Python Zipline: "pandas_datareader._utils.RemoteDataError" & lokale Daten

Question

Es ist mein erster Beitrag, ich hoffe, es wird gut gemacht.

Ich versuche, die folgende ZipLine Algo mit lokalen AAPL Daten auszuführen:

import pandas as pd 
from collections import OrderedDict 
import pytz 
from zipline.api import order, symbol, record, order_target 
from zipline.algorithm import TradingAlgorithm 

data = OrderedDict() 
data['AAPL'] = pd.read_csv('AAPL.csv', index_col=0, parse_dates=['Date']) 

panel = pd.Panel(data) 
panel.minor_axis = ['Open', 'High', 'Low', 'Close', 'Volume', 'Price'] 
panel.major_axis = panel.major_axis.tz_localize(pytz.utc) 

print panel["AAPL"] 

def initialize(context): 
    context.security = symbol('AAPL') 

def handle_data(context, data): 
    MA1 = data[context.security].mavg(50) 
    MA2 = data[context.security].mavg(100) 
    date = str(data[context.security].datetime)[:10] 
    current_price = data[context.security].price 
    current_positions = context.portfolio.positions[symbol('AAPL')].amount 
    cash = context.portfolio.cash 
    value = context.portfolio.portfolio_value 
    current_pnl = context.portfolio.pnl 

# code (this will come under handle_data function only) 
    if (MA1 > MA2) and current_positions == 0: 
     number_of_shares = int(cash/current_price) 
     order(context.security, number_of_shares) 
     record(date=date, MA1=MA1, MA2=MA2, Price= 
     current_price, status="buy", shares=number_of_shares, PnL=current_pnl, cash=cash, value=value) 

    elif (MA1 < MA2) and current_positions != 0: 
     order_target(context.security, 0) 
     record(date=date, MA1=MA1, MA2=MA2, Price=current_price, status="sell", shares="--", PnL=current_pnl, cash=cash, 
      value=value) 

    else: 
     record(date=date, MA1=MA1, MA2=MA2, Price=current_price, status="--", shares="--", PnL=current_pnl, cash=cash, 
      value=value) 


#initializing trading enviroment 
algo_obj = TradingAlgorithm(initialize=initialize, handle_data=handle_data) 
#run algo 
perf_manual = algo_obj.run(panel) 


#code 
#calculation 
print "total pnl : " + str(float(perf_manual[["PnL"]].iloc[-1])) 
buy_trade = perf_manual[["status"]].loc[perf_manual["status"] == "buy"].count() 
sell_trade = perf_manual[["status"]].loc[perf_manual["status"] == "sell"].count() 
total_trade = buy_trade + sell_trade 
print "buy trade : " + str(int(buy_trade)) + " sell trade : " + str(int(sell_trade)) + " total trade : " + str(int(total_trade)) 

Ich war inspiriert von https://www.quantinsti.com/blog/introduction-zipline-python/ und https://www.quantinsti.com/blog/importing-csv-data-zipline-backtesting/.

ich diesen Fehler:

Traceback (most recent call last): 
File "C:/Users/main/Desktop/docs/ALGO_TRADING/_DATAS/_zipline_data_bundle /temp.py", line 51, in <module> 
algo_obj = TradingAlgorithm(initialize=initialize, handle_data=handle_data) 
File "C:\Python27-32\lib\site-packages\zipline\algorithm.py", line 273, in __init__ 
self.trading_environment = TradingEnvironment() 
File "C:\Python27-32\lib\site-packages\zipline\finance\trading.py", line 99, in __init__ 
self.bm_symbol, 
File "C:\Python27-32\lib\site-packages\zipline\data\loader.py", line 166, in load_market_data 
environ, 
File "C:\Python27-32\lib\site-packages\zipline\data\loader.py", line 230, in ensure_benchmark_data 
last_date, 
File "C:\Python27-32\lib\site-packages\zipline\data\benchmarks.py", line 50, in get_benchmark_returns 
last_date 
File "C:\Python27-32\lib\site-packages\pandas_datareader\data.py", line 137, in DataReader 
session=session).read() 
File "C:\Python27-32\lib\site-packages\pandas_datareader\base.py", line 181, in read 
params=self._get_params(self.symbols)) 
File "C:\Python27-32\lib\site-packages\pandas_datareader\base.py", line 79, in _read_one_data 
out = self._read_url_as_StringIO(url, params=params) 
File "C:\Python27-32\lib\site-packages\pandas_datareader\base.py", line 90, in _read_url_as_StringIO 
response = self._get_response(url, params=params) 
File "C:\Python27-32\lib\site-packages\pandas_datareader\base.py", line 139, in _get_response 
raise RemoteDataError('Unable to read URL: {0}'.format(url)) 
pandas_datareader._utils.RemoteDataError: Unable to read URL: http://www.google.com/finance/historical?q=SPY&startdate=Dec+29%2C+1989&enddate=Dec+20%2C+2017&output=csv 

Ich verstehe nicht: "http://www.google.com/finance/historical?q=SPY&startdate=Dec+29%2C+1989&enddate=Dec+20%2C+2017&output=csv". Ich frage nicht nach Online-Datenanforderung ... und nicht nach 'SPY'-Bestand, sondern' APPL '...

Was bedeutet dieser Fehler für Sie?

Vielen Dank für Ihre Hilfe!

C.

Answer 1

Nur Referenz und Abhilfe, die ich zu diesem Thema findet sich hier: https://github.com/pydata/pandas-datareader/issues/394

von pandas_datareader.google.daily Import GoogleDailyReader

@property def url (self): zurück 'http://finance.google.com/finance/historical'

GoogleDailyReader.url = url