Zipline: Example run error "sqlalchemy.exc.InvalidRequestError: .."

Created on 7 Jul 2016 · 25Comments · Source: quantopian/zipline

Dear Zipline Maintainers,

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

Environment

Operating System:# (Windows 7)
Python Version: $ python --version 2.7.11
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)) conda
Python packages: $ pip freeze or $ conda list
# packages in environment at C:\Anaconda2:
#
_nb_ext_conf 0.2.0 py27_0
alabaster 0.7.8 py27_0
anaconda 4.1.0 np111py27_0
anaconda-client 1.4.0 py27_0
anaconda-navigator 1.2.1 py27_0
argcomplete 1.0.0 py27_1
astropy 1.2.1 np111py27_0
babel 2.3.3 py27_0
backports 1.0 py27_0
backports_abc 0.4 py27_0
beautifulsoup4 4.4.1 py27_0
bitarray 0.8.1 py27_1
bokeh 0.11.1 py27_0
boto 2.40.0 py27_0
bottleneck 1.0.0 np110py27_1
bzip2 1.0.6 vc9_3 [vc9]
cdecimal 2.3 py27_2
cffi 1.6.0 py27_0
chest 0.2.3 py27_0
click 6.6 py27_0
cloudpickle 0.2.1 py27_0
clyent 1.2.2 py27_0
colorama 0.3.7 py27_0
comtypes 1.1.2 py27_0
conda 4.1.6 py27_0
conda-build 1.21.2 py27_0
conda-env 2.5.1 py27_0
configobj 5.0.6 py27_0
configparser 3.5.0b2 py27_1
console_shortcut 0.1.1 py27_1
contextlib2 0.5.3 py27_0
cryptography 1.4 py27_0
curl 7.49.0 vc9_0 [vc9]
cycler 0.10.0 py27_0
cython 0.24 py27_0
cytoolz 0.8.0 py27_0
dask 0.10.0 py27_0
datashape 0.5.2 py27_0
decorator 4.0.10 py27_0
dill 0.2.5 py27_0
docutils 0.12 py27_2
entrypoints 0.2.2 py27_0
enum34 1.1.6 py27_0
et_xmlfile 1.0.1 py27_0
fastcache 1.0.2 py27_1
flask 0.11.1 py27_0
flask-cors 2.1.2 py27_0
freetype 2.5.5 vc9_1 [vc9]
funcsigs 1.0.2 py27_0
functools32 3.2.3.2 py27_0
futures 3.0.5 py27_0
get_terminal_size 1.0.0 py27_0
gevent 1.1.1 py27_0
greenlet 0.4.10 py27_0
grin 1.2.1 py27_3
h5py 2.6.0 np111py27_0
hdf5 1.8.15.1 vc9_4 [vc9]
heapdict 1.0.0 py27_1
idna 2.1 py27_0
imagesize 0.7.1 py27_0
ipaddress 1.0.16 py27_0
ipykernel 4.3.1 py27_0
ipython 4.2.0 py27_0
ipython_genutils 0.1.0 py27_0
ipywidgets 4.1.1 py27_0
itsdangerous 0.24 py27_0
jdcal 1.2 py27_1
jedi 0.9.0 py27_1
jinja2 2.8 py27_1
jpeg 8d vc9_0 [vc9]
jsonschema 2.5.1 py27_0
jupyter 1.0.0 py27_3
jupyter_client 4.3.0 py27_0
jupyter_console 4.1.1 py27_0
jupyter_core 4.1.0 py27_0
libpng 1.6.22 vc9_0 [vc9]
libtiff 4.0.6 vc9_2 [vc9]
llvmlite 0.11.0 py27_0
locket 0.2.0 py27_1
Logbook 1.0.0
lxml 3.6.0 py27_0
markupsafe 0.23 py27_2
matplotlib 1.5.1 np110py27_0
menuinst 1.4.1 py27_0
mistune 0.7.2 py27_0
