I've gone ahead and answered your question in the Zipline Google Group as well.
You can run backtests in the research environment, but you should use the run method (like you do in your notebook in this post (https://www.quantopian.com/posts/is-backtesting-in-research-notebooks-impossible). Using Zipline in Quantopian Research is different from running Zipline on your own machine, using IPython Notebook.
It seems the error is coming from getting benchmark data, in
zipline.data.benchmarks. I've opened a PR that should hopefully fix that.
If you want to use Zipline, you could either using Zipline in your own machine, in an IPython Notebook, or just use the backtester on quantopian.com/algorithms, if you're looking to use Pipeline, Optimize, or other Quantopian APIs.
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