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:
%%zipline --start 2015-1-1 --end 2018-1-1 --output single_factor.pickle --no-benchmark --bundle quandl
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.