软件栈版本:
- 蜘蛛3.2.4
- 蟒蛇 3.5
- 滑索 1.1.1
- OSX 厄尔尼诺
从终端运行 Zipline 只是为了尝试一下:
$ zipline run -f buyapple.py --start 2000-1-1 --end 2014-1-1 -o buyapple_out.pickle
出现以下错误:
[2017-12-06 13:17:02.124791] INFO: Loader: Cache at /.../.zipline/data/SPY_benchmark.csv does not have data from 1990-01-02 00:00:00+00:00 to 2017-12-04 00:00:00+00:00.
[2017-12-06 13:17:02.136427] INFO: Loader: Downloading benchmark data for 'SPY' from 1989-12-29 00:00:00+00:00 to 2017-12-04 00:00:00+00:00
Traceback (most recent call last):
File "/Users/newuer/anaconda3/bin/zipline", line 11, in <module>
load_entry_point('zipline==1.1.1', 'console_scripts', 'zipline')()
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/click/core.py", line 722, in __call__
return self.main(*args, **kwargs)
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/click/core.py", line 697, in main
rv = self.invoke(ctx)
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/click/core.py", line 1066, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/click/core.py", line 895, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/click/core.py", line 535, in invoke
return callback(*args, **kwargs)
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/zipline/__main__.py", line 97, in _
return f(*args, **kwargs)
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/click/decorators.py", line 17, in new_func
return f(get_current_context(), *args, **kwargs)
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/zipline/__main__.py", line 240, in run
environ=os.environ,
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/zipline/utils/run_algo.py", line 132, in _run
env = TradingEnvironment(asset_db_path=connstr, environ=environ)
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/zipline/finance/trading.py", line 99, in __init__
self.bm_symbol,
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/zipline/data/loader.py", line 166, in load_market_data
environ,
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/zipline/data/loader.py", line 230, in ensure_benchmark_data
last_date,
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/zipline/data/benchmarks.py", line 50, in get_benchmark_returns
last_date
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/pandas_datareader/data.py", line 137, in DataReader
session=session).read()
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/pandas_datareader/base.py", line 181, in read
params=self._get_params(self.symbols))
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/pandas_datareader/base.py", line 79, in _read_one_data
out = self._read_url_as_StringIO(url, params=params)
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/pandas_datareader/base.py", line 98, in _read_url_as_StringIO
out.write(bytes_to_str(text))
File "/Users/newuer/anaconda3/lib/python3.5/site-packages/pandas/compat/__init__.py", line 72, in bytes_to_str
return b.decode(encoding or 'utf-8')
UnicodeDecodeError: 'utf-8' codec can't decode byte 0xfc in position 18112: invalid start byte
我也尝试将 SPY_benchmark_data.csv 直接放在 .zipline/data/ 文件夹中,但仍然产生错误。
我还尝试过全新安装 conda 和 python env 3.4——同样的问题。