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zipline error KeyError: <type 'zipline.assets._assets.Equity'>

When I try to execute a simple crossover strategy algorithm outside quantopian framework using zipline, I get the following error.

KeyError:

This is a simple crossover strategy where 50-100 day moving averages are calculated to derive trading strategy. I am unable to run this strategy out of Quantopian framework using zipline.

Code is as follows

*import pandas as pd
import zipline
from zipline import TradingAlgorithm
from zipline.api import order, sid
from zipline.utils.factory import load_from_yahoo
import matplotlib.pyplot as plt
from zipline.api import order, symbol, record, order_target
import pytz
%matplotlib inline

creating time interval

start = pd.Timestamp('2013-01-25', tz='UTC')
end = pd.Timestamp('2017-02-01', tz='UTC')

loading the data

data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start, end=end)
data = data.dropna()

def initialize(context):
context.security= symbol('AAPL')
context.i =0

def handle_data(context, data):
context.i += 1
if context.i MA2) and current_positions == 0:
number_of_shares = 100
order(context.security, number_of_shares)
record(AAPL=inputdata[symbol('AAPL')].price,date=date,MA1 = MA1, MA2 = MA2, Price=
current_price,status="buy",shares=number_of_shares,PnL=current_pnl,cash=cash,value=value)
elif (MA1 < MA2) and current_positions != 0:
order_target(context.security, 0)
record(AAPL=inputdata[symbol('AAPL')].price,date=date,MA1 = MA1, MA2 = MA2, Price= current_price,status="sell",shares="--",PnL=current_pnl,cash=cash,value=value)
else:
record(AAPL=inputdata[symbol('AAPL')].price,date=date,MA1 = MA1, MA2 = MA2, Price= current_price,status="--",shares="--",PnL=current_pnl,cash=cash,value=value)

algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)
results = algo.run(input_data)*

2 responses

** Correction Above**

The error is

KeyError:

type 'zipline.assets._assets.Equity'

Hi Abhinav,

Thanks for posting about this. I had a bit of a tough time trying to reproduce your error as there were some missing variables from your code sample above, however, after doing some searching it looks like you're following this tutorial

I'm currently unable to reproduce this error, but if you could give me some more info then I might be able to.

If you take a look at this template we use on GitHub, you could use that; just be sure to include the full code that results in this issue, and the full stacktrace.

Thanks!
Freddie

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