I'm running the test code below on ubuntu server. I'm trying to back test a simple buy and hold strategy with zipline. I'm just trying to make sure I've got everything installed correctly to back test. I'm pretty new to zipline. I'm getting the error below and not sure why.
I'm following the steps in this blog post:
https://towardsdatascience.com/introduction-to-backtesting-trading-strategies-7afae611a35e
I'm running the code in a jupyter notebook.
when I run the code before to verify the bundle has been ingested this is what it shows:
code:
!zipline bundles
output:
apple-prices-2017-2019 2020-06-06 20:33:05.356288
apple-prices-2017-2019 2020-06-05 06:33:39.834841
apple-prices-2017-2019 2020-06-05 06:29:53.091904
apple-prices-2017-2019 2020-06-05 06:26:56.583051
csvdir <no ingestions>
quandl 2020-06-06 20:25:58.737940
quandl 2020-06-06 20:18:01.977412
quantopian-quandl 2020-06-04 16:15:57.717373
quantopian-quandl 2020-05-29 05:59:54.967114
the code I'm running in the jupyter notebook is below, along with the error. does anyone see what the issue is, and can you suggest how to fix?
code:
%%zipline --start 2016-1-1 --end 2017-12-31 --capital-base 1050.0 -o buy_and_hold.pkl
# imports
from zipline.api import order, symbol, record
# parameters
selected_stock = 'AAPL'
n_stocks_to_buy = 10
def initialize(context):
context.has_ordered = False
def handle_data(context, data):
# record price for further inspection
record(price=data.current(symbol(selected_stock), 'price'))
# trading logic
if not context.has_ordered:
# placing order, negative number for sale/short
order(symbol(selected_stock), n_stocks_to_buy)
# setting up a flag for holding a position
context.has_ordered = True
error:
---------------------------------------------------------------------------
JSONDecodeError Traceback (most recent call last)
<ipython-input-10-d11030c42e8b> in <module>()
----> 1 get_ipython().run_cell_magic('zipline', '--start 2016-1-1 --end 2017-12-31 --capital-base 1050.0 -o buy_and_hold.pkl', "\n# imports\nfrom zipline.api import order, symbol, record\n\n# parameters\nselected_stock = 'AAPL'\nn_stocks_to_buy = 10\n\ndef initialize(context):\n context.has_ordered = False \n\ndef handle_data(context, data):\n # record price for further inspection\n record(price=data.current(symbol(selected_stock), 'price'))\n \n # trading logic\n if not context.has_ordered:\n # placing order, negative number for sale/short\n order(symbol(selected_stock), n_stocks_to_buy)\n # setting up a flag for holding a position\n context.has_ordered = True")
~/anaconda3/envs/py36/lib/python3.5/site-packages/IPython/core/interactiveshell.py in run_cell_magic(self, magic_name, line, cell)
2165 magic_arg_s = self.var_expand(line, stack_depth)
2166 with self.builtin_trap:
-> 2167 result = fn(magic_arg_s, cell)
2168 return result
2169
~/anaconda3/envs/py36/lib/python3.5/site-packages/zipline/__main__.py in zipline_magic(line, cell)
309 '%s%%zipline' % ((cell or '') and '%'),
310 # don't use system exit and propogate errors to the caller
--> 311 standalone_mode=False,
312 )
313 except SystemExit as e:
~/anaconda3/envs/py36/lib/python3.5/site-packages/click/core.py in main(self, args, prog_name, complete_var, standalone_mode, **extra)
780 try:
781 with self.make_context(prog_name, args, **extra) as ctx:
--> 782 rv = self.invoke(ctx)
783 if not standalone_mode:
784 return rv
~/anaconda3/envs/py36/lib/python3.5/site-packages/click/core.py in invoke(self, ctx)
1064 _maybe_show_deprecated_notice(self)
1065 if self.callback is not None:
