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pythonurlliburlopenzipline

Running zipline causes urlopen error [Errno 11001] getaddrinfo failed

I am trying to run the zipline buyapple.py example as described here through terminal:

zipline run -f ../../zipline/examples/buyapple.py --start 2000-1-1 --end 2014-1-1 -o buyapple_out.pickle

But it causes the following error:

request.py", line 1320, in do_open raise URLError(err) 

urllib.error.URLError: <urlopen error [Errno 11001] getaddrinfo failed>

Does anybody know whats wrong?

Solution

  • Seems as it has something to do with Yahoo'S finance API. I used the following approach to fix this issue:

    pip install pandas-datareader

    pip install fix-yahoo-finance-0.0.18.tar from here

    Then patch the zipline Benchmarks.py with the folloiwng code provided by the user edmunch:

    import pandas as pd

from six.moves.urllib_parse import urlencode

import pandas_datareader as pdr #NEW
import fix_yahoo_finance as yf #NEW
yf.pdr_override()#NEW

def get_benchmark_returns(symbol, start_date, end_date):
    print('NEW')
    df = pdr.data.get_data_yahoo(symbol, start=start_date, end=end_date)
    df.to_csv('{}_D1.csv'.format(symbol))
    return pd.read_csv('{}_D1.csv'.format(symbol),
        parse_dates=['Date'],
        index_col='Date',
        usecols=["Adj Close", "Date"],
        squeeze=True,  # squeeze tells pandas to make this a Series
                       # instead of a 1-column DataFrame
    ).sort_index().tz_localize('UTC').pct_change(1).iloc[1:]