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quant-quest-2's Issues

backtester/dataSource/data_source_utils.py isn't python3 compatible

I'm a participant for Quant Quest, and had installed the auquan_toolbox in a python3 environment, as well as the trainingTest_params.py file. By python trainingTest_params.py, the call trace is as follows:-

Traceback (most recent call last):
  File "trainingTest_params.py", line 320, in <module>
    tradingSystem = TradingSystem(tsParams)
  File "/home/parth/Codes/auquan/venv/lib/python3.5/site-packages/backtester/trading_system.py", line 35, in __init__
    self.dataParser = self.tsParams.getDataParser()
  File "trainingTest_params.py", line 202, in getDataParser
    event='history')
  File "/home/parth/Codes/auquan/venv/lib/python3.5/site-packages/backtester/dataSource/yahoo_data_source.py", line 125, in __init__
    self.__groupedInstrumentUpdates = self.getGroupedInstrumentUpdates()
  File "/home/parth/Codes/auquan/venv/lib/python3.5/site-packages/backtester/dataSource/yahoo_data_source.py", line 145, in getGroupedInstrumentUpdates
    if not downloadFileFromYahoo(self.startDate, self.endDate, instrumentId, fileName):
  File "/home/parth/Codes/auquan/venv/lib/python3.5/site-packages/backtester/dataSource/data_source_utils.py", line 37, in downloadFileFromYahoo
    f.write(data.content)
TypeError: write() argument must be str, not bytes

This should have been mentioned here.
Thanks ๐Ÿ˜„

Trading System error

Processing data for stock: ****

KeyError Traceback (most recent call last)
in ()
1 tf = MyTradingFunctions()
2 tsParams = MyTradingParams(tf)
----> 3 tradingSystem = TradingSystem(tsParams)
4 results = tradingSystem.startTrading()

8 frames
/usr/local/lib/python3.7/dist-packages/requests/cookies.py in _find_no_duplicates(self, name, domain, path)
397 if toReturn:
398 return toReturn
--> 399 raise KeyError('name=%r, domain=%r, path=%r' % (name, domain, path))
400
401 def getstate(self):

KeyError: "name='B', domain=None, path=None"

not able to upgrade numpy

on running python my_trading_params.py
getting this error:
File "my_trading_params.py", line 1, in
from backtester.trading_system_parameters import TradingSystemParameters
File "/Users/ishikasingh/Library/Python/2.7/lib/python/site-packages/backtester/init.py", line 1, in
from backtester.dataSource import *
File "/Users/ishikasingh/Library/Python/2.7/lib/python/site-packages/backtester/dataSource/google_data_source.py", line 9, in
import pandas as pd
File "/Users/ishikasingh/Library/Python/2.7/lib/python/site-packages/pandas/init.py", line 23, in
from pandas.compat.numpy import *
File "/Users/ishikasingh/Library/Python/2.7/lib/python/site-packages/pandas/compat/numpy/init.py", line 24, in
'this pandas version'.format(_np_version))
ImportError: this version of pandas is incompatible with numpy < 1.9.0
your numpy version is 1.8.0rc1.
Please upgrade numpy to >= 1.9.0 to use this pandas version

The on running pip install --upgrade numpy
getting this:
Collecting numpy
Using cached numpy-1.13.3-cp27-cp27m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl
Installing collected packages: numpy
Found existing installation: numpy 1.8.0rc1
DEPRECATION: Uninstalling a distutils installed project (numpy) has been deprecated and will be removed in a future version. This is due to the fact that uninstalling a distutils project will only partially uninstall the project.
Uninstalling numpy-1.8.0rc1:
Exception:
Traceback (most recent call last):
File "/Library/Python/2.7/site-packages/pip-9.0.1-py2.7.egg/pip/basecommand.py", line 215, in main
status = self.run(options, args)
File "/Library/Python/2.7/site-packages/pip-9.0.1-py2.7.egg/pip/commands/install.py", line 342, in run
prefix=options.prefix_path,
File "/Library/Python/2.7/site-packages/pip-9.0.1-py2.7.egg/pip/req/req_set.py", line 778, in install
requirement.uninstall(auto_confirm=True)
File "/Library/Python/2.7/site-packages/pip-9.0.1-py2.7.egg/pip/req/req_install.py", line 754, in uninstall
paths_to_remove.remove(auto_confirm)
File "/Library/Python/2.7/site-packages/pip-9.0.1-py2.7.egg/pip/req/req_uninstall.py", line 115, in remove
renames(path, new_path)
File "/Library/Python/2.7/site-packages/pip-9.0.1-py2.7.egg/pip/utils/init.py", line 267, in renames
shutil.move(old, new)
File "/System/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/shutil.py", line 302, in move
copy2(src, real_dst)
File "/System/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/shutil.py", line 131, in copy2
copystat(src, dst)
File "/System/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/shutil.py", line 103, in copystat
os.chflags(dst, st.st_flags)
OSError: [Errno 1] Operation not permitted: '/var/folders/4f/yf6tpj4956718hzz4jfcv8zw0000gn/T/pip-c9LB0L-uninstall/System/Library/Frameworks/Python.framework/Versions/2.7/Extras/lib/python/numpy-1.8.0rc1-py2.7.egg-info'

Kindly guide me with this.

Error in running problem1.py

Hi, please review this error:

Traceback (most recent call last):
  File "problem1.py", line 142, in <module>
    tradingSystem.startTrading(onlyAnalyze=False, shouldPlot=False)
  File "C:\Temp\Anaconda\lib\site-packages\backtester\trading_system.py", line 131, in startTrading
    self.initialize()
  File "C:\Temp\Anaconda\lib\site-packages\backtester\trading_system.py", line 123, in initialize
    self.dataParser = self.tsParams.getDataParser()
  File "C:\Temp\Anaconda\lib\site-packages\backtester\sample_scripts\fair_value_params.py", line 29, in getDataParser
    instrumentIds=instrumentIds)
  File "C:\Temp\Anaconda\lib\site-packages\backtester\dataSource\quant_quest_data_source.py", line 27, in __init__
    self.ensureAllInstrumentsFile(dataSetId)
  File "C:\Temp\Anaconda\lib\site-packages\backtester\dataSource\quant_quest_data_source.py", line 50, in ensureAllInstrumentsFile
    response = urlopen(url)
  File "C:\Temp\Anaconda\lib\urllib2.py", line 154, in urlopen
    return opener.open(url, data, timeout)
  File "C:\Temp\Anaconda\lib\urllib2.py", line 435, in open
    response = meth(req, response)
  File "C:\Temp\Anaconda\lib\urllib2.py", line 548, in http_response
    'http', request, response, code, msg, hdrs)
  File "C:\Temp\Anaconda\lib\urllib2.py", line 473, in error
    return self._call_chain(*args)
  File "C:\Temp\Anaconda\lib\urllib2.py", line 407, in _call_chain
    result = func(*args)
  File "C:\Temp\Anaconda\lib\urllib2.py", line 556, in http_error_default
    raise HTTPError(req.get_full_url(), code, msg, hdrs, fp)
urllib2.HTTPError: HTTP Error 404: Not Found

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