Split adjustment issue in usstock daily

charles · July 27, 2021, 11:15pm

While doing some research, I noticed the following discrepancy regarding the recent NVDA split on 2021-07-20. Is this a bug, or am I doing something wrong? If this is a bug, is it specific to this instance only, or are other splits potentially impacted?

See below for the database config, and sample prices; NVDA is showing a pre-split price of $44 which seems like the split was applied twice?

Brian · July 28, 2021, 1:36pm

The double application of some splits was recently fixed but had not yet been pushed out. You should get the fix next time you update the data.

charles · July 29, 2021, 3:29pm

Always on top of things; thanks man!

charles · July 30, 2021, 4:13pm

Hey @Brian I see that the issue has been fixed in usstock-daily, but still seeing the incorrect NVDA prices within the usstock-minute zipline bundle. Each are updated every morning.

Has it been fixed in the zipline bundle as well?

charles · July 31, 2021, 2:08am

Scratch that; realized I needed to drop and re-ingest the zipline bundle to get the fix.

On a sidenote, after dropping and re-ingesting the bundle, I had to restart the zipline service as I was getting a strange cache issue (i think) below. Restarting solved the issue.

2021-07-30 22:02:36 quantrocket.zipline: ERROR Traceback (most recent call last):
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/trading_calendars/utils/memoize.py", line 47, in __get__
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return self._cache[instance]
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/weakref.py", line 394, in __getitem__
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return self.data[ref(key)]
2021-07-30 22:02:36 quantrocket.zipline: ERROR KeyError: <weakref at 0x7fb6e8e7c4a8; to 'BcolzMinuteBarReader' at 0x7fb6f1eb39e8>
2021-07-30 22:02:36 quantrocket.zipline: ERROR 
2021-07-30 22:02:36 quantrocket.zipline: ERROR During handling of the above exception, another exception occurred:
2021-07-30 22:02:36 quantrocket.zipline: ERROR 
2021-07-30 22:02:36 quantrocket.zipline: ERROR Traceback (most recent call last):
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "pandas/_libs/index.pyx", line 449, in pandas._libs.index.DatetimeEngine.get_loc
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "pandas/_libs/hashtable_class_helper.pxi", line 811, in pandas._libs.hashtable.Int64HashTable.get_item
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "pandas/_libs/hashtable_class_helper.pxi", line 817, in pandas._libs.hashtable.Int64HashTable.get_item
2021-07-30 22:02:36 quantrocket.zipline: ERROR KeyError: 1658966400000000000
2021-07-30 22:02:36 quantrocket.zipline: ERROR 
2021-07-30 22:02:36 quantrocket.zipline: ERROR During handling of the above exception, another exception occurred:
2021-07-30 22:02:36 quantrocket.zipline: ERROR 
2021-07-30 22:02:36 quantrocket.zipline: ERROR Traceback (most recent call last):
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "sym://qrocket_wsgi_py", line 41, in app
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/app.py", line 1994, in __call__
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return self.wsgi_app(environ, start_response)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/app.py", line 1985, in wsgi_app
2021-07-30 22:02:36 quantrocket.zipline: ERROR     response = self.handle_exception(e)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask_restful/__init__.py", line 271, in error_router
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return original_handler(e)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/app.py", line 1540, in handle_exception
2021-07-30 22:02:36 quantrocket.zipline: ERROR     reraise(exc_type, exc_value, tb)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/_compat.py", line 32, in reraise
2021-07-30 22:02:36 quantrocket.zipline: ERROR     raise value.with_traceback(tb)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/app.py", line 1982, in wsgi_app
2021-07-30 22:02:36 quantrocket.zipline: ERROR     response = self.full_dispatch_request()
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/app.py", line 1614, in full_dispatch_request
2021-07-30 22:02:36 quantrocket.zipline: ERROR     rv = self.handle_user_exception(e)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask_restful/__init__.py", line 271, in error_router
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return original_handler(e)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/app.py", line 1517, in handle_user_exception
2021-07-30 22:02:36 quantrocket.zipline: ERROR     reraise(exc_type, exc_value, tb)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/_compat.py", line 32, in reraise
2021-07-30 22:02:36 quantrocket.zipline: ERROR     raise value.with_traceback(tb)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/app.py", line 1612, in full_dispatch_request
2021-07-30 22:02:36 quantrocket.zipline: ERROR     rv = self.dispatch_request()
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/app.py", line 1598, in dispatch_request
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return self.view_functions[rule.endpoint](**req.view_args)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask_restful/__init__.py", line 477, in wrapper
2021-07-30 22:02:36 quantrocket.zipline: ERROR     resp = resource(*args, **kwargs)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask/views.py", line 84, in view
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return self.dispatch_request(*args, **kwargs)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/flask_restful/__init__.py", line 587, in dispatch_request
2021-07-30 22:02:36 quantrocket.zipline: ERROR     resp = meth(*args, **kwargs)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/webargs/core.py", line 441, in wrapper
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return func(*args, **kwargs)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "sym://qrocket_app_py", line 619, in get
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "sym://qrocket_qrzipline_bundles_query_py", line 141, in get_history_to_file
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "sym://qrocket_qrzipline_bundles_query_py", line 173, in get_history
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "sym://qrocket_qrzipline_bundles_query_py", line 354, in validate
2021-07-30 22:02:37 urllib3.connectionpool: DEBUG Resetting dropped connection: houston
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "sym://qrocket_qrzipline_bundles_query_py", line 119, in validate_dates
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/trading_calendars/utils/memoize.py", line 49, in __get__
2021-07-30 22:02:36 quantrocket.zipline: ERROR     self._cache[instance] = val = self._get(instance)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/zipline/data/minute_bars.py", line 989, in last_available_dt
2021-07-30 22:02:36 quantrocket.zipline: ERROR     _, close = self.calendar.open_and_close_for_session(self._end_session)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/trading_calendars/trading_calendar.py", line 848, in open_and_close_for_session
2021-07-30 22:02:36 quantrocket.zipline: ERROR     self.session_open(session_label),
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/trading_calendars/trading_calendar.py", line 875, in session_open
2021-07-30 22:02:36 quantrocket.zipline: ERROR     'market_open'
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/pandas/core/indexing.py", line 1869, in __getitem__
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return self.obj._get_value(*key, takeable=self._takeable)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "/opt/conda/lib/python3.6/site-packages/pandas/core/frame.py", line 1985, in _get_value
2021-07-30 22:02:36 quantrocket.zipline: ERROR     return engine.get_value(series._values, index)
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "pandas/_libs/index.pyx", line 83, in pandas._libs.index.IndexEngine.get_value
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "pandas/_libs/index.pyx", line 91, in pandas._libs.index.IndexEngine.get_value
2021-07-30 22:02:36 quantrocket.zipline: ERROR   File "pandas/_libs/index.pyx", line 451, in pandas._libs.index.DatetimeEngine.get_loc
2021-07-30 22:02:36 quantrocket.zipline: ERROR KeyError: Timestamp('2022-07-28 00:00:00+0000', tz='UTC')
2021-07-30 22:02:36 quantrocket.zipline: ERROR