Orders are not executed and no errors are reported

[mstaniak]

Dear Zipline Maintainers,

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

Environment

• Operating System:
  Linux janusz 5.0.0-27-generic Fills in missing slots in transform data panels. #28-Ubuntu SMP Tue Aug 20 19:53:07 UTC 2019 x86_64 x86_64 x86_64 GNU/Linux
• Python Version: $ python --version
  3.5.4
• Python Bitness:
  64
• How did you install Zipline: pip
• Python packages:
  alembic==1.1.0
  bcolz==0.12.1
  Bottleneck==1.2.1
  certifi==2019.6.16
  chardet==3.0.4
  Click==7.0
  contextlib2==0.5.5
  cycler==0.10.0
  cyordereddict==1.0.0
  Cython==0.29.13
  decorator==4.4.0
  docutils==0.15.2
  empyrical==0.5.3
  idna==2.8
  intervaltree==3.0.2
  kiwisolver==1.1.0
  Logbook==1.5.2
  lru-dict==1.1.6
  lxml==4.4.1
  Mako==1.1.0
  MarkupSafe==1.1.1
  matplotlib==3.0.3
  mock==3.0.5
  multipledispatch==0.6.0
  networkx==1.11
  numexpr==2.7.0
  numpy==1.17.2
  pandas==0.22.0
  pandas-datareader==0.7.4
  patsy==0.5.1
  pymongo==3.9.0
  pyparsing==2.4.2
  PyQt5==5.13.1
  PyQt5-sip==4.19.19
  python-dateutil==2.8.0
  python-editor==1.0.4
  pytz==2019.2
  requests==2.22.0
  requests-file==1.4.3
  scipy==1.3.1
  seaborn==0.9.0
  six==1.12.0
  sortedcontainers==2.1.0
  SQLAlchemy==1.3.8
  statsmodels==0.10.1
  tables==3.5.2
  toolz==0.10.0
  trading-calendars==1.8.1
  urllib3==1.25.3
  wrapt==1.11.2
  zipline==1.3.0

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

Description of Issue

• I expected to run a successful simulation with a custom bundle or to see an error.
• What happened instead? The backtest runs without errors, but no transactions happen.

Here is how you can reproduce this issue on your machine:

Reproduction Steps

1. Set up a virtual environment with the same package versions as above.
2. Run the following code:

import pandas as pd
from zipline import run_algorithm
from zipline.api import (symbol, order, record)
from trading_calendars import get_calendar
from zipline.data.bundles import register, bundles, ingest
from zipline.data.bundles.csvdir import csvdir_equities

crypto_calendar = get_calendar('24/7')
csv_directory = '.' 
# change to your working directory. Folder called 'daily' is 
# inside this folder and contains simply the Bitcoin.csv file attached
csv_ingest = csvdir_equities(('daily', ), csv_directory)
register('crypto_bitcoin', csv_ingest, calendar_name = '24/7', create_writers=True)
ingest('crypto_bitcoin', show_progress=True)

def initialize(context):
    context.has_ordered = False 

def handle_data(context, data):
    record(bitcoin_price = data.current(symbol('Bitcoin'), 'price'),
           bitcoin_close = data.current(symbol('Bitcoin'), 'close'),
           has_ordered = context.has_ordered,
           is_stale = data.is_stale(symbol('Bitcoin')),
           can_trade = data.can_trade(symbol('Bitcoin')))
    if not context.has_ordered:
        order(symbol('Bitcoin'), 1)
        context.has_ordered = True
    else:
        pass

perf = run_algorithm(pd.Timestamp('2016-01-01', tz='UTC'),
                     pd.Timestamp('2016-06-30', tz='UTC'),
                     initialize=initialize,
                     handle_data=handle_data,
                     capital_base=10000,
                     data_frequency='daily',
                     bundle='crypto_bitcoin',
                     trading_calendar=crypto_calendar,
                     default_extension=False
    )
perf.bitcoin_price[0]
perf.bitcoin_close[0]
perf.transactions[0]
perf.orders[0]
perf.portfolio_value.unique()
perf.has_ordered.head(10)
perf.is_stale.unique()
perf.can_trade.unique()

From my perspective, this is the minimal working example.
The file that is used to get csv bundle is attached to this issue.

