zipline fails to ingest data from quandl WIKI

[VitalyErmilov]

Dear Zipline Maintainers,

Before I tell you about my issue, let me describe my environment:

Environment

• Operating System: Ubuntu 16.04

• Python Version: 2.7

• How did you install Zipline: pip

• Python packages:
  alembic==0.9.6
  bcolz==0.12.1
  Bottleneck==1.2.1
  certifi==2017.7.27.1
  chardet==3.0.4
  click==6.7
  contextlib2==0.5.5
  cyordereddict==1.0.0
  Cython==0.27.1
  decorator==4.1.2
  empyrical==0.3.2
  IbPy2==0.8.0
  idna==2.6
  intervaltree==2.1.0
  Logbook==1.1.0
  lru-dict==1.1.6
  Mako==1.0.7
  MarkupSafe==1.0
  multipledispatch==0.4.9
  networkx==1.9.1
  numexpr==2.6.4
  numpy==1.13.3
  pandas==0.18.1
  pandas-datareader==0.5.0
  patsy==0.4.1
  pkg-resources==0.0.0
  python-dateutil==2.6.1
  python-editor==1.0.3
  pytz==2017.2
  requests==2.18.4
  requests-file==1.4.2
  requests-ftp==0.3.1
  scipy==0.19.1
  six==1.11.0
  sortedcontainers==1.5.7
  SQLAlchemy==1.1.14
  statsmodels==0.8.0
  tables==3.4.2
  toolz==0.8.2
  urllib3==1.22
  zipline-live==1.1.0.4

Now that you know a little about me, let me tell you about the issue I am
having:

Description of Issue

zipline fails to ingest data from quandl WIKI

(venv-zipline-live) ubuntu@ip-172-31-34-154:~$ zipline ingest -b quandl
Downloading WIKI metadata: [####################################]
Traceback (most recent call last):
File "/home/ubuntu/venv-zipline-live/bin/zipline", line 11, in
sys.exit(main())
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/click/core.py", line 722, in call
return self.main(*args, **kwargs)
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/click/core.py", line 697, in main
rv = self.invoke(ctx)
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/click/core.py", line 1066, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/click/core.py", line 895, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/click/core.py", line 535, in invoke
return callback(*args, **kwargs)
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/zipline/main.py", line 388, in ingest
show_progress,
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/zipline/data/bundles/core.py", line 451, in ingest
pth.data_path([name, timestr], environ=environ),
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/zipline/data/bundles/quandl.py", line 295, in quandl_bundle
show_progress=show_progress,
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/zipline/data/bundles/quandl.py", line 129, in fetch_symbol_metadata_frame
data['auto_close_date'] = data['end_date'] + pd.Timedelta(days=1)
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/pandas/core/ops.py", line 609, in wrapper
na_op)
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/pandas/core/ops.py", line 569, in maybe_convert_for_time_op
return cls(left, right, name, na_op)
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/pandas/core/ops.py", line 282, in init
lvalues = self._convert_to_array(left, name=name)
File "/home/ubuntu/venv-zipline-live/local/lib/python2.7/site-packages/pandas/core/ops.py", line 398, in _convert_to_array
if (inferred_type in ('datetime64', 'datetime', 'date', 'time') or
TypeError: data type "datetime" not understood

What steps have you taken to resolve this already?

This may be because of pandas and numpy versions incompatibility . In some cases the similar issue has been resolved by upgrading pandas.

Sincerely,
Vitaly Ermilov

[bir]

Please see this PR on Zipline main.

quantopian#1913

[VitalyErmilov]

Bir, thank you!