zipline trading calendar error

[dimatolsto]

Environment

• Operating System: Windows 10.0.19042 Build 19042
• Python Version: Python 3.8.11
• Python Bitness: 64
• How did you install Zipline: conda install -c ml4t -c conda-forge -c ranaroussi zipline-reloaded
• Python packages:
  absl-py==0.13.0
  alembic @ file:///home/conda/feedstock_root/build_artifacts/alembic_1622150326904/work
  anyio @ file:///C:/ci/anyio_1620153418380/work/dist
  argon2-cffi @ file:///C:/ci/argon2-cffi_1613037959010/work
  astunparse==1.6.3
  async-generator @ file:///home/ktietz/src/ci/async_generator_1611927993394/work
  attrs @ file:///tmp/build/80754af9/attrs_1620827162558/work
  Babel @ file:///tmp/build/80754af9/babel_1620871417480/work
  backcall @ file:///home/ktietz/src/ci/backcall_1611930011877/work
  bcolz-zipline @ file:///C:/Miniconda3/envs/recipe/conda-bld/bcolz-zipline_1617506553916/work
  bleach @ file:///tmp/build/80754af9/bleach_1628110601003/work
  Bottleneck @ file:///D:/bld/bottleneck_1611195728907/work
  brotlipy==0.7.0
  cached-property @ file:///home/conda/feedstock_root/build_artifacts/cached_property_1615209429212/work
  certifi==2021.5.30
  cffi @ file:///C:/ci/cffi_1625831749120/work
  chardet @ file:///C:/ci/chardet_1607690654534/work
  click @ file:///D:/bld/click_1621503984716/work
  colorama @ file:///tmp/build/80754af9/colorama_1607707115595/work
  cryptography @ file:///C:/ci/cryptography_1616769344312/work
  cycler==0.10.0
  decorator @ file:///tmp/build/80754af9/decorator_1621259047763/work
  defusedxml @ file:///tmp/build/80754af9/defusedxml_1615228127516/work
  empyrical-reloaded @ file:///C:/Miniconda3/envs/recipe/conda-bld/empyrical-reloaded_1619114439364/work
  entrypoints==0.3
  flatbuffers==1.12
  gast==0.4.0
  google-auth-oauthlib==0.4.5
  google-pasta==0.2.0
  greenlet @ file:///D:/bld/greenlet_1628272304925/work
  grpcio==1.34.1
  h5py==3.1.0
  idna @ file:///home/linux1/recipes/ci/idna_1610986105248/work
  importlib-metadata @ file:///C:/ci/importlib-metadata_1617877484576/work
  intervaltree==3.0.2
  ipykernel @ file:///C:/ci/ipykernel_1596190155316/work/dist/ipykernel-5.3.4-py3-none-any.whl
  ipython @ file:///C:/ci/ipython_1628244008373/work
  ipython-genutils @ file:///tmp/build/80754af9/ipython_genutils_1606773439826/work
  iso3166==1.0.1
  iso4217 @ file:///home/conda/feedstock_root/build_artifacts/iso4217_1599436182614/work
  jedi @ file:///C:/ci/jedi_1611315808330/work
  Jinja2 @ file:///tmp/build/80754af9/jinja2_1624781299557/work
  json5 @ file:///tmp/build/80754af9/json5_1624432770122/work
  jsonschema @ file:///tmp/build/80754af9/jsonschema_1602607155483/work
  jupyter-client @ file:///tmp/build/80754af9/jupyter_client_1616770841739/work
  jupyter-core @ file:///C:/ci/jupyter_core_1612213356021/work
  jupyter-server @ file:///C:/ci/jupyter_server_1616084298403/work
  jupyterlab @ file:///tmp/build/80754af9/jupyterlab_1629124491270/work
  jupyterlab-pygments @ file:///tmp/build/80754af9/jupyterlab_pygments_1601490720602/work
  jupyterlab-server @ file:///tmp/build/80754af9/jupyterlab_server_1629224937070/work
  keras-nightly==2.5.0.dev2021032900
  Keras-Preprocessing==1.1.2
  kiwisolver==1.3.1
  Logbook @ file:///C:/Miniconda3/envs/recipe/conda-bld/logbook_1617515633715/work
  lru-dict @ file:///D:/bld/lru-dict_1625138210706/work
  lxml @ file:///D:/bld/lxml_1616532526926/work
  Mako @ file:///home/conda/feedstock_root/build_artifacts/mako_1610659158978/work
  Markdown==3.3.4
  MarkupSafe @ file:///C:/ci/markupsafe_1621528314575/work
  matplotlib==3.4.3
  matplotlib-inline @ file:///tmp/build/80754af9/matplotlib-inline_1628242447089/work
  mistune==0.8.4
  multipledispatch==0.6.0
  multitasking @ file:///home/conda/feedstock_root/build_artifacts/multitasking_1622493113162/work
  nbclassic @ file:///tmp/build/80754af9/nbclassic_1616085367084/work
  nbclient @ file:///tmp/build/80754af9/nbclient_1614364831625/work
  nbconvert @ file:///C:/ci/nbconvert_1624479163777/work
  nbformat @ file:///tmp/build/80754af9/nbformat_1617383369282/work
  nest-asyncio @ file:///tmp/build/80754af9/nest-asyncio_1613680548246/work
  networkx==2.3
  notebook @ file:///C:/ci/notebook_1629205926310/work
  numexpr @ file:///D:/bld/numexpr_1614971526698/work
  numpy @ file:///D:/bld/numpy_1629092230867/work
  opt-einsum==3.3.0
  packaging @ file:///tmp/build/80754af9/packaging_1625611678980/work
  pandas @ file:///D:/bld/pandas_1629113863488/work
  pandas-datareader @ file:///home/conda/feedstock_root/build_artifacts/pandas-datareader_1626254169655/work
  pandocfilters @ file:///C:/ci/pandocfilters_1605102497129/work
  parso @ file:///tmp/build/80754af9/parso_1617223946239/work
  patsy==0.5.1
  pickleshare @ file:///tmp/build/80754af9/pickleshare_1606932040724/work
  Pillow==8.3.1
  prometheus-client @ file:///tmp/build/80754af9/prometheus_client_1623189609245/work
  prompt-toolkit @ file:///tmp/build/80754af9/prompt-toolkit_1616415428029/work
  pycparser @ file:///tmp/build/80754af9/pycparser_1594388511720/work
  Pygments @ file:///tmp/build/80754af9/pygments_1629234116488/work
  pyOpenSSL @ file:///tmp/build/80754af9/pyopenssl_1608057966937/work
  pyparsing @ file:///home/linux1/recipes/ci/pyparsing_1610983426697/work
  pyreadline @ file:///D:/bld/pyreadline_1611175364000/work
  pyrsistent @ file:///C:/ci/pyrsistent_1600141795814/work
  PySocks @ file:///C:/ci/pysocks_1605287845585/work
  python-dateutil @ file:///tmp/build/80754af9/python-dateutil_1626374649649/work
  python-editor==1.0.4
  python-interface @ file:///home/conda/feedstock_root/build_artifacts/python-interface_1599436021243/work
  pytz @ file:///tmp/build/80754af9/pytz_1612215392582/work
  pywin32==228
  pywinpty==0.5.7
  pyzmq @ file:///C:/ci/pyzmq_1628276144921/work
  requests @ file:///tmp/build/80754af9/requests_1608241421344/work
  scipy @ file:///C:/bld/scipy_1628206591178/work
  Send2Trash @ file:///tmp/build/80754af9/send2trash_1607525499227/work
  six @ file:///tmp/build/80754af9/six_1623709665295/work
  sniffio @ file:///C:/ci/sniffio_1614030707456/work
  sortedcontainers @ file:///home/conda/feedstock_root/build_artifacts/sortedcontainers_1621217038088/work
  SQLAlchemy @ file:///D:/bld/sqlalchemy_1629315096852/work
  statsmodels @ file:///D:/bld/statsmodels_1612273760174/work
  TA-Lib==0.4.19
  tensorboard==2.5.0
  tensorflow==2.5.0
  tensorflow-estimator==2.5.0
  termcolor==1.1.0
  terminado==0.9.4
  testpath @ file:///tmp/build/80754af9/testpath_1624638946665/work
  toolz @ file:///home/conda/feedstock_root/build_artifacts/toolz_1600973991856/work
  tornado @ file:///C:/ci/tornado_1606942392901/work
  trading-calendars @ file:///home/conda/feedstock_root/build_artifacts/trading-calendars_1609821900982/work
  traitlets @ file:///home/ktietz/src/ci/traitlets_1611929699868/work
  typing-extensions==3.7.4.3
  urllib3 @ file:///tmp/build/80754af9/urllib3_1625084269274/work
  wcwidth @ file:///tmp/build/80754af9/wcwidth_1593447189090/work
  webencodings==0.5.1
  win-inet-pton @ file:///C:/ci/win_inet_pton_1605306167264/work
  wincertstore==0.2
  yfinance @ file:///usr/share/miniconda3/envs/recipe/conda-bld/yfinance_1619111496010/work
  zipline-reloaded @ file:///C:/Miniconda3/envs/recipe/conda-bld/zipline-reloaded_1620014385852/work
  zipp @ file:///tmp/build/80754af9/zipp_1625570634446/work