-> 1066 return ctx.invoke(self.callback, **ctx.params)
1067
1068
~/anaconda3/envs/py36/lib/python3.5/site-packages/click/core.py in invoke(*args, **kwargs)
608 with augment_usage_errors(self):
609 with ctx:
--> 610 return callback(*args, **kwargs)
611
612 def forward(*args, **kwargs): # noqa: B902
~/anaconda3/envs/py36/lib/python3.5/site-packages/click/decorators.py in new_func(*args, **kwargs)
19
20 def new_func(*args, **kwargs):
---> 21 return f(get_current_context(), *args, **kwargs)
22
23 return update_wrapper(new_func, f)
~/anaconda3/envs/py36/lib/python3.5/site-packages/zipline/__main__.py in run(ctx, algofile, algotext, define, data_frequency, capital_base, bundle, bundle_timestamp, start, end, output, trading_calendar, print_algo, metrics_set, local_namespace, blotter)
274 local_namespace=local_namespace,
275 environ=os.environ,
--> 276 blotter=blotter,
277 )
278
~/anaconda3/envs/py36/lib/python3.5/site-packages/zipline/utils/run_algo.py in _run(handle_data, initialize, before_trading_start, analyze, algofile, algotext, defines, data_frequency, capital_base, data, bundle, bundle_timestamp, start, end, output, trading_calendar, print_algo, metrics_set, local_namespace, environ, blotter)
157 trading_calendar=trading_calendar,
158 trading_day=trading_calendar.day,
--> 159 trading_days=trading_calendar.schedule[start:end].index,
160 )
161 first_trading_day =\
~/anaconda3/envs/py36/lib/python3.5/site-packages/zipline/finance/trading.py in __init__(self, load, bm_symbol, exchange_tz, trading_calendar, trading_day, trading_days, asset_db_path, future_chain_predicates, environ)
101 trading_day,
102 trading_days,
--> 103 self.bm_symbol,
104 )
105
~/anaconda3/envs/py36/lib/python3.5/site-packages/zipline/data/loader.py in load_market_data(trading_day, trading_days, bm_symbol, environ)
147 # date so that we can compute returns for the first date.
148 trading_day,
--> 149 environ,
150 )
151 tc = ensure_treasury_data(
~/anaconda3/envs/py36/lib/python3.5/site-packages/zipline/data/loader.py in ensure_benchmark_data(symbol, first_date, last_date, now, trading_day, environ)
214
215 try:
--> 216 data = get_benchmark_returns(symbol)
217 data.to_csv(get_data_filepath(filename, environ))
218 except (OSError, IOError, HTTPError):
~/anaconda3/envs/py36/lib/python3.5/site-packages/zipline/data/benchmarks.py in get_benchmark_returns(symbol)
33 'https://api.iextrading.com/1.0/stock/{}/chart/5y'.format(symbol)
34 )
---> 35 data = r.json()
36
37 df = pd.DataFrame(data)
~/anaconda3/envs/py36/lib/python3.5/site-packages/requests/models.py in json(self, **kwargs)
894 # used.
895 pass
--> 896 return complexjson.loads(self.text, **kwargs)
897
898 @property
~/anaconda3/envs/py36/lib/python3.5/json/__init__.py in loads(s, encoding, cls, object_hook, parse_float, parse_int, parse_constant, object_pairs_hook, **kw)
317 parse_int is None and parse_float is None and
318 parse_constant is None and object_pairs_hook is None and not kw):
--> 319 return _default_decoder.decode(s)
320 if cls is None:
321 cls = JSONDecoder
~/anaconda3/envs/py36/lib/python3.5/json/decoder.py in decode(self, s, _w)
337
338 """
--> 339 obj, end = self.raw_decode(s, idx=_w(s, 0).end())
340 end = _w(s, end).end()
341 if end != len(s):
~/anaconda3/envs/py36/lib/python3.5/json/decoder.py in raw_decode(self, s, idx)
355 obj, end = self.scan_once(s, idx)
356 except StopIteration as err:
--> 357 raise JSONDecodeError("Expecting value", s, err.value) from None
358 return obj, end
JSONDecodeError: Expecting value: line 1 column 1 (char 0)
