Zipline: Most basic examples don't work in local zipline installation

[richdevboston]

Dear Zipline Maintainers,

Zipline local installs and shows various modules and methods at the zipline.module command line in Jupyter. However, zipline.examples is missing

My environment:
Python 3.5, Pandas 0.22, zipline (latest 1.3.0)

• Operating System: (Windows 10 64-bit)
• Python 64-bit
  conda installation
• Python packages: $ pip freeze or $ conda list

conda list
packages in environment at C:\ProgramData\Anaconda3\envs\quant_trader:

Name Version Build Channel

alembic 0.7.7 py35_0 quantopian
alphalens 0.3.6 py_0 conda-forge
backcall 0.1.0 py_0 conda-forge
bcolz 0.12.1 np111py35_0 quantopian
blas 1.0 mkl
bleach 3.1.0 py_0 conda-forge
blosc 1.17.0 h6538335_1 conda-forge
bottleneck 1.2.1 py35h452e1ab_1 conda-forge
bzip2 1.0.8 hfa6e2cd_0 conda-forge
ca-certificates 2019.6.16 hecc5488_0 conda-forge
certifi 2018.8.24 py35_1001 conda-forge
click 7.0 py_0 conda-forge
colorama 0.4.1 py_0 conda-forge
contextlib2 0.5.5 py_2 conda-forge
cycler 0.10.0 py_1 conda-forge
cyordereddict 0.2.2 py35_0 quantopian
cython 0.28.5 py35h6538335_0 conda-forge
decorator 4.4.0 py_0 conda-forge
defusedxml 0.5.0 py_1 conda-forge
empyrical 0.5.0 py35_0 quantopian
entrypoints 0.2.3 py35_2 conda-forge
freetype 2.6.3 vc14_1 conda-forge
h5py 2.8.0 py35hb24199d_2 conda-forge
hdf5 1.10.2 he51fdeb_2 conda-forge
icc_rt 2019.0.0 h0cc432a_1
icu 64.2 he025d50_1 conda-forge
intel-openmp 2019.4 245
intervaltree 2.1.0 py35_0 quantopian
ipykernel 5.1.0 pyh24bf2e0_0 conda-forge
ipython 7.0.1 py35h39e3cac_0 conda-forge
ipython_genutils 0.2.0 py_1 conda-forge
ipywidgets 7.4.2 py_0 conda-forge
jedi 0.12.1 py35_0 conda-forge
jinja2 2.10.1 py_0 conda-forge
joblib 0.13.2 py_0 conda-forge
jpeg 9c hfa6e2cd_1001 conda-forge
jsonschema 2.6.0 py35_2 conda-forge
jupyter_client 5.3.1 py_0 conda-forge
jupyter_contrib_core 0.3.3 py_2 conda-forge
jupyter_contrib_nbextensions 0.5.0 py35_0 conda-forge
jupyter_core 4.4.0 py_0 conda-forge
jupyter_highlight_selected_word 0.2.0 py35_0 conda-forge
jupyter_latex_envs 1.4.4 py35_0 conda-forge
jupyter_nbextensions_configurator 0.4.0 py35_0 conda-forge
libgpuarray 0.7.6 hfa6e2cd_1003 conda-forge
libiconv 1.15 hfa6e2cd_1005 conda-forge
libpng 1.6.37 h7602738_0 conda-forge
libxml2 2.9.9 h9ce36c8_5 conda-forge
libxslt 1.1.33 heafd4d3_0 conda-forge
logbook 0.12.5 py35_0 quantopian
lru-dict 1.1.4 py35_0 quantopian
lxml 4.2.5 py35heafd4d3_0 conda-forge
m2w64-gcc-libgfortran 5.3.0 6
m2w64-gcc-libs 5.3.0 7
m2w64-gcc-libs-core 5.3.0 7
m2w64-gmp 6.1.0 2
m2w64-libwinpthread-git 5.0.0.4634.697f757 2
mako 1.1.0 py_0 conda-forge
markupsafe 1.0 py35hfa6e2cd_1 conda-forge
matplotlib 2.0.0b4 np111py35_0 conda-forge
mistune 0.8.3 py35hfa6e2cd_2 conda-forge
