Description
Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
- Operating System: (MacOs`)
- Python Version:
$2.8.0 --version - How did you install Zipline: (
pip install zipline-loaded)
I am trying to build a custom calendar and all is working except for this error
ValueError: Receieved calendar arguments although twentyFourHourCalendar is registered as a specific instance of class <class 'cutsomCalendar.twentyFourHourCalendar'>, not as a calendar factory.
I am importing a twentyFourHourCalendar class from a customCalendar.py file
from zipline.utils.memoize import lazyval
from pandas.tseries.offsets import CustomBusinessDay
from datetime import time
from pytz import timezone
from zipline.utils.calendar_utils import TradingCalendar
class twentyFourHourCalendar(TradingCalendar):
"""
An exchange calendar for trading assets 24/7.
Open Time: 12AM, UTC
Close Time: 11:59PM, UTC
"""
tz = timezone("UTC")
@property
def name(self):
"""
The name of the exchange, which Zipline will look for
when we run our algorithm and pass TFS to
the --trading-calendar CLI flag.
"""
return "TwentyFourHourCalendar"
@property
def open_times(self):
"""
Method to specify the open times for each trading session.
"""
return ((None, time(0, 0)),)
@property
def close_times(self):
"""
Method to specify the close times for each trading session.
"""
return ((None, time(23, 59)),)
@lazyval
def day(self):
"""
The days on which our exchange will be open.
"""
return CustomBusinessDay(weekmask="Mon Tue Wed Thu Fri Sat Sun")
And using the same way of registering a calendar and this error is caused by the get_calendar() function
start_date = pd.Timestamp('2018-03-31')
end_date = pd.Timestamp('2023-09-21')
TwentyFourHourCalendar = twentyFourHourCalendar(start_date, end_date, side='both')
register_calendar("twentyFourHourCalendar", TwentyFourHourCalendar, force = True)
twenty_four_hr = get_calendar("twentyFourHourCalendar")
What steps have you taken to resolve this already?
I've searched for the error everywhere and couldn't find a solution and will appreciate your help!
Sincerely,
Hossam