Fixing tuple, and 'UTC has no key' errors in examples/FinRL_PaperTrading_Demo.ipynb

[kurone02]

I have submitted a similar pull request at FinRL-Tutorials. Still, I think it should also be updated here since more people might come here to view the example files, and are unaware of the tutorial repository.

---

An updated version of the gymnasium package changes the behavior of gymnasium.Env.reset. The return value of the reset method now returns a tuple of observation and info, which causes the tuple error mentioned in #1184 and #1164. Please refer to the gymasium's documentation for more details. This is fixed by ignoring the second value in the returned tuple.

The current version of the exchange-calendars package requires the dates to be timezone native, which causes the "UTC has no key" error. The traceback can be found below. This was resolved by erasing tz=pytz.UTC.

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
Cell In[5], [line 1](vscode-notebook-cell:?execution_count=5&line=1)
----> [1](vscode-notebook-cell:?execution_count=5&line=1) df_erl, cumu_erl = alpaca_history(key=API_KEY, 
      [2](vscode-notebook-cell:?execution_count=5&line=2)                                   secret=API_SECRET, 
      [3](vscode-notebook-cell:?execution_count=5&line=3)                                   url=API_BASE_URL, 
      [4](vscode-notebook-cell:?execution_count=5&line=4)                                   start='2024-03-01', #must be within 1 month
      [5](vscode-notebook-cell:?execution_count=5&line=5)                                   end='2024-03-16') #change the date if error occurs

Cell In[4], [line 13](vscode-notebook-cell:?execution_count=4&line=13)
     [11](vscode-notebook-cell:?execution_count=4&line=11) def alpaca_history(key, secret, url, start, end):
     [12](vscode-notebook-cell:?execution_count=4&line=12)     api = tradeapi.REST(key, secret, url, 'v2')
---> [13](vscode-notebook-cell:?execution_count=4&line=13)     trading_days = get_trading_days(start, end)
     [14](vscode-notebook-cell:?execution_count=4&line=14)     df = pd.DataFrame()
     [15](vscode-notebook-cell:?execution_count=4&line=15)     for day in trading_days:
     [16](vscode-notebook-cell:?execution_count=4&line=16)         #df = df.append(api.get_portfolio_history(date_start = day,timeframe='5Min').df.iloc[:78])

Cell In[4], [line 3](vscode-notebook-cell:?execution_count=4&line=3)
      [1](vscode-notebook-cell:?execution_count=4&line=1) def get_trading_days(start, end):
      [2](vscode-notebook-cell:?execution_count=4&line=2)     nyse = tc.get_calendar('NYSE')
----> [3](vscode-notebook-cell:?execution_count=4&line=3)     df = nyse.sessions_in_range(pd.Timestamp(start,tz=pytz.UTC),
      [4](vscode-notebook-cell:?execution_count=4&line=4)                                 pd.Timestamp(end,tz=pytz.UTC))
      [5](vscode-notebook-cell:?execution_count=4&line=5)     trading_days = []
      [6](vscode-notebook-cell:?execution_count=4&line=6)     for day in df:

File [~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2200](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2200), in ExchangeCalendar.sessions_in_range(self, start, end, _parse)
   [2182](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2182) def sessions_in_range(
   [2183](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2183)     self, start: Date, end: Date, _parse: bool = True
   [2184](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2184) ) -> pd.DatetimeIndex:
   [2185](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2185)     """Return sessions within a given range.
   [2186](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2186) 
   [2187](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2187)     Parameters
   (...)
   [2198](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2198)         Sessions from `start` through `end`.
   [2199](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2199)     """
-> [2200](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2200)     slc = self._get_sessions_slice(start, end, _parse)
   [2201](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2201)     return self.sessions[slc]

File [~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2177](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2177), in ExchangeCalendar._get_sessions_slice(self, start, end, _parse)
   [2175](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2175) def _get_sessions_slice(self, start: Date, end: Date, _parse=True) -> slice:
   [2176](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2176)     """Slice representing a range of sessions."""
-> [2177](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2177)     start, end = self._parse_start_end_dates(start, end, _parse)
   [2178](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2178)     slice_start = self.sessions_nanos.searchsorted(start.value, side="left")
   [2179](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2179)     slice_end = self.sessions_nanos.searchsorted(end.value, side="right")

File [~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2173](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2173), in ExchangeCalendar._parse_start_end_dates(self, start, end, _parse)
   [2171](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2171) if not _parse:
   [2172](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2172)     return start, end
-> [2173](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/exchange_calendar.py:2173) return parse_date(start, "start", self), parse_date(end, "end", self)

File [~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:379](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:379), in parse_date(date, param_name, calendar, raise_oob)
    [375](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:375) ts = parse_timestamp(date, param_name, raise_oob=False, side="left", utc=False)
    [377](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:377) if ts.tz is not None:
    [378](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:378)     raise ValueError(
--> [379](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:379)         f"Parameter `{param_name}` received with timezone defined as '{ts.tz.key}'"
    [380](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:380)         f" although a Date must be timezone naive."
    [381](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:381)     )
    [383](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:383) if not ts == ts.normalize():
    [384](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:384)     raise ValueError(
    [385](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:385)         f"Parameter `{param_name}` parsed as '{ts}' although a Date must have"
    [386](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:386)         f" a time component of 00:00."
    [387](https://vscode-remote+wsl-002bubuntu.vscode-resource.vscode-cdn.net/home/kurone02/FinRL/examples/~/miniconda3/envs/trading/lib/python3.10/site-packages/exchange_calendars/calendar_helpers.py:387)     )

AttributeError: 'UTC' object has no attribute 'key'

[zhumingpassional]

thanks for your work in FinRL-Tutorials and this repo.
good.