HI Zipline开发人员,
我正在研究Zipline中的非美国股票数据。
我创建了自定义日历。我有adhoc_holidays,但我想将一个星期日(2016年10月30日)作为一个交易日。
<string>:22: UserWarning: Overwriting bundle with name 'csvdir'
Traceback (most recent call last):
File "/Users/praj3/anaconda3/envs/ZipPallavi/bin/zipline", line 11, in <module>
load_entry_point('zipline==1.3.0', 'console_scripts', 'zipline')()
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/click/core.py", line 722, in __call__
return self.main(*args, **kwargs)
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/click/core.py", line 697, in main
rv = self.invoke(ctx)
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/click/core.py", line 1066, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/click/core.py", line 895, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/click/core.py", line 535, in invoke
return callback(*args, **kwargs)
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/zipline/__main__.py", line 348, in ingest
show_progress,
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/zipline/data/bundles/core.py", line 364, in ingest
calendar = get_calendar(bundle.calendar_name)
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/trading_calendars/calendar_utils.py", line 92, in get_calendar
calendar = self._calendars[canonical_name] = factory()
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/trading_calendars/trading_calendar.py", line 89, in __init__
_overwrite_special_dates(_all_days, self._opens, _special_opens)
File "/Users/praj3/anaconda3/envs/ZipPallavi/lib/python3.5/site-packages/trading_calendars/trading_calendar.py", line 931, in _overwrite_special_dates
raise ValueError("Special dates %s are not trading days." % bad_dates)
**ValueError: Special dates [Timestamp('2016-10-30 03:45:00+0000', tz='UTC')] are not trading days.**
(/Users/praj3/anaconda3/envs/ZipPallavi) bash-3.2$
@property
def special_opens(self):
return [
(time(9, 15), HolidayCalendar([SpecialOpen]))
]
SpecialOpen = Holiday(
'Special Sunday',
month=10,
day=30,
year=2016
)