mkl 11.3.3 1
mkl-service 1.1.2 py27_2
mpmath 0.19 py27_1
multipledispatch 0.4.8 py27_0
nb_anacondacloud 1.1.0 py27_0
nb_conda 1.1.0 py27_0
nb_conda_kernels 1.0.3 py27_0
nbconvert 4.2.0 py27_0
nbformat 4.0.1 py27_0
nbpresent 3.0.2 py27_0
networkx 1.11 py27_0
nltk 3.2.1 py27_0
nose 1.3.7 py27_1
notebook 4.2.1 py27_0
numba 0.26.0 np111py27_0
numexpr 2.6.0 np110py27_0
numpy 1.10.4 py27_2
odo 0.5.0 py27_0
openpyxl 2.3.2 py27_0
openssl 1.0.2h vc9_0 [vc9]
pandas 0.17.1
pandas 0.17.1 np110py27_0
pandas-datareader 0.2.1
pandas-datareader 0.2.1 py27_0
partd 0.3.4 py27_0
path.py 8.2.1 py27_0
pathlib2 2.1.0 py27_0
patsy 0.4.1 py27_0
pep8 1.7.0 py27_0
pickleshare 0.7.2 py27_0
pillow 3.2.0 py27_1
pip 8.1.2 py27_0
ply 3.8 py27_0
progressbar 2.3
psutil 4.3.0 py27_0
py 1.4.31 py27_0
pyasn1 0.1.9 py27_0
pycosat 0.6.1 py27_1
pycparser 2.14 py27_1
pycrypto 2.6.1 py27_4
pycurl 7.43.0 py27_0
pyflakes 1.2.3 py27_0
pygments 2.1.3 py27_0
pyopenssl 0.16.0 py27_0
pyparsing 2.1.4 py27_0
pyqt 4.11.4 py27_6
pyreadline 2.1 py27_0
pytables 3.2.2 np111py27_4
pytest 2.9.2 py27_0
python 2.7.11 5
python-dateutil 2.5.3 py27_0
pytz 2016.4 py27_0
pywin32 220 py27_1
pyyaml 3.11 py27_4
pyzmq 15.2.0 py27_0
qt 4.8.7 vc9_8 [vc9]
qtconsole 4.2.1 py27_0
qtpy 1.0.2 py27_0
bcolz 0.12.1 np110py27_0 Quantopian
cachetools 1.1.6 py27_0 Quantopian
cyordereddict 0.2.2 py27_0 Quantopian
intervaltree 2.1.0 py27_0 Quantopian
logbook 0.12.5 py27_0 Quantopian
sortedcontainers 1.4.4 py27_0 Quantopian
zipline 1.0.1 np110py27_2_g85327d8 Quantopian
requests 2.10.0 py27_0
requests-file 1.4
requests-file 1.4 py27_0
rope 0.9.4 py27_1
ruamel_yaml 0.11.7 py27_0
scikit-image 0.12.3 np111py27_1
scikit-learn 0.17.1 np110py27_1
scipy 0.17.1 np110py27_1
seaborn 0.7.0 py27_0
setuptools 23.0.0 py27_0
simplegeneric 0.8.1 py27_1
singledispatch 3.4.0.3 py27_0
sip 4.16.9 py27_2
six 1.10.0 py27_0
snowballstemmer 1.2.1 py27_0
sockjs-tornado 1.0.3 py27_0
sphinx 1.4.1 py27_0
sphinx_rtd_theme 0.1.9 py27_0
spyder 2.3.9 py27_0
sqlalchemy 1.0.13 py27_0
sqlite 3.13.0 vc9_1 [vc9]
ssl_match_hostname 3.4.0.2 py27_1
statsmodels 0.6.1 np110py27_1
sympy 1.0 py27_0
tk 8.5.18 vc9_0 [vc9]
toolz 0.8.0 py27_0
tornado 4.3 py27_1
traitlets 4.2.1 py27_0
unicodecsv 0.14.1 py27_0
vs2008_runtime 9.00.30729.1 2
werkzeug 0.11.10 py27_0
wheel 0.29.0 py27_0
xlrd 1.0.0 py27_0
xlsxwriter 0.9.2 py27_0
xlwings 0.7.2 py27_0
xlwt 1.1.2 py27_0
zlib 1.2.8 vc9_3 [vc9]

