Zipline+Quandl JSONDecodeError:预期值：第1行第1列（字符0）

Question

我在运行以下代码时遇到此错误：

from zipline import run_algorithm



from zipline.api import symbol, order_target_percent 


import pyfolio as pf
import pytz
import pandas as pd
from datetime import datetime

def initialize(context):
    context.stock = symbol('AAPL')
    context.index_average_window = 200

def handle_data(context, data):
    equities_hist = data.history(context.stock, "close", context.index_average_window, "1d")

    if equities_hist[-1] > equities_hist.mean():
        order_target_percent(context.stock, 1)
    else:
        order_target_percent(context.stock, 0)

def analyze(context, perf):
    returns, positions, transactions = pf.utils.extract_rets_pos_txn_from_zipline(perf)
    pf.create_simple_tear_sheet(returns, bechmark_rets=none)

start_date = datetime(2011,1,1, tzinfo=pytz.UTC)
end_date = datetime(2020,1,1, tzinfo=pytz.UTC)

results = run_algorithm(
    start=start_date,
    end=end_date,
    initialize=initialize,
    analyze=analyze,
    handle_data=handle_data,
    capital_base=100000,
    data_frequency='daily',
    bundle='quandl'
)



JSONDecodeError                           Traceback (most recent call last)
<ipython-input-7-8d5e302eff01> in <module>()
     10     capital_base=100000,
     11     data_frequency='daily',
---> 12     bundle='quandl'
     13 )

E:\Anaconda\envs\z35\lib\site-packages\zipline\utils\run_algo.py in run_algorithm(start, end, initialize, capital_base, handle_data, before_trading_start, analyze, data_frequency, data, bundle, bundle_timestamp, trading_calendar, metrics_set, default_extension, extensions, strict_extensions, environ, blotter)
    428         local_namespace=False,
    429         environ=environ,
--> 430         blotter=blotter,
    431     )

E:\Anaconda\envs\z35\lib\site-packages\zipline\utils\run_algo.py in _run(handle_data, initialize, before_trading_start, analyze, algofile, algotext, defines, data_frequency, capital_base, data, bundle, bundle_timestamp, start, end, output, trading_calendar, print_algo, metrics_set, local_namespace, environ, blotter)
    157             trading_calendar=trading_calendar,
    158             trading_day=trading_calendar.day,
--> 159             trading_days=trading_calendar.schedule[start:end].index,
    160         )
    161         first_trading_day =\

E:\Anaconda\envs\z35\lib\site-packages\zipline\finance\trading.py in __init__(self, load, bm_symbol, exchange_tz, trading_calendar, trading_day, trading_days, asset_db_path, future_chain_predicates, environ)
    101             trading_day,
    102             trading_days,
--> 103             self.bm_symbol,
    104         )
    105 

E:\Anaconda\envs\z35\lib\site-packages\zipline\data\loader.py in load_market_data(trading_day, trading_days, bm_symbol, environ)
    147         # date so that we can compute returns for the first date.
    148         trading_day,
--> 149         environ,
    150     )
    151     tc = ensure_treasury_data(

E:\Anaconda\envs\z35\lib\site-packages\zipline\data\loader.py in ensure_benchmark_data(symbol, first_date, last_date, now, trading_day, environ)
    214 
    215     try:
--> 216         data = get_benchmark_returns(symbol)
    217         data.to_csv(get_data_filepath(filename, environ))
    218     except (OSError, IOError, HTTPError):

E:\Anaconda\envs\z35\lib\site-packages\zipline\data\benchmarks.py in get_benchmark_returns(symbol)
     33         'https://api.iextrading.com/1.0/stock/{}/chart/5y'.format(symbol)
     34     )
---> 35     data = r.json()
     36 
     37     df = pd.DataFrame(data)

E:\Anaconda\envs\z35\lib\site-packages\requests\models.py in json(self, **kwargs)
    895                     # used.
    896                     pass
--> 897         return complexjson.loads(self.text, **kwargs)
    898 
    899     @property

E:\Anaconda\envs\z35\lib\json\__init__.py in loads(s, encoding, cls, object_hook, parse_float, parse_int, parse_constant, object_pairs_hook, **kw)
    317             parse_int is None and parse_float is None and
    318             parse_constant is None and object_pairs_hook is None and not kw):
--> 319         return _default_decoder.decode(s)
    320     if cls is None:
    321         cls = JSONDecoder

E:\Anaconda\envs\z35\lib\json\decoder.py in decode(self, s, _w)
    337 
    338         """
--> 339         obj, end = self.raw_decode(s, idx=_w(s, 0).end())
    340         end = _w(s, end).end()
    341         if end != len(s):

E:\Anaconda\envs\z35\lib\json\decoder.py in raw_decode(self, s, idx)
    355             obj, end = self.scan_once(s, idx)
    356         except StopIteration as err:
--> 357             raise JSONDecodeError("Expecting value", s, err.value) from None
    358         return obj, end

JSONDecodeError: Expecting value: line 1 column 1 (char 0)

Answer 1

自2019年6月15日起，禁止对api.iextrading.com的所有API调用返回403^zipline库中的{a1}尝试将响应解析为json，这会导致错误。这是一个已知的问题，您可以检查此GitHub issue以找到可能的解决方法。解决方案之一是从GitHub comment修改zipline/data/benchmarks.py文件以修复API调用：

• 在这里注册：https://iexcloud.io/cloud-login#/register
• 查找benchmarks.py文件的位置：ipython，import zipline，zipline.__file__

• 在类似于Atom的IDE中打开zipline库 从IEX仪表板（而不是下面的pk_numbers...）添加您的令牌，并将请求行更改为：

  token = 'pk_numbersnumbersnumbers'
  r = requests.get(
      'https://cloud.iexapis.com/stable/stock/{}/chart/5y?token={}'.format(symbol, token)
  )