3. The result in my setup is a backtest result where all transactions are empty lists and the only order looks like this:

limit : None
stop : None
id : 822b7532856343c8b09cc40e07bcec12
commission : 0
stop_reached : False
status : 0
sid : Equity(0 [BITCOIN])
limit_reached : False
created : 2016-01-01 23:59:00+00:00
reason : None
amount : 1
filled : 0
dt : 2016-01-01 23:59:00+00:00

What steps have you taken to resolve this already?

...

Anything else?

I'm using a slightly modified version of zipline, as per #2540 + I changed the default benchmark code to make it work.
My csv file:

date,open,high,low,close,volume,dividend,split
2016-01-01,430.72,436.25,427.52,434.33,36278900,0,0
2016-01-02,434.62,436.06,431.87,433.44,30096600,0,0
2016-01-03,433.58,433.74,424.71,430.01,39633800,0,0
2016-01-04,430.06,434.52,429.08,433.09,38477500,0,0
2016-01-05,433.07,434.18,429.68,431.96,34522600,0,0
2016-01-06,431.86,431.86,426.34,429.11,34042500,0,0
2016-01-07,430.01,458.77,429.08,458.05,87562200,0,0
2016-01-08,457.54,462.93,447.94,453.23,56993000,0,0
2016-01-09,453.38,454.64,446.89,447.61,32278000,0,0
2016-01-10,448.24,448.31,440.35,447.99,35995900,0,0
2016-01-11,448.7,450.66,443.86,448.43,40450000,0,0
2016-01-12,448.18,448.18,435.69,435.69,115607000,0,0
2016-01-13,434.67,435.19,424.44,432.37,173888000,0,0
2016-01-14,432.29,433.32,427.85,430.31,43945500,0,0
2016-01-15,430.26,430.26,364.33,364.33,153351008,0,0
2016-01-16,365.07,390.56,354.91,387.54,120352000,0,0
2016-01-17,387.15,390.96,380.09,382.3,45319600,0,0
2016-01-18,381.73,388.1,376.67,387.17,54403900,0,0
2016-01-19,387.03,387.73,378.97,380.15,46819800,0,0
2016-01-20,379.74,425.27,376.6,420.23,121720000,0,0
2016-01-21,419.63,422.88,406.3,410.26,68338000,0,0
2016-01-22,409.75,410.41,375.28,382.49,91546600,0,0
2016-01-23,382.43,394.54,381.98,387.49,56247400,0,0
2016-01-24,388.1,405.48,387.51,402.97,54824800,0,0
2016-01-25,402.32,402.32,388.55,391.73,59062400,0,0
2016-01-26,392.0,397.77,390.58,392.15,58147000,0,0
2016-01-27,392.44,396.84,391.78,394.97,47424400,0,0
2016-01-28,395.15,395.5,379.73,380.29,59247900,0,0
2016-01-29,380.11,384.38,365.45,379.47,86125296,0,0
2016-01-30,378.86,380.92,376.49,378.26,30284400,0,0
2016-01-31,378.29,380.35,367.83,368.77,37894300,0,0
2016-02-01,369.35,378.07,367.96,373.06,51656700,0,0
2016-02-02,372.92,375.88,372.92,374.45,40378700,0,0
2016-02-03,374.65,374.95,368.05,369.95,45933400,0,0
2016-02-04,370.17,391.61,369.99,389.59,69285504,0,0
2016-02-05,388.9,391.09,385.57,386.55,43825000,0,0
2016-02-06,386.59,386.63,372.39,376.52,49249300,0,0
2016-02-07,376.51,380.87,374.9,376.62,37076300,0,0
2016-02-08,376.76,379.88,373.33,373.45,47671100,0,0