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?
zipline is installed, I expect I can run the example.
zipline run -f ../zipline/examples/buyapple.py --start 2011-1-1 --end 2012-1-1 -o dma.pickle
What happened instead?
.......
(bind.engine.url, s, ', '.join(missing)))
sqlalchemy.exc.InvalidRequestError: Could not reflect: requested table(s) not av
ailable in sqlite:///C:Users\Guowei/.zipline\data\quantopian-quandl\2016-07-05T
09;28;22.970000\assets-3.sqlite: (futures_root_symbols, version_info, asset_rout
er, equities, futures_contracts, futures_exchanges)

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
Wei

Bug Data Bundle

Source

guoweihw

👍2

Most helpful comment

having the exact same InvalidRequestError

enriquedecote on 4 Aug 2016

👍4

All 25 comments

if i use the following command:
python run_algo.py -f ../examples/buyapple.py --start 2011-1-1 --end 2012-1-1 -o out.pickle
The error information is as follows:

Traceback (most recent call last):
File "run_algo.py", line 23, in
from zipline.utils.calendars import default_nyse_schedule
ImportError: No module named calendars

Thanks for any solutions or advices.

guoweihw on 7 Jul 2016

having the exact same InvalidRequestError

enriquedecote on 4 Aug 2016

👍4

same issue here - probably related to assets-5.sqlite being 0 bytes?

robmoggach on 4 Aug 2016

👍1

try using a release instead of master branch - master is not always stable

https://github.com/quantopian/zipline/releases

robmoggach on 4 Aug 2016

Dear Devs, is there anything happening with this? Maybe @richafrank could help? I'm having the same issue...

EDIT: I have built a new data bundle, filled it with APPL info from Yahoo finance and used that to test buyapple.py . It works using my dataset, so I can only assume that the issue is with the quantopian-quandl bundled data.

To create data using Yahoo! look here http://www.zipline.io/bundles.html#yahoo-bundle-factories

smujahed on 22 Aug 2016

👍1

I've reproduced the InvalidRequestError. Agreed that the 0-byte assets db is the issue - looks to be the same as #1228, which is fixed now on master.

When I update to the latest build from master:

> conda install -c https://conda.anaconda.org/Quantopian/label/ci -c quantopian zipline

I'm able to run

> zipline run -f Miniconda2\envs\zp\Lib\site-packages\zipline\examples\buyapple.py  --start 2011-1-1 --end 2012-1-1
[2016-08-23 02:12:21.764000] INFO: Performance: Simulated 252 trading days out of 252.
[2016-08-23 02:12:21.764000] INFO: Performance: first open: 2011-01-03 14:31:00+00:00
[2016-08-23 02:12:21.764000] INFO: Performance: last close: 2011-12-30 21:00:00+00:00
...

successfully.

richafrank on 23 Aug 2016

Regarding the other error mentioned here (ImportError: No module named calendars), it's definitely confusing. run_algo.py is the pre-1.0 cli, but the default_nyse_schedule name was a short-lived piece of code that existed in some commits of master only after the latest release, i.e. post-1.0.1.

I'm not sure what commit was installed at the time, but I'd try the latest master @guoweihw , using the above command. Maybe zipline was installed some way other than conda or pip and didn't compile the c extensions?

If that doesn't solve the issue, let's make a new one in github, since it seems unrelated to the InvalidRequestError.

richafrank on 23 Aug 2016

Hey @richafrank I need advice on whether to open a new issue, since this is still happening on my system, although I am using a different operating system (OS X) and possibly different packages. What would you advise?

smujahed on 23 Aug 2016

I'm getting the same error on mac. I tried uninstalling zipline via pip and reinstalling, but that didn't solve it. I also tried clearing all the data via "zipline clean..." but that didn't do anything as seen by "zipline bundles". I'm using python 3.4.4 and pip3.

scarrick68 on 24 Aug 2016

I am having the same problem. I tried installing the master branch as suggested by @richafrank ,with pip:
sudo -H pip3 install -e git+https://github.com/quantopian/zipline@master#egg=zipline_master
and am having the same InvalidRequestError.

d3ld0t on 26 Aug 2016

I'm getting the same error on mac.

If this is more general than windows, then I'll just re-label this.

Also, https://github.com/quantopian/zipline/issues/1443 was spotted today, but using latest master should actually be a solution to that issue, so it's likely different from this one.

richafrank on 29 Aug 2016

If this is more general than windows, then I'll just re-label this.

