Figuring out what dependencies are needed

[sal i]

On Thursday, December 12, 2013 1:48:42 PM UTC+8, alex23 wrote:
> On 11/12/2013 10:44 PM, sal at nearlocal.com wrote:
> 
> > I'm a Python beginner.  I want to use it for stats work, so I downloaded Anaconda which has several of the popular libraries already packaged for Mac OS X.
> 
> >
> 
> > Now I'd like to use the backtesting package from zipline (zipline.io), but while running the test script in iPython, I receive the following error:
> 
> >
> 
> > AssertionError                            Traceback (most recent call last)
> 
> > <ipython-input-6-f921351f78e2> in <module>()
> 
> > ----> 1 data = load_from_yahoo()
> 
> >        2 dma = DualMovingAverage()
> 
> >        3 results = dma.run(data)
> 
> >
> 
> > 1)  I assume that I'm missing some packages that aren't included in Anaconda, but how do I know which ones to upload?
> 
> 
> 
> You're not missing a package, you're missing parameters. This is the 
> 
> signature for load_from_yahoo:
> 
> 
> 
>      def load_from_yahoo(indexes=None,
> 
>                          stocks=None,
> 
>                          start=None,
> 
>                          end=None,
> 
>                          adjusted=True):
> 
> 
> 
> The first thing it does is call a helper function 
> 
> `_load_raw_yahoo_data`, which has this assertion:
> 
> 
> 
>      assert indexes is not None or stocks is not None, """
> 
> 
> 
> As you're passing no parameters into `load_from_yahoo`, both `indexes` 
> 
> and `stocks` default to None, so the assertion fails. Take a look at the 
> 
> examples in the zipline library to see what it is expecting.
> 
> > 2)  Often I'll just unzip a library file and put the main folder in the iPython folder, but I notice there's usually a setup.py file in the main library folder.  I've been ignoring this.  Should I be using it?
> 
> >
> 
> > Thanks
> 
> >

Thanks everyone.

This is the entire testing file along with the error at the bottom.  It looks like a stock is specified as data['AAPL']:

%pylab inline
Populating the interactive namespace from numpy and matplotlib
In [14]:

from zipline.algorithm import TradingAlgorithm
from zipline.transforms import MovingAverage
from zipline.utils.factory import load_from_yahoo
In [15]:

class DualMovingAverage(TradingAlgorithm):
    """Dual Moving Average algorithm.
    """
    def initialize(self, short_window=200, long_window=400):
        # Add 2 mavg transforms, one with a long window, one
        # with a short window.
        self.add_transform(MovingAverage, 'short_mavg', ['price'],
                           market_aware=True,
                           window_length=short_window)
 
        self.add_transform(MovingAverage, 'long_mavg', ['price'],
                           market_aware=True,
                           window_length=long_window)
 
        # To keep track of whether we invested in the stock or not
        self.invested = False
 
        self.short_mavg = []
        self.long_mavg = []
 
 
    def handle_data(self, data):
        if (data['AAPL'].short_mavg['price'] > data['AAPL'].long_mavg['price']) and not self.invested:
            self.order('AAPL', 100)
            self.invested = True
        elif (data['AAPL'].short_mavg['price'] < data['AAPL'].long_mavg['price']) and self.invested:
            self.order('AAPL', -100)
            self.invested = False
 
        # Save mavgs for later analysis.
        self.short_mavg.append(data['AAPL'].short_mavg['price'])
        self.long_mavg.append(data['AAPL'].long_mavg['price'])
 
In [16]:

data = load_from_yahoo()
dma = DualMovingAverage()
results = dma.run(data)
---------------------------------------------------------------------------
AssertionError                            Traceback (most recent call last)
<ipython-input-16-f921351f78e2> in <module>()
----> 1 data = load_from_yahoo()
      2 dma = DualMovingAverage()
      3 results = dma.run(data)

/Users/my_mac/zipline/data/loader.pyc in load_from_yahoo(indexes, stocks, start, end, adjusted)
    302 
    303     """
--> 304     data = _load_raw_yahoo_data(indexes, stocks, start, end)
    305     if adjusted:
    306         close_key = 'Adj Close'

/Users/my_mac/zipline/data/loader.pyc in _load_raw_yahoo_data(indexes, stocks, start, end)
    245 
    246     assert indexes is not None or stocks is not None, """
--> 247 must specify stocks or indexes"""
    248 
    249     if start is None:

AssertionError: 
must specify stocks or indexes