Minute data does not work
Acciorocketships opened this issue · 1 comments
To reproduce this problem, simply go into one of the examples, set IS_BACKTEST=True, and change the timeframe to bt.TimeFrame.Minutes (instead of Days).
Exception in thread Thread-1:
Traceback (most recent call last):
File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/site-packages/trading_calendars/utils/memoize.py", line 47, in get
return self._cache[instance]
File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/weakref.py", line 394, in getitem
return self.data[ref(key)]
KeyError: <weakref at 0x7f9010e07908; to 'XNYSExchangeCalendar' at 0x7f9010e057f0>
I also tried using Polygon data, but I ran into a different issue:
requests.exceptions.HTTPError: 401 Client Error: Unauthorized for url: https://api.polygon.io/v2/...
Does anyone know how to solve this? It seems like this is a fundamental issue that should be affecting everyone.
If there is no way to solve it, is there at least a way to run with daily data at market open (instead of close)?
I can confirm that Alpaca minute data does exist/work, so maybe the surrounding code in the sample needs to get debugged and updated.
The Unauthorized response when attempting to access Polygon data might have to do with this https://forum.alpaca.markets/t/we-are-losing-polygon-data/4542.