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
set_default_bundle('xjpx-eod-bundle')
from zipline.pipeline import Pipeline
from zipline.pipeline.domain import JP_EQUITIES
from zipline.pipeline.factors import Returns
pipeline = Pipeline(
columns={
"1y_returns": Returns(window_length=252),
},
domain=JP_EQUITIES,
)
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.