I am working through the fourth notebook from Chapter 4 04_single_factor_zipline.ipynb and am encountering an issue with the ingestion of the quandl bundle. I get the following error after running the cell that starts with the cell magic:
Error ValueError: no data for bundle 'quandl' on or before 2021-04-10 23:27:41.239070+00:00 maybe you need to run: $ zipline ingest -b quandl
I have zipline-reloaded installed on a Win64 machine running Python 3.8. The quandl.py file found in zipline/data/bundles file seems to be ok, but I’m wondering if there need to be any adjustments to the file.
Has anyone else tried to run this notebook? Also, it would be great to learn how to ingest our own data.
Perhaps you could post the pickle files used in the notebooks on github so as to remove the bottleneck to moving through the book/notebooks. It seems like many notebooks are inoperable due to problems with getting the data for some reason or another. The most interesting one in Chapter Four 07_factor_library_quantopian.ipynb does not seem to work due to the Quantopian shut down. However, I assume you have these data files yourself, so it would be a great benefit to those want to learn the substance of your book to get those data files and start learning the material in your book as opposed to being stuck in the data acquisition phase. Seems like a shame to throw away all that code and all those notebooks if we can jumpstart the process by having the data and still use the open sourced libraries (Zipline/Alphalens/Pyfolio). Thanks again for your help Stefan.
What’s displayed are not errors, just warnings that certain dividends can’t be computed. You should be able to use the data just fine and run all the notebooks using Zipline, Alphalens, and Pyfolio.
