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TypeError: unsupported operand type(s) for *=: 'Timestamp' and 'float' #2371

@hotea

Description

@hotea

Dear Zipline Maintainers,

Before I tell you about my issue, let me describe my environment:

Environment

  • Operating System:Darwin MBP.local 16.7.0 Darwin Kernel Version 16.7.0: Thu Jun 21 20:07:39 PDT 2018; root:xnu-3789.73.14~1/RELEASE_X86_64 x86_64
  • Python Version: Python 3.6.4
  • Python Bitness: 64
  • How did you install Zipline: pip

Now that you know a little about me, let me tell you about the issue I am
having:

Description of Issue

algorithm code:

import pandas as pd 
def initialize(context):
    set_benchmark(symbol('SPY'))
    set_commission(commission.PerShare(cost=0.01, min_trade_cost=1))


def before_trading_start(context, data):
    current = data.current(symbol('GOOG'), 
                        fields=['open','close','high','low','volume','last_traded','price'])

    history = data.history(symbol('GOOG'), fields=['open','close','high','low','volume'], bar_count=10,frequency='1d')

    log.info(current)
    log.info(history)


def handle_data(context, data):
    current = data.current(symbol('GOOG'), 
                        fields=['open','close','high','low','volume','last_traded','price'])

    history = data.history(symbol('GOOG'), fields=['open','close','high','low','volume'], bar_count=10, frequency='1d')

    log.info(current)
    log.info(history)
  • What did you expect to happen?
    execute normal
  • What happened instead?
    raise TypeError: unsupported operand type(s) for *=: 'Timestamp' and 'float'

What steps have you taken to resolve this already?

modify code zipline/data/data_portal.py, DataPortal.get_adjusted_value, about line 690.

change:
spot_value *= ratio
to

 if field != 'last_traded':
    spot_value *= ratio

...

Sincerely,
hotea

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