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alphatools's Issues

3.6.8 python issue

When finish install using python v3.6.8, run pip check ,output:

pip check
fastai 1.0.34 requires torchvision-nightly, which is not installed.
catboost 0.13.1 requires enum34, which is not installed.
spacy 2.0.16 has requirement numpy>=1.15.0, but you have numpy 1.14.1.
spacy 2.0.16 has requirement regex==2018.01.10, but you have regex 2018.8.29.
jsonschema 3.0.1 has requirement six>=1.11.0, but you have six 1.10.0.
blaze keepalive-30.g31060532 has requirement odo>=0.5.0, but you have odo 0.3.2+729.gda7f26d.

Setting up data

I am currently using zipline for offline testing and like to add fundamental data to the testing. Alphatools seems to be an interesting tools to assist me to that goal. Before I start doing anything, I have some questions on how to set up my data source. I have fundamental data subscription and access to their APIs. Say I have N APIs for various fundamental data. The APIs might look like this: url/to/the/server/symbol={}?&format=json&fundinfo={)&token=my_token. Each call might return a rich collection of historical fundamental data

How do I set up the Factory json file? One dictionay per API? How do I feed the symbol(s) to it? Any example that helps me understand the underlying?

Minimal Blaze Example Error

Been stuck trying to get past this error. Possibly a timestamp formatting issue with a dependency version.

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-18-ddd795584d2e> in <module>()
      2     p,
      3     pd.Timestamp('2016-01-05', tz='utc'),
----> 4     pd.Timestamp('2018-01-04', tz='utc')
      5 )

~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/engine.py in run_pipeline(self, pipeline, start_date, end_date)
    309             dates,
    310             assets,
--> 311             initial_workspace,
    312         )
    313 

~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/engine.py in compute_chunk(self, graph, dates, assets, initial_workspace)
    522                 loader = get_loader(term)
    523                 loaded = loader.load_adjusted_array(
--> 524                     to_load, mask_dates, assets, mask,
    525                 )
    526                 assert set(loaded) == set(to_load), (

~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/core.py in load_adjusted_array(self, columns, dates, assets, mask)
    891             self.pool.imap_unordered(
    892                 partial(self._load_dataset, dates, assets, mask),
--> 893                 itervalues(groupby(getitem(self._table_expressions), columns)),
    894             ),
    895         )

~/dev/alphatools/lib/python3.5/site-packages/toolz/dicttoolz.py in merge(*dicts, **kwargs)
     36 
     37     rv = factory()
---> 38     for d in dicts:
     39         rv.update(d)
     40     return rv

~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/core.py in _load_dataset(self, dates, assets, mask, columns)
    985                 assets,
    986                 columns,
--> 987                 all_rows,
    988             )
    989         else:

~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/_core.pyx in zipline.pipeline.loaders.blaze._core.adjusted_arrays_from_rows_with_assets()

~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/_core.pyx in zipline.pipeline.loaders.blaze._core.adjusted_arrays_from_rows_with_assets()

~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/_core.pyx in zipline.pipeline.loaders.blaze._core.arrays_from_rows_with_assets()

~/dev/alphatools/lib/python3.5/site-packages/zipline/pipeline/loaders/blaze/_core.pyx in zipline.pipeline.loaders.blaze._core.arrays_from_rows()

~/dev/alphatools/lib/python3.5/site-packages/numpy/core/_internal.py in _view_is_safe(oldtype, newtype)
    387 
    388     if newtype.hasobject or oldtype.hasobject:
--> 389         raise TypeError("Cannot change data-type for object array.")
    390     return
    391 

TypeError: Cannot change data-type for object array.

Current list dependencies causing the error is here. I don't believe sqlite3 versioning is the issue (tried on 3.11, 3.18, 3.24)

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