mkl 2018.0.3 1
msys2-conda-epoch 20160418 1
multipledispatch 0.6.0 py_0 conda-forge
nbconvert 5.6.0 py_0 conda-forge
nbformat 4.4.0 py_1 conda-forge
networkx 1.11 py35_0 conda-forge
notebook 5.7.0 py35_0 conda-forge
numexpr 2.6.6 py35_0 conda-forge
numpy 1.11.3 py35h4a99626_4
openssl 1.1.1c hfa6e2cd_0 conda-forge
pandas 0.22.0 py35_1 conda-forge
pandas-datareader 0.6.0 py35_0 conda-forge
pandas-profiling 1.4.2 py_0 conda-forge
pandoc 2.7.3 0 conda-forge
pandocfilters 1.4.2 py_1 conda-forge
parso 0.5.1 py_0 conda-forge
patsy 0.5.1 py_0 conda-forge
pickleshare 0.7.5 py35_0 conda-forge
pip 18.0 py35_1001 conda-forge
prometheus_client 0.7.1 py_0 conda-forge
prompt_toolkit 2.0.9 py_0 conda-forge
pyfolio 0.8.0 py_0 conda-forge
pygments 2.4.2 py_0 conda-forge
pygpu 0.7.6 py35_0 conda-forge
pymc3 3.5 py35_0 conda-forge
pyparsing 2.4.2 py_0 conda-forge
pyqt 5.9.2 py35h6538335_2
pyreadline 2.1 py35_1000 conda-forge
pytables 3.4.4 py35h7e76658_1 conda-forge
python 3.5.5 he025d50_2 conda-forge
python-dateutil 2.8.0 py_0 conda-forge
pytz 2019.2 py_0 conda-forge
pywinpty 0.5.4 py35_2 conda-forge
pyyaml 3.13 py35hfa6e2cd_1 conda-forge
pyzmq 17.0.0 py35_3 conda-forge
qgrid 1.1.1 py35_1 conda-forge
qt 5.9.7 h506e8af_3 conda-forge
requests 2.13.0 py35_0 conda-forge
requests-file 1.4.3 py35_0
requests-ftp 0.3.1 py35_0 conda-forge
scikit-learn 0.20.0 py35heebcf9a_1
scipy 1.1.0 py35hc28095f_0
seaborn 0.9.0 py_0 conda-forge
send2trash 1.5.0 py_0 conda-forge
setuptools 40.4.3 py35_0 conda-forge
simplegeneric 0.8.1 py_1 conda-forge
sip 4.19.8 py35h6538335_1000 conda-forge
six 1.11.0 py35_1 conda-forge
sortedcontainers 1.4.4 py35_0 quantopian
sqlalchemy 1.2.12 py35hfa6e2cd_0 conda-forge
sqlite 3.29.0 hfa6e2cd_1 conda-forge
statsmodels 0.9.0 py35_0 conda-forge
terminado 0.8.1 py35_1 conda-forge
testpath 0.4.2 py_1001 conda-forge
theano 1.0.3 py35_0 conda-forge
toolz 0.10.0 py_0 conda-forge
tornado 5.1.1 py35hfa6e2cd_0 conda-forge
tqdm 4.35.0 py_0 conda-forge
trading-calendars 1.8.1 py35_0 quantopian
traitlets 4.3.2 py35_0 conda-forge
vc 14.1 h0510ff6_4
vs2015_runtime 14.15.26706 h3a45250_4
wcwidth 0.1.7 py_1 conda-forge
webencodings 0.5.1 py_1 conda-forge
wheel 0.32.0 py35_1000 conda-forge
widgetsnbextension 3.4.2 py35_0 conda-forge
win_unicode_console 0.5 py35_0 conda-forge
wincertstore 0.2 py35_1002 conda-forge
winpty 0.4.3 4 conda-forge
yaml 0.1.7 hfa6e2cd_1001 conda-forge
zipline 1.3.0 np111py35_0 Quantopian
zlib 1.2.11 h2fa13f4_1005 conda-forge

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

ZIPLINE IS NOT WORKING FROM THE COMMAND LINE, AND EXAMPLES DON'T WORK IN JUPYTER NOTEBOOK. I created a fresh virtual environment for local zipline and other Q tools. Step 1 in the Zipline Beginner Tutorial throws errors.

