EDI XJPX in Zipline, "No PipelineLoader registered" error

I ingested my xjpx-eod dataset into a Zipline bundle; but I can’t run a simple pipeline on it. There’s an error, “No PipelineLoader registered for column EquityPricing.close::float64.”

I was kind of expecting this would just work because QuantRocket is managing the bundle ingestion. How do I load it?

Here’s the code I am using:

from quantrocket.zipline import set_default_bundle

from zipline.pipeline import Pipeline
from zipline.pipeline.domain import JP_EQUITIES
from zipline.pipeline.factors import Returns

pipeline = Pipeline(
        "1y_returns": Returns(window_length=252),

from zipline.research import run_pipeline
factors = run_pipeline(pipeline, start_date="2017-01-01", end_date="2019-01-01")

Footnote: I noticed there are a number of errors logged during bundle ingestion like this:

quantrocket_zipline_1|/opt/conda/lib/python3.6/site-packages/zipline/data/bcolz_daily_bars.py:367: UserWarning: Ignoring 13264 values because they are out of bounds for uint32:                                    open          high           low  \
quantrocket_zipline_1|2007-01-04 00:00:00+00:00  1.817778e+10  1.846255e+10  1.794047e+10

… that go on to dump a data frame with open/hig/low/close/volume. The volumes are zero. Is this a universe definition problem? I’m just using whatever EDI had for XJPX.

Yes, it should have “just worked” but the test cases were unfortunately a bit too focused on US equities so we missed that scenario in 2.1.0. This is fixed in patch release 2.1.1. It is also no longer necessary to specify the domain; that will be automatically derived from the trading calendar associated with the bundle.

This topic was automatically closed after 5 days. New replies are no longer allowed.