2016-02-09,373.42,377.25,372.9,376.03,55318500,0,0
2016-02-10,376.15,385.48,375.78,381.65,85130896,0,0
2016-02-11,382.11,383.13,376.4,379.65,74375600,0,0
2016-02-12,379.69,384.95,379.6,384.26,67042800,0,0
2016-02-13,384.64,391.86,384.64,391.86,61911700,0,0
2016-02-14,392.93,407.23,392.93,407.23,74469800,0,0
2016-02-15,407.57,410.38,397.75,400.18,74070496,0,0
2016-02-16,401.43,408.95,401.43,407.49,73093104,0,0
2016-02-17,407.66,421.17,406.78,416.32,83193600,0,0
2016-02-18,416.57,426.0,415.64,422.37,76752600,0,0
2016-02-19,422.73,423.1,417.6,420.79,55711300,0,0
2016-02-20,421.6,441.98,421.6,437.16,93992096,0,0
2016-02-21,437.77,448.05,429.08,438.8,89820704,0,0
2016-02-22,438.99,439.05,432.92,437.75,85385200,0,0
2016-02-23,438.26,439.86,417.82,420.74,85244896,0,0
2016-02-24,420.96,425.55,413.91,424.95,67743696,0,0
2016-02-25,425.04,427.72,420.42,424.54,70798000,0,0
2016-02-26,424.63,432.15,421.62,432.15,61486000,0,0
2016-02-27,432.84,434.23,428.1,432.52,41893600,0,0
2016-02-28,432.57,435.68,423.82,433.5,53033400,0,0
2016-02-29,433.44,441.51,431.69,437.7,60694700,0,0
2016-03-01,437.92,439.65,432.32,435.12,74895800,0,0
2016-03-02,435.13,435.92,423.99,423.99,74955296,0,0
2016-03-03,423.91,425.37,419.41,421.65,100484000,0,0
2016-03-04,421.84,425.18,410.94,410.94,90856096,0,0
2016-03-05,410.78,411.26,394.04,400.57,135384992,0,0
2016-03-06,400.52,411.91,395.78,407.71,91212496,0,0
2016-03-07,407.76,415.92,406.31,414.32,85762400,0,0
2016-03-08,414.46,416.24,411.09,413.97,70311696,0,0
2016-03-09,413.89,416.03,411.61,414.86,70012304,0,0
2016-03-10,414.74,417.51,413.25,417.13,81022896,0,0
2016-03-11,417.24,423.93,417.01,421.69,73969696,0,0
2016-03-12,421.61,421.8,410.09,411.62,92712896,0,0
2016-03-13,411.65,416.6,411.64,414.07,74322800,0,0
2016-03-14,414.2,416.68,414.2,416.44,95259400,0,0
2016-03-15,416.39,418.13,414.98,416.83,66781700,0,0
2016-03-16,416.89,417.69,415.91,417.01,65185800,0,0
2016-03-17,417.89,421.0,417.89,420.62,83528600,0,0
2016-03-18,420.55,420.55,406.14,409.55,104940000,0,0
2016-03-19,409.27,410.98,407.23,410.44,58423000,0,0
2016-03-20,410.4,414.63,410.4,413.76,45947900,0,0
2016-03-21,413.42,413.42,410.38,413.31,61655400,0,0
2016-03-22,413.13,418.38,412.53,418.09,66813300,0,0
2016-03-23,418.16,419.27,417.36,418.04,61444200,0,0
2016-03-24,418.42,418.68,415.49,416.39,68346704,0,0
2016-03-25,416.51,418.08,415.56,417.18,52560000,0,0
2016-03-26,417.36,418.99,416.26,417.95,44650400,0,0
2016-03-27,418.14,428.8,417.71,426.77,71229400,0,0
2016-03-28,426.55,426.86,423.29,424.23,68522800,0,0
2016-03-29,424.3,426.2,412.68,416.52,75411504,0,0
2016-03-30,416.83,416.83,412.5,414.82,66034100,0,0
2016-03-31,415.26,418.37,415.26,416.73,60215200,0,0
2016-04-01,416.76,418.17,415.83,417.96,51235700,0,0
2016-04-02,418.42,422.08,418.42,420.87,45681200,0,0
2016-04-03,421.17,421.58,419.7,420.9,38053700,0,0
2016-04-04,421.3,422.34,419.6,421.44,50634300,0,0
2016-04-05,421.02,424.26,420.61,424.03,60718000,0,0
2016-04-06,424.28,424.53,422.73,423.41,59091000,0,0
2016-04-07,423.62,423.66,420.52,422.74,57858600,0,0
2016-04-08,422.91,425.36,419.64,420.35,63454700,0,0
2016-04-09,420.81,420.89,416.52,419.41,49792700,0,0
2016-04-10,419.59,422.43,419.26,421.56,73478600,0,0
2016-04-11,421.87,422.74,420.53,422.48,50747500,0,0
2016-04-12,422.84,427.28,422.84,425.19,70728800,0,0
2016-04-13,425.63,426.66,422.92,423.73,69060400,0,0
2016-04-14,423.93,425.37,423.01,424.28,45281000,0,0
2016-04-15,424.43,429.93,424.43,429.71,54801500,0,0
2016-04-16,429.58,432.63,428.98,430.57,39392800,0,0
2016-04-17,430.64,431.37,426.08,427.4,52125900,0,0
2016-04-18,427.61,429.27,427.09,428.59,55670900,0,0
2016-04-19,428.7,436.02,428.1,435.51,52810500,0,0
2016-04-20,435.32,443.05,434.41,441.39,72890096,0,0
2016-04-21,441.42,450.55,440.95,449.42,68204704,0,0
2016-04-22,449.69,449.81,444.15,445.74,58804400,0,0
2016-04-23,445.86,450.28,444.33,450.28,50485400,0,0
2016-04-24,450.56,460.15,448.93,458.55,68198400,0,0
2016-04-25,459.12,466.62,453.59,461.43,87091800,0,0
2016-04-26,461.65,467.96,461.62,466.09,78971904,0,0
2016-04-27,466.26,467.08,444.13,444.69,93564896,0,0
2016-04-28,445.04,449.55,436.65,449.01,74064704,0,0
2016-04-29,449.41,455.38,446.02,455.1,49258500,0,0
2016-04-30,455.18,455.59,447.7,448.32,69322600,0,0
2016-05-01,448.48,452.48,447.93,451.88,40660100,0,0
2016-05-02,451.93,452.45,441.78,444.67,92127000,0,0
2016-05-03,444.73,451.1,442.62,450.3,59366400,0,0
2016-05-04,450.18,450.38,445.63,446.72,50407300,0,0
2016-05-05,446.71,448.51,445.88,447.98,50440800,0,0
2016-05-06,447.94,461.38,447.07,459.6,72796800,0,0
2016-05-07,459.64,460.67,457.32,458.54,38364500,0,0
2016-05-08,458.43,459.42,455.98,458.55,40315000,0,0
2016-05-09,458.21,462.48,456.53,460.48,55493100,0,0
2016-05-10,460.52,461.93,448.95,450.89,58956100,0,0
2016-05-11,450.86,454.58,450.86,452.73,50605200,0,0
2016-05-12,452.45,454.95,449.25,454.77,59849300,0,0
2016-05-13,454.85,457.05,453.45,455.67,60845000,0,0
2016-05-14,455.82,456.84,454.79,455.67,37209000,0,0
2016-05-15,455.76,458.69,455.46,457.57,28514000,0,0
2016-05-16,457.59,458.2,452.95,454.16,59171500,0,0
2016-05-17,454.01,455.07,453.61,453.78,64100300,0,0
2016-05-18,453.69,456.0,453.3,454.62,86850096,0,0
2016-05-19,454.52,454.63,438.71,438.71,96027400,0,0
2016-05-20,437.79,444.05,437.39,442.68,81987904,0,0