Description of Issue

from zipline.examples import buyapple

ImportError Traceback (most recent call last)
in
----> 1 from zipline.examples import buyapple

C:\ProgramData\Anaconda3\envs\quant_trader\lib\site-packages\zipline\examples__init__.py in
14 continue
15 modname = f[:-len('.py')]
---> 16 mod = import_module('.' + modname, package=__name__)
17 EXAMPLE_MODULES[modname] = mod
18 globals()[modname] = mod

C:\ProgramData\Anaconda3\envs\quant_trader\lib\importlib__init__.py in import_module(name, package)
124 break
125 level += 1
--> 126 return _bootstrap._gcd_import(name[level:], package, level)
127
128

C:\ProgramData\Anaconda3\envs\quant_trader\lib\site-packages\zipline\examples\dual_ema_talib.py in
28 from zipline.finance import commission, slippage
29 # Import exponential moving average from talib wrapper
---> 30 from talib import EMA
31
32

ImportError: No module named 'talib'

• What did you expect to happen?
  Install zipline, pyfolio, alphalens locally and the examples work !!!!!!!!!!!!!!

• What happened instead?

A 1/2 day lost trying to workaround the incomplete documentation and examples for zipline local. Quantopian has been around a long time.

What steps have you taken to resolve this already?

Scoured the internet and Quantopian web site for answers to getting ta-lib working so that I can get local zipline examples work. Tried creating a separate virtual environment and installing the dependencies two different times. Tried doing a separate build of ta-lib; that didn't work. Tried downloading and installing ta-lib wheel file; that didn't work.
...

Anything else?

Overall a pretty frustrating day with Quantopian offline tools. This zipline installation needs to "just work" like most other major Python package installations. Take care of the dependencies in zipline installers guys!
...

Sincerely,

[rogerjbos]

I've noticed this too. I have opened two issues on this, but no one has ever responded. I don't know if zipline is still being maintained or not??? The problem seems to be (in my case) downloading the benchmark data from the IEX website. I don't think it works anymore. If we knew what the data needed to look like, we can create our own data set.

[richdevboston]

The local Zipline version does not appear to be maintained, and is now an
afterthought or low priority for Quantopian. I consider the zipline
installation package is incomplete because it requires TA-Lib, which is not
included in the zipline installation package. I looked around and tried
several different kits for TA-Lib and none of them install correctly using
conda from the command line from conda-forge or Anaconda repos. TA-Lib is
not packaged with Anaconda and this is a barrier to adoption offline
zipline. Zipline needs to include the correct version of TA-Lib.

Too bad because I'd like to work with it. My first requirement for any
"open source" package is that it installs locally, not in a captive,
proprietary online platform. Without being dependent on other poorly
maintained or packages unavailable in the target language, in this case
Python.

There are other Python-based backtesting tools. I'll come back to zipline
another time.

On Fri, Sep 13, 2019, 9:20 AM Roger J. Bos [e-mail] wrote:

I've noticed this too. I have opened two issues on this, but no one has
ever responded. I don't know if zipline is still being maintained or not???
The problem seems to be (in my case) downloading the benchmark data from
the IEX website. I don't think it works anymore. If we knew what the data
needed to look like, we can create our own data set.

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[rogerjbos]

Thanks for the update.

[peterhbromley]

Hey @richdevboston and @rogerjbos, an update for the status of this bug is given in https://github.com/quantopian/zipline/issues/2652. Let us know in that thread if you have any more issues running the examples.