Description of Issue

• What did you expect to happen?
  run:
  /Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original/02_market_and_fundamental_data/03_data_providers/05_zipline_data_demo.ipynb

• What happened instead?

---

TypeError Traceback (most recent call last)
in
1 import matplotlib.pyplot as plt
2 import pandas as pd
----> 3 from zipline.api import order_target, record, symbol
4 from zipline.examples import buyapple

~\anaconda3\envs\env_zipline\lib\site-packages\zipline_init_.py in
19 # This is not a place to dump arbitrary classes/modules for convenience,
20 # it is a place to expose the public interfaces.
---> 21 from trading_calendars import get_calendar
22
23 from . import data

~\anaconda3\envs\env_zipline\lib\site-packages\trading_calendars_init_.py in
14 # limitations under the License.
15
---> 16 from .trading_calendar import TradingCalendar
17 from .calendar_utils import (
18 clear_calendars,

~\anaconda3\envs\env_zipline\lib\site-packages\trading_calendars\trading_calendar.py in
31 import toolz
32
---> 33 from .calendar_helpers import (
34 NP_NAT,
35 compute_all_minutes,

~\anaconda3\envs\env_zipline\lib\site-packages\trading_calendars\calendar_helpers.py in
4 NANOSECONDS_PER_MINUTE = int(6e10)
5
----> 6 NP_NAT = np.array([pd.NaT], dtype=np.int64)[0]
7
8

TypeError: int() argument must be a string, a bytes-like object or a number, not 'NaTType'

It seems it is a known issue: quantopian/trading_calendars#224

Sincerely,
$ Dmitry

[dimatolsto]

installed pandas 1.2.5, the issue has resolved.