Chapter 8 02_backtesting_with_zipline

[lyubomir-vasilev]

I am using the code from Chapter 8 of the ML4T book by Stefan Jansen. The file I am using is 02_backtesting_with_zipline

Unfortunately, when running this code:

start = time()
results = run_algorithm(start=start_date,
                       end=end_date,
                       initialize=initialize,
                       before_trading_start=before_trading_start,
                       capital_base=1e6,
                       data_frequency='daily',
                       bundle='quandl',
                       custom_loader=signal_loader) # need to modify zipline

print('Duration: {:.2f}s'.format(time() - start))
```
`
I get this error:
```
``AttributeError                            Traceback (most recent call last)
c:\Lyubo\Python lessons\Machine-Learning-for-Algorithmic-Trading-Second-Edition-master\08_ml4t_workflow\04_ml4t_workflow_with_zipline\02_backtesting_with_zipline.ipynb Cell 55 in ()
      1 start = time()
----> 2 results = run_algorithm(start=start_date,
      3                        end=end_date,
      4                        initialize=initialize,
      5                        before_trading_start=before_trading_start,
      6                        capital_base=1e6,
      7                        data_frequency='daily',
      8                        bundle='quandl',
      9                        custom_loader=signal_loader) # need to modify zipline
     11 print('Duration: {:.2f}s'.format(time() - start))

File c:\ProgramData\anaconda3\envs\py38class\lib\site-packages\zipline\utils\run_algo.py:397, in run_algorithm(start, end, initialize, capital_base, handle_data, before_trading_start, analyze, data_frequency, bundle, bundle_timestamp, trading_calendar, metrics_set, benchmark_returns, default_extension, extensions, strict_extensions, environ, custom_loader, blotter)
    393 load_extensions(default_extension, extensions, strict_extensions, environ)
    395 benchmark_spec = BenchmarkSpec.from_returns(benchmark_returns)
--> 397 return _run(
    398     handle_data=handle_data,
    399     initialize=initialize,
    400     before_trading_start=before_trading_start,
    401     analyze=analyze,
    402     algofile=None,
    403     algotext=None,
    404     defines=(),
...
   5987 ):
   5988     return self[name]
-> 5989 return object.__getattribute__(self, name)

AttributeError: 'Series' object has no attribute 'append'
```
``

I followed the link to the file that gives the error:
```
File c:\ProgramData\anaconda3\envs\py38class\lib\site-packages\zipline\utils\run_algo.py:397, in run_algorithm(start, end, initialize, capital_base, handle_data, before_trading_start, analyze, data_frequency, bundle, bundle_timestamp, trading_calendar, metrics_set, benchmark_returns, default_extension, extensions, strict_extensions, environ, custom_loader, blotter)


However, I can't see append anywhere in the function itself, so I guess the funciton is dependent on another function in a different package. 

Does anyone know how I can fix this? 





I tried to change the code in the source and basically changed the code of any .py file in the pacakge which has append in it but that didn't work either. 

[stefan-jansen]

.append() has been removed in pandas 2.0, please adjust the code to use pd.concat instead docs. A simple word search in the referenced file surfaces two instances where .append() is used.