Zipline: Ingest error: TypeError: data type "datetime" not understood

[ghost]

Dear Zipline Maintainers,

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

Environment

• Operating System: (Windows Version or $ uname --all)

Linux raffaele-GL753VD 4.14.13-041413-generic #201801101001 SMP Wed Jan 10 10:02:53 UTC 2018 x86_64 x86_64 x86_64 GNU/Linux

• Python Version: $ python --version
  Python 3.6.3 :: Anaconda, Inc.
• 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))

pip

• Python packages: $ pip freeze or $ conda list

alembic==0.9.7
bcolz==0.12.1
Bottleneck==1.2.1
certifi==2017.11.5
chardet==3.0.4
click==6.7
contextlib2==0.5.5
cyordereddict==1.0.0
Cython==0.27.3
DateTime==4.2
decorator==4.2.1
empyrical==0.3.3
idna==2.6
intervaltree==2.1.0
Logbook==1.1.0
lru-dict==1.1.6
Mako==1.0.7
MarkupSafe==1.0
multipledispatch==0.4.9
networkx==2.0
numexpr==2.6.4
numpy==1.14.0
pandas==0.18.1
pandas-datareader==0.5.0
patsy==0.5.0
python-dateutil==2.6.1
python-editor==1.0.3
pytz==2017.3
requests==2.18.4
requests-file==1.4.3
requests-ftp==0.3.1
scipy==1.0.0
six==1.11.0
sortedcontainers==1.5.9
SQLAlchemy==1.2.1
statsmodels==0.8.0
tables==3.4.2
toolz==0.9.0
urllib3==1.22
zipline==1.1.1
zope.interface==4.4.3

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

Description of Issue

When I run
QUANDL_API_KEY=<KEY> zipline ingest -b quandl
I get an error message:
TypeError: data type "datetime" not understood

• What did you expect to happen?
  To download the data without error messages

• What happened instead?
  The error message is shown

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

Reproduction Steps

1. virtual env zipline
2. cd zipline
3. source ./bin/activate
4. pip install zipline
5. QUANDL_API_KEY=<KEY> zipline ingest -b quandl

What steps have you taken to resolve this already?

Looked into the web and it's related to an outdated version of pandas. But the outdated version is forced by the dependency of zipline

Anything else?

Here is the full log:

Downloading WIKI metadata:
Traceback (most recent call last):
File "/media/raffaele/DATA/data/progetti_miei/zipline/bin/zipline", line 11, in
sys.exit(main())
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/click/core.py", line 722, in __call__
return self.main(args, *kwargs)
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/click/core.py", line 697, in main
rv = self.invoke(ctx)
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/click/core.py", line 1066, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/click/core.py", line 895, in invoke
return ctx.invoke(self.callback, *ctx.params)
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/click/core.py", line 535, in invoke
return callback(args, **kwargs)
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/zipline/__main__.py", line 312, in ingest
show_progress,
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/zipline/data/bundles/core.py", line 451, in ingest
pth.data_path([name, timestr], environ=environ),
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/zipline/data/bundles/quandl.py", line 295, in quandl_bundle
show_progress=show_progress,
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/zipline/data/bundles/quandl.py", line 129, in fetch_symbol_metadata_frame
data['auto_close_date'] = data['end_date'] + pd.Timedelta(days=1)
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/pandas/core/ops.py", line 609, in wrapper
na_op)
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/pandas/core/ops.py", line 569, in maybe_convert_for_time_op
return cls(left, right, name, na_op)
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/pandas/core/ops.py", line 282, in __init__
lvalues = self._convert_to_array(left, name=name)
File "/media/raffaele/DATA/data/progetti_miei/zipline/lib/python3.6/site-packages/pandas/core/ops.py", line 398, in _convert_to_array
if (inferred_type in ('datetime64', 'datetime', 'date', 'time') or
TypeError: data type "datetime" not understood

Sincerely,
$ whoami
Raffaele

[techsethi]

I am also having the same issue

[flycjh]

exactly the same issue, any help?

[freddiev4]

Hi there. The latest README also reflects the latest zipline. The Quandl bundle is fixed on the zipline master branch and it looks like you have zipline 1.1.1 installed. If you install the latest zipline from GitHub then you shouldn't see this error.

In the next release (which would presumably be 1.1.2) you can just install zipline as you normally would.

[techsethi]

If you install the latest zipline from GitHub then you shouldn't see
this error.

How do I install from Github ? Thanks in advance.

On Thu, Jan 25, 2018 at 11:41 PM, Freddie Vargus [e-mail]
wrote:

Hi there. The latest README also reflects the latest zipline. The Quandl
bundle is fixed on the zipline master branch and it looks like you have
zipline 1.1.1 installed. If you install the latest zipline from GitHub then
you shouldn't see this error.

In the next release (which would presumably be 1.1.2) you can just install
zipline as you normally would.

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Pradeep Sethi

[freddiev4]

@techsethi you can install from GitHub with:

git clone [email protected]:quantopian/zipline.git
pip install zipline/

[EMTRANSLATEUR355]

Hi, I'm runnig

git clone [email protected]:quantopian/zipline.git

and I get

[email protected]: Permission denied (publickey).
fatal: Could not read from remote repository.
Please make sure you have the correct access rights
and the repository exists.

thanks

[freddiev4]

@EMTRANSLATEUR355 can you try cloning with https?

git clone https://github.com/quantopian/zipline.git

[freddiev4]

Closing this should be fixed in the latest release of zipline. You can see the release notes here Feel free to update to 1.2.0 with either:

pip install -U zipline

or

conda update zipline -c quantopian

Zipline is packaged for Py27 and Py35. If there are any problems, please open a new issue 🙂