2016-05-21,442.97,443.78,441.71,443.19,42762300,0,0
2016-05-22,443.22,443.43,439.04,439.32,39657600,0,0
2016-05-23,439.35,444.35,438.82,444.15,50582500,0,0
2016-05-24,444.29,447.1,443.93,445.98,65783100,0,0
2016-05-25,446.06,450.3,446.06,449.6,65231000,0,0
2016-05-26,449.67,453.64,447.9,453.38,65203800,0,0
2016-05-27,453.52,478.15,453.52,473.46,164780992,0,0
2016-05-28,473.03,533.47,472.7,530.04,181199008,0,0
2016-05-29,527.48,553.96,512.18,526.23,148736992,0,0
2016-05-30,528.47,544.35,522.96,533.86,87958704,0,0
2016-05-31,534.19,546.62,520.66,531.39,138450000,0,0
2016-06-01,531.11,543.08,525.64,536.92,86061800,0,0
2016-06-02,536.52,540.35,533.08,537.97,60378200,0,0
2016-06-03,537.68,574.64,536.92,569.19,122020000,0,0
2016-06-04,569.71,590.13,564.24,572.73,94925296,0,0
2016-06-05,573.31,582.81,569.18,574.98,68874096,0,0
2016-06-06,574.6,586.47,574.6,585.54,72138896,0,0
2016-06-07,585.45,590.26,567.51,576.6,107770000,0,0
2016-06-08,577.17,582.84,573.13,581.65,80265800,0,0
2016-06-09,582.2,582.2,570.95,574.63,71301000,0,0
2016-06-10,575.84,579.13,573.33,577.47,66991900,0,0
2016-06-11,578.67,607.12,578.67,606.73,82357000,0,0
2016-06-12,609.68,684.84,607.04,672.78,277084992,0,0
2016-06-13,671.65,716.0,664.49,704.38,243295008,0,0
2016-06-14,704.5,704.5,662.8,685.56,186694000,0,0
2016-06-15,685.68,696.3,672.56,694.47,99223800,0,0
2016-06-16,696.52,773.72,696.52,766.31,271633984,0,0
2016-06-17,768.49,775.36,716.56,748.91,363320992,0,0
2016-06-18,748.76,777.99,733.93,756.23,252718000,0,0
2016-06-19,756.69,766.62,745.63,763.78,136184992,0,0
2016-06-20,763.93,764.08,732.73,737.23,174511008,0,0
2016-06-21,735.88,735.88,639.07,666.65,309944000,0,0
2016-06-22,665.91,678.67,587.48,596.12,266392992,0,0
2016-06-23,597.44,629.33,558.14,623.98,253462000,0,0
2016-06-24,625.58,681.73,625.27,665.3,224316992,0,0
2016-06-25,665.28,691.73,646.56,665.12,126656000,0,0
2016-06-26,665.93,665.98,616.93,629.37,109225000,0,0
2016-06-27,629.35,655.28,620.52,655.28,122134000,0,0
2016-06-28,658.1,659.25,637.77,647.0,138384992,0,0
2016-06-29,644.12,644.68,628.28,639.89,142456000,0,0
2016-06-30,640.59,675.4,636.61,673.34,138980000,0,0

Sincerely,
mstaniak

[mstaniak]

Removing split and dividend columns from the data fixed the issue.
Thus, I would like to suggest removing this part of the documentation:

Zipline provides a bundle called csvdir, which allows users to ingest data from .csv files. The format of the files should be in OHLCV format, with dates, dividends, and splits. A sample is provided below. There are other samples for testing purposes in zipline/tests/resources/csvdir_samples.

https://www.zipline.io/bundles.html#ingesting-data-from-csv-files