zipline: Example run error "sqlalchemy.exc.InvalidRequestError: .."

Dear Zipline Maintainers,

Before I tell you about my issue, let me describe my environment:

Environment

  • Operating System:# (Windows 7)
  • Python Version: $ python --version 2.7.11
  • Python Bitness: $ python -c 'import math, sys;print(int(math.log(sys.maxsize + 1, 2) + 1))' 64
  • How did you install Zipline: (pip, conda, or other (please explain)) conda
  • Python packages: $ pip freeze or $ conda list

    packages in environment at C:\Anaconda2:

    _nb_ext_conf 0.2.0 py27_0
    alabaster 0.7.8 py27_0
    anaconda 4.1.0 np111py27_0
    anaconda-client 1.4.0 py27_0
    anaconda-navigator 1.2.1 py27_0
    argcomplete 1.0.0 py27_1
    astropy 1.2.1 np111py27_0
    babel 2.3.3 py27_0
    backports 1.0 py27_0
    backports_abc 0.4 py27_0
    beautifulsoup4 4.4.1 py27_0
    bitarray 0.8.1 py27_1
    bokeh 0.11.1 py27_0
    boto 2.40.0 py27_0
    bottleneck 1.0.0 np110py27_1
    bzip2 1.0.6 vc9_3 [vc9] cdecimal 2.3 py27_2
    cffi 1.6.0 py27_0
    chest 0.2.3 py27_0
    click 6.6 py27_0
    cloudpickle 0.2.1 py27_0
    clyent 1.2.2 py27_0
    colorama 0.3.7 py27_0
    comtypes 1.1.2 py27_0
    conda 4.1.6 py27_0
    conda-build 1.21.2 py27_0
    conda-env 2.5.1 py27_0
    configobj 5.0.6 py27_0
    configparser 3.5.0b2 py27_1
    console_shortcut 0.1.1 py27_1
    contextlib2 0.5.3 py27_0
    cryptography 1.4 py27_0
    curl 7.49.0 vc9_0 [vc9] cycler 0.10.0 py27_0
    cython 0.24 py27_0
    cytoolz 0.8.0 py27_0
    dask 0.10.0 py27_0
    datashape 0.5.2 py27_0
    decorator 4.0.10 py27_0
    dill 0.2.5 py27_0
    docutils 0.12 py27_2
    entrypoints 0.2.2 py27_0
    enum34 1.1.6 py27_0
    et_xmlfile 1.0.1 py27_0
    fastcache 1.0.2 py27_1
    flask 0.11.1 py27_0
    flask-cors 2.1.2 py27_0
    freetype 2.5.5 vc9_1 [vc9] funcsigs 1.0.2 py27_0
    functools32 3.2.3.2 py27_0
    futures 3.0.5 py27_0
    get_terminal_size 1.0.0 py27_0
    gevent 1.1.1 py27_0
    greenlet 0.4.10 py27_0
    grin 1.2.1 py27_3
    h5py 2.6.0 np111py27_0
    hdf5 1.8.15.1 vc9_4 [vc9] heapdict 1.0.0 py27_1
    idna 2.1 py27_0
    imagesize 0.7.1 py27_0
    ipaddress 1.0.16 py27_0
    ipykernel 4.3.1 py27_0
    ipython 4.2.0 py27_0
    ipython_genutils 0.1.0 py27_0
    ipywidgets 4.1.1 py27_0
    itsdangerous 0.24 py27_0
    jdcal 1.2 py27_1
    jedi 0.9.0 py27_1
    jinja2 2.8 py27_1
    jpeg 8d vc9_0 [vc9] jsonschema 2.5.1 py27_0
    jupyter 1.0.0 py27_3
    jupyter_client 4.3.0 py27_0
    jupyter_console 4.1.1 py27_0
    jupyter_core 4.1.0 py27_0
    libpng 1.6.22 vc9_0 [vc9] libtiff 4.0.6 vc9_2 [vc9] llvmlite 0.11.0 py27_0
    locket 0.2.0 py27_1
    Logbook 1.0.0 <pip> lxml 3.6.0 py27_0
    markupsafe 0.23 py27_2
    matplotlib 1.5.1 np110py27_0
    menuinst 1.4.1 py27_0
    mistune 0.7.2 py27_0
    mkl 11.3.3 1
    mkl-service 1.1.2 py27_2
    mpmath 0.19 py27_1
    multipledispatch 0.4.8 py27_0
    nb_anacondacloud 1.1.0 py27_0
    nb_conda 1.1.0 py27_0
    nb_conda_kernels 1.0.3 py27_0
    nbconvert 4.2.0 py27_0
    nbformat 4.0.1 py27_0
    nbpresent 3.0.2 py27_0
    networkx 1.11 py27_0
    nltk 3.2.1 py27_0
    nose 1.3.7 py27_1
    notebook 4.2.1 py27_0
    numba 0.26.0 np111py27_0
    numexpr 2.6.0 np110py27_0
    numpy 1.10.4 py27_2
    odo 0.5.0 py27_0
    openpyxl 2.3.2 py27_0
    openssl 1.0.2h vc9_0 [vc9] pandas 0.17.1 <pip> pandas 0.17.1 np110py27_0
    pandas-datareader 0.2.1 <pip> pandas-datareader 0.2.1 py27_0
    partd 0.3.4 py27_0
    path.py 8.2.1 py27_0
    pathlib2 2.1.0 py27_0
    patsy 0.4.1 py27_0
    pep8 1.7.0 py27_0
    pickleshare 0.7.2 py27_0
    pillow 3.2.0 py27_1
    pip 8.1.2 py27_0
    ply 3.8 py27_0
    progressbar 2.3 <pip> psutil 4.3.0 py27_0
    py 1.4.31 py27_0
    pyasn1 0.1.9 py27_0
    pycosat 0.6.1 py27_1
    pycparser 2.14 py27_1
    pycrypto 2.6.1 py27_4
    pycurl 7.43.0 py27_0
    pyflakes 1.2.3 py27_0
    pygments 2.1.3 py27_0
    pyopenssl 0.16.0 py27_0
    pyparsing 2.1.4 py27_0
    pyqt 4.11.4 py27_6
    pyreadline 2.1 py27_0
    pytables 3.2.2 np111py27_4
    pytest 2.9.2 py27_0
    python 2.7.11 5
    python-dateutil 2.5.3 py27_0
    pytz 2016.4 py27_0
    pywin32 220 py27_1
    pyyaml 3.11 py27_4
    pyzmq 15.2.0 py27_0
    qt 4.8.7 vc9_8 [vc9] qtconsole 4.2.1 py27_0
    qtpy 1.0.2 py27_0
    bcolz 0.12.1 np110py27_0 Quantopian cachetools 1.1.6 py27_0 Quantopian cyordereddict 0.2.2 py27_0 Quantopian intervaltree 2.1.0 py27_0 Quantopian logbook 0.12.5 py27_0 Quantopian sortedcontainers 1.4.4 py27_0 Quantopian zipline 1.0.1 np110py27_2_g85327d8 Quantopian requests 2.10.0 py27_0
    requests-file 1.4 <pip> requests-file 1.4 py27_0
    rope 0.9.4 py27_1
    ruamel_yaml 0.11.7 py27_0
    scikit-image 0.12.3 np111py27_1
    scikit-learn 0.17.1 np110py27_1
    scipy 0.17.1 np110py27_1
    seaborn 0.7.0 py27_0
    setuptools 23.0.0 py27_0
    simplegeneric 0.8.1 py27_1
    singledispatch 3.4.0.3 py27_0
    sip 4.16.9 py27_2
    six 1.10.0 py27_0
    snowballstemmer 1.2.1 py27_0
    sockjs-tornado 1.0.3 py27_0
    sphinx 1.4.1 py27_0
    sphinx_rtd_theme 0.1.9 py27_0
    spyder 2.3.9 py27_0
    sqlalchemy 1.0.13 py27_0
    sqlite 3.13.0 vc9_1 [vc9] ssl_match_hostname 3.4.0.2 py27_1
    statsmodels 0.6.1 np110py27_1
    sympy 1.0 py27_0
    tk 8.5.18 vc9_0 [vc9] toolz 0.8.0 py27_0
    tornado 4.3 py27_1
    traitlets 4.2.1 py27_0
    unicodecsv 0.14.1 py27_0
    vs2008_runtime 9.00.30729.1 2
    werkzeug 0.11.10 py27_0
    wheel 0.29.0 py27_0
    xlrd 1.0.0 py27_0
    xlsxwriter 0.9.2 py27_0
    xlwings 0.7.2 py27_0
    xlwt 1.1.2 py27_0
    zlib 1.2.8 vc9_3 [vc9]

