This issue should be resolved, but may require you to make changes to your code.
The issue happened because the Research environment was updated to use the newest version of the Zipline backtesting engine. This included a few changes.
- The Zipline order methods now require Asset/Equity/Future objects to be passed as arguments, rather than simply an integer SID. This change is in preparation for futures trading support and performance.
If your algo is failing and raising a "Passing non-Asset argument to 'order()' is not supported." error, try wrapping your argument with the sid() method. An example of this can be found in the 'Tutorial (Advanced) - Markowitz Portfolio Optimization' notebook.
from zipline.api import (order, sid)
def handle_data(context, data):
order(24, 100) --> order(sid(24), 100)
- History DataFrames are no longer indexed on the full Asset/Equity/Future objects but are, instead, indexed on only the integer sid of the Asset. This improves backtest performance, as DataFrames perform better when indexed on integers. However, this does make the history() results a bit harder to read. We are working to make this easier.
If you have issues with an algo in research, please reach out to us at [email protected] so that we can help get it working again.
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