Hello, I am getting an error when setting ‘data_frequency’ in get_prices and create_usstock_bundle. For some reason it’s not recognized as a valid keyword argument.
This is the code with the error messages.
from quantrocket.zipline import create_usstock_bundle
create_usstock_bundle("etf-daily-bundle", universes="etf-universe", data_frequency="daily")
TypeError: create_usstock_bundle() got an unexpected keyword argument 'data_frequency'
from quantrocket import get_prices
prices = get_prices('etf-bundle',
start_date="2011-12-01",
end_date="2013-02-01",
data_frequency="d",
fields=["close"])
TypeError: get_prices() got an unexpected keyword argument 'data_frequency'
Appreciate any help on why this is happening.