line 49, in scheduled_func_55875
Conversion of the second argument of issubdtype from `float` to `np.floating` is deprecated. In future, it will be treated as `np.float64 == np.dtype(float).type`.
from ._conv import register_converters as _register_converters
Using TensorFlow backend.
Traceback (most recent call last):
File "/zbin/conda-bin/zipline", line 11, in <module>
sys.exit(main())
File "/home/zipline/anaconda2/lib/python2.7/site-packages/click/core.py", line 722, in __call__
return self.main(*args, **kwargs)
------------------------------------------------------------------------
CODE
# This is an auto-generated code <8ce1f522222edac7626a20c9496bf742>
# uses generator version 1.1.0
# please use data-set nse-daily
from zipline.api import schedule_function, time_rules, symbol
from zipline.api import order_target_percent, date_rules, set_slippage
from zipline.finance import slippage
from blueshift_library.library import get_history, init_prune_tracking, enter_long
from blueshift_library.library import finish_prune_tracking, alpha_function, exit_long
def initialize(context):
set_slippage(slippage.FixedSlippage(0.0))
context.universe = [symbol('TATAELXSI')]
context.sell = {}
context.buy = {}
context.rsi = {}
context.rsi_value = 50
schedule_function(scheduled_func_55875, date_rules.every_day(),
time_rules.market_open(hours=0, minutes=5))
def rule_func_55887(context, data):
for asset in context.universe:
if context.sell[asset]:
exit_long(context, asset, order_target_percent, -0.25, None,
'SCHEDULE')
def rule_func_55879(context, data):
for asset in context.universe:
if context.buy[asset]:
enter_long(context, asset, order_target_percent, 0.25, None,
'SCHEDULE')
Hi, can you please write to blueshift-support@quantinsti.com with a minimal version of the code that can reproduce the error. The error posted above may be incomplete. The conversion related message is likely to be a deprecation warning and not an exception.