I-ve been trying to use zipline reloaded’s run_algorithm function, it says trading_calendar is missing. The example here does not have it.
end=end,
initialize=initialize,
before_trading_start=before_trading_start,
bundle='quandl',
capital_base=capital_base)```
AssertionError Traceback (most recent call last)
Cell In[14], line 1
----> 1 backtest = run_algorithm(start=start,
2 end=end,
3 initialize=initialize,
4 before_trading_start=before_trading_start,
5 bundle=‘quandl’,
6 # trading_calendar=trading_calendar,
7 capital_base=capital_base)
File ~/opt/anaconda3/envs/ml4t/lib/python3.10/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=(),
405 data_frequency=data_frequency,
406 capital_base=capital_base,
407 bundle=bundle,
408 bundle_timestamp=bundle_timestamp,
409 start=start,
410 end=end,
411 output=os.devnull,
412 trading_calendar=trading_calendar,
413 print_algo=False,
414 metrics_set=metrics_set,
415 local_namespace=False,
416 environ=environ,
417 blotter=blotter,
418 custom_loader=custom_loader,
419 benchmark_spec=benchmark_spec,
420 )
File ~/opt/anaconda3/envs/ml4t/lib/python3.10/site-packages/zipline/utils/run_algo.py:205, in _run(handle_data, initialize, before_trading_start, analyze, algofile, algotext, defines, data_frequency, capital_base, bundle, bundle_timestamp, start, end, output, trading_calendar, print_algo, metrics_set, local_namespace, environ, blotter, custom_loader, benchmark_spec)
197 raise _RunAlgoError(str(e))
199 try:
200 perf = TradingAlgorithm(
201 namespace=namespace,
202 data_portal=data,
203 get_pipeline_loader=choose_loader,
204 trading_calendar=trading_calendar,
→ 205 sim_params=SimulationParameters(
206 start_session=start,
207 end_session=end,
208 trading_calendar=trading_calendar,
209 capital_base=capital_base,
210 data_frequency=data_frequency,
211 ),
212 metrics_set=metrics_set,
213 blotter=blotter,
214 benchmark_returns=benchmark_returns,
215 benchmark_sid=benchmark_sid,
216 **{
217 “initialize”: initialize,
218 “handle_data”: handle_data,
219 “before_trading_start”: before_trading_start,
220 “analyze”: analyze,
221 }
222 if algotext is None
223 else {
224 “algo_filename”: getattr(algofile, “name”, “”),
225 “script”: algotext,
226 },
227 ).run()
228 except NoBenchmark:
229 raise _RunAlgoError(
230 (
231 “No benchmark_spec was provided, and”
(…)
239 ),
240 )
File ~/opt/anaconda3/envs/ml4t/lib/python3.10/site-packages/zipline/finance/trading.py:38, in SimulationParameters.init(self, start_session, end_session, trading_calendar, capital_base, emission_rate, data_frequency, arena)
28 def init(
29 self,
30 start_session,
(…)
36 arena=“backtest”,
37 ):
—> 38 assert type(start_session) is pd.Timestamp
39 assert type(end_session) is pd.Timestamp
41 assert trading_calendar is not None, “Must pass in trading calendar!”
AssertionError: