run zipline ingest

[llllllllll]

I will put a message in the error there, something like, "Maybe you need to run zipline ingest"

[llllllllll]

The full command is just:

$ zipline ingest

This will download data from an s3 bucket, and not from quandl directly. It is the same data that quandl serves except that it is already in the format that zipline wants.

[lajor2010]

run "zipline ingest" in terminal to download data.

thanks

[llllllllll]

Were you able to get everything working? I have updated the error message you saw to say, "maybe you need to run: $ zipline ingest" here: https://github.com/quantopian/zipline/commit/eda751cf88920ededca9531417ae6ec777276820

[bachi76]

I run into the same, suggest to add the info about 'zipline ingest' to the Quickstart and tutorial pages.

Side note: I've installed with conda, and the version I've got says this when I run the command from the quickstart docs:

quantopian$ zipline run -f buyapple.py --start 2000-1-1 --end 2014-1-1 --symbols AAPL -o buyapple_out.pickle
.../lib/python2.7/site-packages/pandas/io/data.py:33: FutureWarning:
The pandas.io.data module is moved to a separate package (pandas-datareader) and will be removed from pandas in a future version.
After installing the pandas-datareader package (https://github.com/pydata/pandas-datareader), you can change the import from pandas.io import data, wb to from pandas_datareader import data, wb.
FutureWarning)
Error: no such option: --symbols

(did I get an old version via "conda install -c Quantopian zipline" ?)

[adijo]

Hi @bachi76, I had the same issue. Looks like --symbols does not exist anymore. I just ran the command without that flag and it worked. Maybe someone from Quantopian can clarify. I also suggest that the zipline ingest line should be added to the installation instructions.

[llllllllll]

@adijo @bachi76 I think the quickstart is out of date, you are correct to just remove --symbols. I will update the install/quickstart to tell you to ingest.

[richafrank]

@llllllllll Is there more to update besides https://github.com/quantopian/zipline/pull/1248 ?

[freddiev4]

I added zipline ingest to the README and to #1845.

Going to close this issue 🙂 feel free to re-open if you have similar issues.

[RadCopperman]

I am not using quantopian .. (I use Google Colab)
from zipline.data import bundles
import os
os.environ['QUANDL_API_KEY'] = 'XXXXXXXXXXXXXXXXXXXXXXX'

%%zipline --start 2016-1-1 --end 2017-12-31 --capital-base 10000.0 -o buy_and_hold.pkl

imports

from zipline.api import order_percent, symbol, record
from zipline.finance import commission
bundles.ingest('quandl')

no data for bundle 'quantopian-quandl' on or before 2020-12-10 14:37:21.206189+00:00
maybe you need to run: $ zipline ingest -b quantopian-quandl

How can I fix this error?