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This repository has been archived by the owner on Nov 26, 2022. It is now read-only.
Now that you know a little about me, let me tell you about the issue I am
having:
Catalyst fails when running an algo (starting with the buy_and_hodl.py suggested in the tutorial).
What did you expect to happen?
Trading algorithm should have run with no errors.
What happened instead?
Catalyst throws the following error:
$ catalyst run -f buy_and_hodl.py --start 2015-3-1 --end 2017-6-28 --capital-base 100000 -o bah.pickle
[2017-07-30 08:20:48.089358] INFO: Loader: Loading benchmark data for 'USDT_BTC' from 1989-12-31 00:00:00+00:00 to 2017-07-28 00:00:00+00:00
[2017-07-30 08:20:48.089732] INFO: Loader: Cache at /Users/marta/.catalyst/data/USDT_BTC_benchmark.csv does not have data from 1990-01-01 00:00:00+00:00 to 2017-07-28 00:00:00+00:00.
[2017-07-30 08:20:48.090117] INFO: Loader: Downloading benchmark data for 'USDT_BTC' from 1989-12-31 00:00:00+00:00 to 2017-07-28 00:00:00+00:00
[2017-07-30 08:20:48.093315] DEBUG: catalyst.curate.poloniex: Getting data for USDT_BTC
Traceback (most recent call last):
File "/Users/marta/Victor/env-c/bin/catalyst", line 11, in <module>
sys.exit(main())
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/click/core.py", line 722, in __call__
return self.main(*args, **kwargs)
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/click/core.py", line 697, in main
rv = self.invoke(ctx)
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/click/core.py", line 1066, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/click/core.py", line 895, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/click/core.py", line 535, in invoke
return callback(*args, **kwargs)
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/catalyst/__main__.py", line 97, in _
return f(*args, **kwargs)
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/click/decorators.py", line 17, in new_func
return f(get_current_context(), *args, **kwargs)
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/catalyst/__main__.py", line 240, in run
environ=os.environ,
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/catalyst/utils/run_algo.py", line 196, in _run
env, data = get_trading_env_and_data(bundles)
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/catalyst/utils/run_algo.py", line 156, in get_trading_env_and_data
environ=environ,
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/catalyst/finance/trading.py", line 99, in __init__
self.bm_symbol,
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/catalyst/data/loader.py", line 135, in load_crypto_market_data
environ,
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/catalyst/data/loader.py", line 367, in ensure_crypto_benchmark_data
if not has_data_for_dates(daily_close, first_date, last_date):
File "/Users/marta/Victor/env-c/lib/python2.7/site-packages/catalyst/data/loader.py", line 97, in has_data_for_dates
return (first <= first_date) and (last >= last_date)
File "pandas/tslib.pyx", line 1106, in pandas.tslib._Timestamp.__richcmp__ (pandas/tslib.c:20503)
File "pandas/tslib.pyx", line 1167, in pandas.tslib._Timestamp._assert_tzawareness_compat (pandas/tslib.c:21519)
TypeError: Cannot compare tz-naive and tz-aware timestamps
Here is how you can reproduce this issue on your machine:
Reproduction Steps
First time you run: catalyst run -f buy_and_hodl.py --start 2015-3-1 --end 2017-6-28 --capital-base 100000 -o bah.pickle
What steps have you taken to resolve this already?
If you run the same command a second time, the error disappears.
Anything else?
No
Sincerely,
Victor
The text was updated successfully, but these errors were encountered:
Dear Catalyst Maintainers,
Before I tell you about my issue, let me describe my environment:
Environment
5.6.0 Darwin Kernel Version 15.6.0: Tue Apr 11 16:00:51 PDT 2017; root:xnu-3248.60.11.5.3~1/RELEASE_X86_64 x86_64
Python 2.7.10
64
pip install enigma-catalyst
Now that you know a little about me, let me tell you about the issue I am
having:
Catalyst fails when running an algo (starting with the buy_and_hodl.py suggested in the tutorial).
Trading algorithm should have run with no errors.
Catalyst throws the following error:
Here is how you can reproduce this issue on your machine:
Reproduction Steps
First time you run:
catalyst run -f buy_and_hodl.py --start 2015-3-1 --end 2017-6-28 --capital-base 100000 -o bah.pickle
What steps have you taken to resolve this already?
If you run the same command a second time, the error disappears.
Anything else?
No
Sincerely,
Victor
The text was updated successfully, but these errors were encountered: