import zipline/pyfolio/TejToolAPI時出現MissingSchema: Invalid URL 'None/datatables/TWN/TRADEDAY_TWSE':

[Ricky05250525]

Description of Issue：

import zipline/pyfolio/TejToolAPI時出現錯誤

詳細錯誤訊息

---------------------------------------------------------------------------
MissingSchema                             Traceback (most recent call last)
Input In [1], in <cell line: 10>()
      7 os.environ['ticker'] = '1213 2330 2337'
      8 os.environ['mdate'] = '20170101 20230701'
---> 10 from zipline.pipeline import Pipeline
     11 from zipline.pipeline.data import TWEquityPricing

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\zipline\__init__.py:21, in <module>
     17 import numpy as np
     19 # This is *not* a place to dump arbitrary classes/modules for convenience,
     20 # it is a place to expose the public interfaces.
---> 21 from zipline.utils.calendar_utils import get_calendar
     23 from . import data
     24 from . import finance

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\zipline\utils\calendar_utils.py:24, in <module>
      6 # NOTE:
      7 # trading-calendars is no longer maintained and does not support pandas > 1.2.5.
      8 # exchange-calendars is a fork that retained the same functionalities,
   (...)
     20 # Some calendars like for instance the Korean exchange have been extensively updated and might no longer
     21 # work as expected
     23 try:
---> 24     from exchange_calendars import ExchangeCalendar as TradingCalendar
     25     from exchange_calendars.calendar_utils import (
     26         ExchangeCalendarDispatcher,
     27         _default_calendar_factories,
     28         _default_calendar_aliases,
     29     )
     30     from exchange_calendars.errors import InvalidCalendarName

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\exchange_calendars\__init__.py:16, in <module>
      1 #
      2 # Copyright 2018 Quantopian, Inc.
      3 #
   (...)
     13 # See the License for the specific language governing permissions and
     14 # limitations under the License.
---> 16 from .calendar_utils import (
     17     clear_calendars,
     18     deregister_calendar,
     19     get_calendar,
     20     get_calendar_names,
     21     register_calendar,
     22     register_calendar_alias,
     23     register_calendar_type,
     24     resolve_alias,
     25     names_to_aliases,
     26     aliases_to_names,
     27 )
     28 from .exchange_calendar import ExchangeCalendar
     30 __all__ = [
     31     "clear_calendars",
     32     "deregister_calendar",
   (...)
     41     "ExchangeCalendar",
     42 ]

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\exchange_calendars\calendar_utils.py:61, in <module>
     59 from .exchange_calendar_xwar import XWARExchangeCalendar
     60 from .exchange_calendar_xwbo import XWBOExchangeCalendar
---> 61 from .exchange_calendar_tejxtai import TEJ_XTAIExchangeCalendar
     62 from .exchange_calendar_tejxtai_morning_future import TEJ_morning_future_XTAIExchangeCalendar # 20230921
     63 from .us_futures_calendar import QuantopianUSFuturesCalendar

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\exchange_calendars\exchange_calendar_tejxtai.py:2179, in <module>
   2176     dynamic_close_dates = data.loc[data['tradeday_cno'] == 0,'zdate'].apply(lambda x : x.tz_localize(None)).tolist()
   2177     return dynamic_close_dates
-> 2179 dynamic_close_dates = get_dynamic_close_days(_close_dates)
   2181 dynamic_close_dates = pd.to_datetime(dynamic_close_dates)
   2183 class TEJ_XTAIExchangeCalendar(ExchangeCalendar):

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\exchange_calendars\exchange_calendar_tejxtai.py:2174, in get_dynamic_close_days(static_close_dates)
   2171 def get_dynamic_close_days(static_close_dates):
   2172     current_date = pd.to_datetime((datetime.today()+relativedelta(years= 1)).strftime('%Y%m%d'))
-> 2174     data = tejapi.get('TWN/TRADEDAY_TWSE',zdate= {'gt':static_close_dates[-1],'lte':current_date},opts = {'columns':['zdate','day_week','tradeday_cno']},paginate=True)
   2176     dynamic_close_dates = data.loc[data['tradeday_cno'] == 0,'zdate'].apply(lambda x : x.tz_localize(None)).tolist()
   2177     return dynamic_close_dates

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\tejapi\get.py:30, in get(datatable_code, **options)
     28 while True:
     29     next_options = copy.deepcopy(options)
---> 30     next_data = Datatable(datatable_code).data(params=next_options)
     32     if data is None:
     33         data = next_data

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\tejapi\model\datatable.py:16, in Datatable.data(self, **options)
     14 def data(self, **options):       
     15     updated_options = Util.convert_options(**options)
---> 16     return Data.page(self, **updated_options)

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\tejapi\operations\list.py:38, in ListOperation.page(cls, datatable, **options)
     35     del options['params']
     36     http_verb='post'
---> 38 r = Connection.request(http_verb, path, **options)
     39 response_data = r.json()
     40 Util.convert_to_dates(response_data)

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\tejapi\connection.py:46, in Connection.request(cls, http_verb, url, **options)
     42 options['headers'] = headers
     44 abs_url = '%s/%s' % (ApiConfig.api_base, url)
---> 46 return cls.execute_request(http_verb, abs_url, **options)

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\tejapi\connection.py:63, in Connection.execute_request(cls, http_verb, url, **options)
     61 if e.response:
     62     cls.handle_api_error(e.response)
---> 63 raise e

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\tejapi\connection.py:54, in Connection.execute_request(cls, http_verb, url, **options)
     50 try:
     51     #print(options)
     52     #print(url)
     53     func = getattr(requests, http_verb)
---> 54     response = func(url, **options)
     56     if response.status_code < 200 or response.status_code >= 300:
     57         cls.handle_api_error(response)

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\requests\api.py:75, in get(url, params, **kwargs)
     64 def get(url, params=None, **kwargs):
     65     r"""Sends a GET request.
     66 
     67     :param url: URL for the new :class:`Request` object.
   (...)
     72     :rtype: requests.Response
     73     """
---> 75     return request('get', url, params=params, **kwargs)

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\requests\api.py:61, in request(method, url, **kwargs)
     57 # By using the 'with' statement we are sure the session is closed, thus we
     58 # avoid leaving sockets open which can trigger a ResourceWarning in some
     59 # cases, and look like a memory leak in others.
     60 with sessions.Session() as session:
---> 61     return session.request(method=method, url=url, **kwargs)

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\requests\sessions.py:515, in Session.request(self, method, url, params, data, headers, cookies, files, auth, timeout, allow_redirects, proxies, hooks, stream, verify, cert, json)
    502 # Create the Request.
    503 req = Request(
    504     method=method.upper(),
    505     url=url,
   (...)
    513     hooks=hooks,
    514 )
--> 515 prep = self.prepare_request(req)
    517 proxies = proxies or {}
    519 settings = self.merge_environment_settings(
    520     prep.url, proxies, stream, verify, cert
    521 )

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\requests\sessions.py:443, in Session.prepare_request(self, request)
    440     auth = get_netrc_auth(request.url)
    442 p = PreparedRequest()
--> 443 p.prepare(
    444     method=request.method.upper(),
    445     url=request.url,
    446     files=request.files,
    447     data=request.data,
    448     json=request.json,
    449     headers=merge_setting(request.headers, self.headers, dict_class=CaseInsensitiveDict),
    450     params=merge_setting(request.params, self.params),
    451     auth=merge_setting(auth, self.auth),
    452     cookies=merged_cookies,
    453     hooks=merge_hooks(request.hooks, self.hooks),
    454 )
    455 return p

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\requests\models.py:318, in PreparedRequest.prepare(self, method, url, headers, files, data, params, auth, cookies, hooks, json)
    315 """Prepares the entire request with the given parameters."""
    317 self.prepare_method(method)
--> 318 self.prepare_url(url, params)
    319 self.prepare_headers(headers)
    320 self.prepare_cookies(cookies)

File ~\Anaconda3\envs\zipline-tej\lib\site-packages\requests\models.py:392, in PreparedRequest.prepare_url(self, url, params)
    389     error = ("Invalid URL {0!r}: No scheme supplied. Perhaps you meant [http://](http:){0}?")
    390     error = error.format(to_native_string(url, 'utf8'))
--> 392     raise MissingSchema(error)
    394 if not host:
    395     raise InvalidURL("Invalid URL %r: No host supplied" % url)

MissingSchema: Invalid URL 'None/datatables/TWN/TRADEDAY_TWSE': No scheme supplied. Perhaps you meant http://none/datatables/TWN/TRADEDAY_TWSE?

Solution：

在import前提供API key即可

os.environ['TEJAPI_KEY'] = "your key" 
os.environ['TEJAPI_BASE'] = "https://api.tej.com.tw"
import zipline