Now that you know a little about me, let me tell you about the issue I am having:

Description of Issue

  • What did you expect to happen? zipline is installed, I expect I can run the example. zipline run -f …/zipline/examples/buyapple.py --start 2011-1-1 --end 2012-1-1 -o dma.pickle
  • What happened instead? … (bind.engine.url, s, ', '.join(missing))) sqlalchemy.exc.InvalidRequestError: Could not reflect: requested table(s) not av ailable in sqlite:///C:\Users\Guowei/.zipline\data\quantopian-quandl\2016-07-05T 09;28;22.970000\assets-3.sqlite: (futures_root_symbols, version_info, asset_rout er, equities, futures_contracts, futures_exchanges)

Here is how you can reproduce this issue on your machine:

Reproduction Steps

What steps have you taken to resolve this already?

Anything else?

Sincerely, $ whoami Wei

About this issue

  • Original URL
  • State: open
  • Created 8 years ago
  • Reactions: 2
  • Comments: 25 (7 by maintainers)

Most upvoted comments

having the exact same InvalidRequestError

I had this issue as well, a bundle I ingested on 2016/11/29 worked but a new bundle ingested on 12/19/2016 did not work. The only thing that worked for me was clearing all installed packages and reinstalling Zipline via: sudo -H pip install -e git+https://github.com/quantopian/zipline@master#egg=zipline_master also I had to remove the original ~/.zipline/ folder for this work.

Also experiencing InvalidRequestError when running the buyApple.py. Running on OSX python2.7

Zipline1.0.2 was installed via pip. Have tried installing / reinstalling. Cleaning & re-ingesting. Asset-5 is not created until running the example. After running, it is an empty file.

Any update on this?

Update: Running sudo -H pip install -e git+https://github.com/quantopian/zipline@master#egg=zipline_master

worked for me. One thing I observed was that zipline master is using pandas 18.1, while pip’s is using 17.1.

Dear Devs, is there anything happening with this? Maybe @richafrank could help? I’m having the same issue…

EDIT: I have built a new data bundle, filled it with APPL info from Yahoo finance and used that to test buyapple.py . It works using my dataset, so I can only assume that the issue is with the quantopian-quandl bundled data.

To create data using Yahoo! look here http://www.zipline.io/bundles.html#yahoo-bundle-factories

same issue here - probably related to assets-5.sqlite being 0 bytes?