Skip to content

custom data bundle price wrong  #2407

@ayxemma

Description

@ayxemma

Dear Zipline Maintainers,

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

Environment

  • Operating System: Linux 4.4.0-112-generic # 135-Ubuntu SMP Fri Jan 19 11:48:36 UTC 2018 x86_64 x86_64 x86_64 GNU/Linux
  • Python Version: Python 3.5.5 :: Anaconda, Inc.
  • Python Bitness: 64
  • How did you install Zipline: pip
  • Python packages: $ pip freeze or $ conda list

zipline==1.2.0
pandas==0.18.1
pandas-datareader==0.5.0

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

Description of Issue

With CSVDIR ingest i was able to use it smoothly all of the times. but i created a new bundle with two tickers SF and BLUSF, which have completely different price series, but i don't know why when ingest into the same data bundle they always become the same price series that BLUSF has.

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

Reproduction Steps

  1. create a bundles with just two tickers SF and BLUSF in the bundle (attached is the data i use, converted to xlsx since csv can't be uploaded)
  2. run any trading algorithm
  3. observe that they have same prices
    ...

What steps have you taken to resolve this already?

i tried to leave just SF or BLUSF in the bundle separately and data are correct. but when putting them together the data become wrong again.
i tried changing the ticker name SF to SF_SF or other names it all works fine. ingested data is correct.
...

SF.xlsx
BLUSF.xlsx

Sincerely,
ccbttn

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions