backtest with local data in zipline - python-2.7

Question

I am using zipline to backtest with the local data, but it seems unsuccessful.
from datetime import datetime
import pytz
import pandas as pd
from zipline.algorithm import TradingAlgorithm
import zipline.utils.factory as factory
class BuyApple(TradingAlgorithm):
def handle_data(self, data):
self.order('AAPL', 1)
if __name__ == '__main__':
data = pd.read_csv('AAPL.csv')
simple_algo = BuyApple()
results = simple_algo.run(data)
above is my code, When I run this script, I got the message:
[2015-04-03 01:41:53.712035] WARNING: Loader: No benchmark data found for date range.
start_date=2015-04-03 00:00:00+00:00, end_date=2015-04-03 01:41:53.632300, url=http://ichart.finance.yahoo.com/table.csv?a=3&c=2015&b=3&e=3&d=3&g=d&f=2015&s=%5EGSPC
Traceback (most recent call last):
File "bollinger.py", line 31, in <module>
results = simple_algo.run(data)
File "/home/xinzhou/.local/lib/python2.7/site-packages/zipline-0.7.0-py2.7.egg/zipline/algorithm.py", line 372, in run
source = DataFrameSource(source)
File "/home/xinzhou/.local/lib/python2.7/site-packages/zipline-0.7.0-py2.7.egg/zipline/sources/data_frame_source.py", line 42, in __init__
assert isinstance(data.index, pd.tseries.index.DatetimeIndex)
AssertionError
Then I change my code to below:
from datetime import datetime
import pytz
import pandas as pd
from zipline.algorithm import TradingAlgorithm
import zipline.utils.factory as factory
class BuyApple(TradingAlgorithm):
def handle_data(self, data):
self.order('AAPL', 1)
if __name__ == '__main__':
start = datetime(2000, 1, 9, 14, 30, 0, 0, pytz.utc)
end = datetime(2001, 1, 10, 21, 0, 0, 0, pytz.utc)
data = pd.read_csv('AAPL.csv', parse_dates=True, index_col=0)
sim_params = factory.create_simulation_parameters(
start=start, end=end, capital_base=10000)
sim_params.data_frequency = '1d'
sim_params.emission_rate = '1d'
simple_algo = BuyApple()
results = simple_algo.run(data)
The
assert isinstance(data.index, pd.tseries.index.DatetimeIndex)
AssertionError
is gone. But in my terminal, it keeps in this message:
[2015-04-03 01:44:28.141657] WARNING: Loader: No benchmark data found for date range.
start_date=2015-04-03 00:00:00+00:00, end_date=2015-04-03 01:44:28.028243, url=http://ichart.finance.yahoo.com/table.csv?a=3&c=2015&b=3&e=3&d=3&g=d&f=2015&s=%5EGSPC
How to solve this problem? Thanks.

Answer 1

data.index=pd.to_datetime(data.index)
data.index=data.index.tz_localize(pytz.utc)

Answer 2

The next code works for me.Is a version of the tutorial example "My first Algorithm" (http://www.zipline.io/tutorial/) .Data must be in ascending order by date. Run as a normal python program( python yourfilename.py):
import pytz
from datetime import datetime
from zipline.algorithm import TradingAlgorithm
from zipline.api import order, record, symbol
import pandas as pd
# Load data manually csv
#Date,Open,High,Low,Close,Volume,Adj Close
#1984-09-07,26.5,26.87,26.25,26.5,2981600,3.02
#...
parse = lambda x: pytz.utc.localize(datetime.strptime(x, '%Y-%m-%d'))
data=pd.read_csv('aapl.csv', parse_dates=['Date'], index_col=0,date_parser=parse)
# Define algorithm
def initialize(context):
pass
def handle_data(context, data):
order('Close',10)
record(AAPL=data['Close'])
# Create algorithm object passing in initialize and
# handle_data functions
algo_obj = TradingAlgorithm(initialize=initialize,
handle_data=handle_data)
# Run algorithm
perf_manual = algo_obj.run(data)
# Print
perf_manual.to_csv('output.csv'