pylivetrader: Maximum bars error in latest version
I’m requesting 1d history for 200d, and it’s throwing an error now, after updating to 0.3.0. No code changes and downgrading back to 0.2.0 fixes it. Though the error could be in the alpaca-trade-api library, the version of that didn’t change it seems. I can reopen there if it is.
The call:
self._ohlc_daily = self._data.history(
self.security,
['open', 'close', 'high', 'low'],
200,
'1d') \
.dropna()
Logs:
[2020-05-18 08:59:52.356279] DEBUG: reversion: sell_queue restored: {'TDOC': Asset(d2eb2ae7-fb5e-47d8-a0bf-ff77f0f47f94, symbol=TDOC, asset_name=TDOC, exchange=NYSE)}
[2020-05-18 08:59:52.357221] INFO: reversion: Creating pipeline
[2020-05-18 08:59:52.375289] DEBUG: reversion: Running before trading starts
[2020-05-18 08:59:53.145132] INFO: pipeline_live.data.alpaca.pricing_loader: chart_range=74
[2020-05-18 09:00:08.771244] INFO: pipeline_live.data.alpaca.pricing_loader: chart_range=221
[2020-05-18 09:00:26.039294] INFO: pipeline_live.data.alpaca.pricing_loader: chart_range=18
[2020-05-18 09:00:47.496312] DEBUG: reversion: Number of candidates to prepare: 87
Traceback (most recent call last):
File "/usr/local/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 136, in _one_request
resp.raise_for_status()
File "/usr/local/lib/python3.6/site-packages/requests/models.py", line 941, in raise_for_status
raise HTTPError(http_error_msg, response=self)
requests.exceptions.HTTPError: 422 Client Error: Unprocessable Entity for url: https://data.alpaca.markets/v1/bars/minute?symbols=AAWW&limit=1001&start=2020-05-16&end=2020-05-18
reversion_1 |
During handling of the above exception, another exception occurred:
reversion_1 |
Traceback (most recent call last):
File "/usr/local/bin/pylivetrader", line 8, in <module>
sys.exit(main())
File "/usr/local/lib/python3.6/site-packages/click/core.py", line 829, in __call__
return self.main(*args, **kwargs)
File "/usr/local/lib/python3.6/site-packages/click/core.py", line 782, in main
rv = self.invoke(ctx)
File "/usr/local/lib/python3.6/site-packages/click/core.py", line 1259, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/usr/local/lib/python3.6/site-packages/click/core.py", line 1066, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/usr/local/lib/python3.6/site-packages/click/core.py", line 610, in invoke
return callback(*args, **kwargs)
File "/usr/local/lib/python3.6/site-packages/click/decorators.py", line 21, in new_func
return f(get_current_context(), *args, **kwargs)
File "/usr/local/lib/python3.6/site-packages/pylivetrader/__main__.py", line 222, in run
algorithm.run(retry=ctx.retry)
File "/usr/local/lib/python3.6/site-packages/pylivetrader/algorithm.py", line 275, in run
return self.executor.run(retry=retry)
File "/usr/local/lib/python3.6/site-packages/pylivetrader/executor/executor.py", line 119, in run
algo.before_trading_start(self.current_data)
File "/usr/local/lib/python3.6/site-packages/pylivetrader/algorithm.py", line 248, in before_trading_start
self._before_trading_start(self, data)
File "reversion.py", line 291, in before_trading_start
prepare_candidates(context, data)
File "reversion.py", line 325, in prepare_candidates
indicators = Indicators(security, data)
File "reversion.py", line 94, in __init__
super().__init__(security, data)
File "/opt/algo/algo/indicator.py", line 32, in __init__
self.get_data()
File "/opt/algo/algo/indicator.py", line 43, in get_data
'1d') \
File "/usr/local/lib/python3.6/site-packages/pylivetrader/data/bardata.py", line 163, in history
)[assets] for field in fields
File "/usr/local/lib/python3.6/site-packages/pylivetrader/data/bardata.py", line 163, in <dictcomp>
)[assets] for field in fields
File "/usr/local/lib/python3.6/site-packages/pylivetrader/data/data_portal.py", line 86, in get_history_window
end_dt=end_dt).swaplevel(
File "/usr/local/lib/python3.6/site-packages/pylivetrader/data/data_portal.py", line 62, in _get_realtime_bars
assets, frequency, bar_count=bar_count)
File "/usr/local/lib/python3.6/site-packages/pylivetrader/backend/alpaca.py", line 505, in get_bars
symbols, 'minute', limit=1000)
File "/usr/local/lib/python3.6/site-packages/pylivetrader/backend/alpaca.py", line 631, in _symbol_bars
return parallelize(fetch)(symbols)
File "/usr/local/lib/python3.6/site-packages/pylivetrader/misc/parallel_utils.py", line 39, in wrapper
task_result = task.result()
File "/usr/local/lib/python3.6/concurrent/futures/_base.py", line 425, in result
return self.__get_result()
File "/usr/local/lib/python3.6/concurrent/futures/_base.py", line 384, in __get_result
raise self._exception
File "/usr/local/lib/python3.6/concurrent/futures/thread.py", line 56, in run
result = self.fn(*self.args, **self.kwargs)
File "/usr/local/lib/python3.6/site-packages/pylivetrader/backend/alpaca.py", line 82, in wrapper
return func(*args, **kwargs)
File "/usr/local/lib/python3.6/site-packages/pylivetrader/backend/alpaca.py", line 595, in fetch
limit=limit+1).df[symbol]
File "/usr/local/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 359, in get_barset
resp = self.data_get('/bars/{}'.format(timeframe), params)
File "/usr/local/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 166, in data_get
'GET', path, data, base_url=base_url, api_version='v1'
File "/usr/local/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 115, in _request
return self._one_request(method, url, opts, retry)
File "/usr/local/lib/python3.6/site-packages/alpaca_trade_api/rest.py", line 144, in _one_request
raise APIError(error, http_error)
alpaca_trade_api.rest.APIError: maximum 1000 bars per symbol per request
Library versions:
"alpaca-trade-api": {
"hashes": [
"sha256:60e42308bbfce7f7cd227b5e0dc5c371c783faa3dd58173ea4800d6031201570",
"sha256:9f3f8a1f678b19754ae70ba61be98e9226e7c72b5a9e6645480555c78228189a"
],
"version": "==0.48"
},
"pylivetrader": {
"hashes": [
"sha256:8d6039132818d01728ca3696935410e9218f8f0fdce1106ffa29e6efef733471",
"sha256:96a128528d34763acbc30f142919c0f60f8491514e74c5773f748f43cb80486e"
],
"version": "==0.3.0"
},
About this issue
- Original URL
- State: closed
- Created 4 years ago
- Comments: 24 (11 by maintainers)
@jmaslek install it like this:
pip install -U git+https://github.com/alpacahq/pylivetrader/