Indeed, I was getting this error on Kubuntu 16.04.1

d3ld0t on 29 Aug 2016

Same error on Centos 7, solved with richafrank suggestion:
conda install -c https://conda.anaconda.org/Quantopian/label/ci -c quantopian zipline

parrondo on 30 Aug 2016

Having the same issue. I tried richafrank's suggestion to
conda install -c https://conda.anaconda.org/Quantopian/label/ci -c quantopian zipline, which downloaded and updated fine, but when I tried running my algo, I still get the same:

InvalidRequestError: Could not reflect: requested table(s) not available in sqlite:///C:\Users\JKLIMCAK/.zipline\data\quantopian-quandl\2016-08-31T11;05;48.373000\assets-5.sqlite: (asset_router, futures_root_symbols, version_info, equity_symbol_mappings, equities, futures_contracts, futures_exchanges)

Any ideas or anything else I can provide to help out? Do you think uploading my own data bundles would solve this issue?

JoeKlimcak on 31 Aug 2016

@CaballeroJoe Can you tell if the file at that path is empty?

richafrank on 31 Aug 2016

@richafrank Indeed looks like it. The conda install -c https://conda.anaconda.org/Quantopian/label/ci -c quantopian zipline went through fine however, what's the best way of getting that asset db file?

JoeKlimcak on 1 Sep 2016

Have you run zipline ingest after updating to that CI version zipline?

richafrank on 1 Sep 2016

I had the same issue and was solved by re-running zipline ingest

nicoCalvo on 27 Sep 2016

Also experiencing InvalidRequestError when running the buyApple.py. Running on OSX python2.7

Zipline1.0.2 was installed via pip. Have tried installing / reinstalling. Cleaning & re-ingesting.
Asset-5 is not created until running the example. After running, it is an empty file.

Any update on this?

Update:
Running sudo -H pip install -e git+https://github.com/quantopian/zipline@master#egg=zipline_master

worked for me. One thing I observed was that zipline master is using pandas 18.1, while pip's is using 17.1.

ColeMurray on 17 Dec 2016

👍1

Ubuntu 16.04 x64, python 2.7
zipline 1.0.2 (via pip). Confirm the same error (InvalidRequestError) and assets-5.sqlite is zero-length.

turboslon on 18 Dec 2016

I had this issue as well, a bundle I ingested on 2016/11/29 worked but a new bundle ingested on 12/19/2016 did not work. The only thing that worked for me was clearing all installed packages and reinstalling Zipline via:
sudo -H pip install -e git+https://github.com/quantopian/zipline@master#egg=zipline_master
also I had to remove the original ~/.zipline/ folder for this work.

pbharrin on 20 Dec 2016

👍2

Another me too. Fresh install on windows 7 from conda.
Not even close to working "out-of-the-box"

First can't get the quandl data
requests.exceptions.HTTPError: 403 Client Error: Forbidden for url: https://s3.amazonaws.com/quantopian-public-zipline-data/quandl

Tried a yahoo bundle and now get:
sqlalchemy.exc.InvalidRequestError: Could not reflect: requested table(s) not available in sqlite:///C:Users\Tim/.zipline\dataquantopian-quandl\2017-04-01T17;
52;27.676000assets-5.sqlite: (asset_router, futures_root_symbols, version_info,
equity_symbol_mappings, equities, futures_contracts, futures_exchanges)

Just too hard to get going if the examples are this tough - bounced off and trying some alternatives.

TimMurnaghan on 1 Apr 2017

@TimMurnaghan that was an issue we had for about a day but was fixed (see https://github.com/quantopian/zipline/issues/1736)

Otherwise it looks like this works fine on master when I ran zipline ingest -b quantopian-quandl and then ran my example algorithm

freddiev4 on 16 Apr 2017

on my ubuntu 16.04 i got same error :
SQLite file '/home/cem/.zipline/data/csvdir/2017-12-23T22;58;03.941248/assets-6.sqlite' doesn't exist.
i tried with conda and zipline master version but still got same issue.

acanacar on 24 Dec 2017

@acanacar that looks like it's coming from the csvdir bundle and not quantopian-quandl. Did you run zipline ingest -b csvdir with your own set of equities?

freddiev4 on 8 Jan 2018

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