alpacahq/alpaca-zipline

Alpaca riding on a zipline

alpaca-zipline's Issues

zipline example algo's fail on "JSONDecodeError" using docker image

Hi,

I successfully built the docker image and ingested the alpaca-bundle, as described in the documentation.

zipline ingest -b alpaca-bundle
Downloading Bundle: alpaca-bundle [####################################] 100%
Writing data to /root/.zipline/data/alpaca-bundle/2019-07-08T07;05;52.204324.

When running an example algorithm, however, I always get a json.decoder error (see below). Is this error coming from the ingested bundle or something different with regards to recent zipline issues? Please let me know if you are able to reproduce the error.

(using bash shell in alpaca-zipline docker image):

zipline run -f /work/examples/dual_moving_average.py --broker=alpaca --broker-uri=dummy --state-file /work/state --realtime-bar-target /work/realtime-bars --bundle alpaca-bundle --data-frequency daily --start 2015-1-1 --end 2016-1-1

2019-07-08 07:30:21.428332] INFO: Loader: Cache at /root/.zipline/data/SPY_benchmark.csv does not have data from 1990-01-02 00:00:00+00:00 to 2019-07-03 00:00:00+00:00.

[2019-07-08 07:30:21.428517] INFO: Loader: Downloading benchmark data for 'SPY'.
Traceback (most recent call last):
File "/usr/local/bin/zipline", line 10, in
sys.exit(main())
File "/usr/local/lib/python3.5/site-packages/click/core.py", line 764, in call
return self.main(*args, **kwargs)
File "/usr/local/lib/python3.5/site-packages/click/core.py", line 717, in main
rv = self.invoke(ctx)
File "/usr/local/lib/python3.5/site-packages/click/core.py", line 1137, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/usr/local/lib/python3.5/site-packages/click/core.py", line 956, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/usr/local/lib/python3.5/site-packages/click/core.py", line 555, in invoke
return callback(*args, **kwargs)
File "/usr/local/lib/python3.5/site-packages/zipline/main.py", line 102, in _
return f(*args, **kwargs)
File "/usr/local/lib/python3.5/site-packages/click/decorators.py", line 17, in new_func
return f(get_current_context(), *args, **kwargs)
File "/usr/local/lib/python3.5/site-packages/zipline/main.py", line 316, in run
realtime_bar_target=realtime_bar_target
File "/usr/local/lib/python3.5/site-packages/zipline/utils/run_algo.py", line 142, in _run
env = TradingEnvironment(asset_db_path=connstr, environ=environ)
File "/usr/local/lib/python3.5/site-packages/zipline/finance/trading.py", line 99, in init
self.bm_symbol,
File "/usr/local/lib/python3.5/site-packages/zipline/data/loader.py", line 165, in load_market_data
environ,
File "/usr/local/lib/python3.5/site-packages/zipline/data/loader.py", line 215, in ensure_benchmark_data
data = get_benchmark_returns(symbol)
File "/usr/local/lib/python3.5/site-packages/zipline/data/benchmarks.py", line 36, in get_benchmark_returns
data = json.loads(r.text)
File "/usr/local/lib/python3.5/json/init.py", line 319, in loads
return _default_decoder.decode(s)
File "/usr/local/lib/python3.5/json/decoder.py", line 339, in decode
obj, end = self.raw_decode(s, idx=_w(s, 0).end())
File "/usr/local/lib/python3.5/json/decoder.py", line 357, in raw_decode
raise JSONDecodeError("Expecting value", s, err.value) from None
json.decoder.JSONDecodeError: Expecting value: line 1 column 1 (char 0)

Thanks very much for your attention to this. I would very much like to get zipline properly setup to continue porting my algorithms into Alpaca's trading platform.

Regards,

Joseph Oravetz

Alpaca-Bundle Not working

In Jupyter, via my conda env, I run:

!zipline ingest -b alpaca-bundle

and receive the following:

Error: No bundle registered with the name 'alpaca-bundle'

Any ideas?

Docker Build Failing on Git

When attempting to install on my Ubuntu 18.04 machine i receive the following error:

Collecting git+https://github.com/alpacahq/zipline@98e860b55c9fc4a8a825fe6c0f558b0fb2866bf8
  Cloning https://github.com/alpacahq/zipline (to revision 98e860b55c9fc4a8a825fe6c0f558b0fb2866bf8) to /tmp/pip-req-build-dptyknir
fatal: reference is not a tree: 98e860b55c9fc4a8a825fe6c0f558b0fb2866bf8
Command "git checkout -q 98e860b55c9fc4a8a825fe6c0f558b0fb2866bf8" failed with error code 128 in /tmp/pip-req-build-dptyknir
The command '/bin/sh -c pip install git+https://github.com/alpacahq/zipline@98e860b55c9fc4a8a825fe6c0f558b0fb2866bf8' returned a non-zero code: 1

Please let me know if additional information is needed.

Thank You