TypeError: int() argument must be a string, a bytes-like object or a number, not 'NaTType'

[playingwithpy]

Dear Zipline Maintainers,

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

Environment

Pycharm 2021.2 CE

*Operating System == Linux 5.11.0-7620-generic x86_64 GNU/Linux
*Python Version == Python 3.7.11
*Python Bitness == 64
*Installed Via == pip install zipline-reloaded

• Python packages:
  alembic==1.6.5
  alphalens==0.4.0
  backcall==0.2.0
  bcolz-zipline==1.2.3.post2
  Bottleneck==1.3.2
  cached-property==1.5.2
  certifi==2021.5.30
  charset-normalizer==2.0.4
  click==8.0.1
  cycler==0.10.0
  decorator==5.0.9
  empyrical==0.5.5
  empyrical-reloaded==0.5.7
  greenlet==1.1.0
  h5py==3.3.0
  idna==3.2
  importlib-metadata==4.6.3
  intervaltree==3.1.0
  ipython==7.26.0
  ipython-genutils==0.2.0
  iso3166==1.0.1
  iso4217==1.6.20180829
  jedi==0.18.0
  joblib==1.0.1
  kiwisolver==1.3.1
  Logbook==1.5.3
  lru-dict==1.1.7
  lxml==4.6.3
  Mako==1.1.4
  MarkupSafe==2.0.1
  matplotlib==3.4.2
  matplotlib-inline==0.1.2
  multipledispatch==0.6.0
  multitasking==0.0.9
  networkx==2.6.2
  numexpr==2.7.3
  numpy==1.21.1
  pandas==1.3.1
  pandas-datareader==0.10.0
  parso==0.8.2
  patsy==0.5.1
  pexpect==4.8.0
  pickleshare==0.7.5
  Pillow==8.3.1
  prompt-toolkit==3.0.19
  ptyprocess==0.7.0
  pyfolio==0.9.2
  Pygments==2.9.0
  pyparsing==2.4.7
  python-dateutil==2.8.2
  python-editor==1.0.4
  python-interface==1.6.1
  pytz==2021.1
  requests==2.26.0
  scikit-learn==0.24.2
  scipy==1.7.1
  seaborn==0.11.1
  six==1.16.0
  sortedcontainers==2.4.0
  SQLAlchemy==1.4.22
  statsmodels==0.12.2
  TA-Lib==0.4.21
  threadpoolctl==2.2.0
  toolz==0.11.1
  trading-calendars==2.1.1
  traitlets==5.0.5
  typing-extensions==3.10.0.0
  urllib3==1.26.6
  wcwidth==0.2.5
  yfinance==0.1.63
  zipline-reloaded==2.0.0.post1
  zipp==3.5.0

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

Description of Issue

When I go to import zipline, I get the error:
TypeError: int() argument must be a string, a bytes-like object or a number, not 'NaTType'

The above error occurs in the file '/venv/lib/python3.7/site-packages/trading_calendars/calendar_helpers.py'

The specific line of code causing the issue is:
NP_NAT = np.array([pd.NaT], dtype=np.int64)[0]

• What did you expect to happen?
  zipline would be imported without issue.

• What happened instead?
  The full trace:
  Traceback (most recent call last):
  File "/venv/lib/python3.7/site-packages/IPython/core/interactiveshell.py", line 3441, in run_code
  exec(code_obj, self.user_global_ns, self.user_ns)
  File "", line 1, in
  import zipline
  File "/pycharm-community-2021.2/plugins/python-ce/helpers/pydev/_pydev_bundle/pydev_import_hook.py", line 21, in do_import
  module = self._system_import(name, *args, **kwargs)
  File "/venv/lib/python3.7/site-packages/zipline/init.py", line 21, in
  from trading_calendars import get_calendar
  File "/pycharm-community-2021.2/plugins/python-ce/helpers/pydev/_pydev_bundle/pydev_import_hook.py", line 21, in do_import
  module = self._system_import(name, *args, **kwargs)
  File "/PycharmProjects/ziplineReloaded/venv/lib/python3.7/site-packages/trading_calendars/init.py", line 16, in
  from .trading_calendar import TradingCalendar
  File "/pycharm-community-2021.2/plugins/python-ce/helpers/pydev/_pydev_bundle/pydev_import_hook.py", line 21, in do_import
  module = self._system_import(name, *args, **kwargs)
  File "/PycharmProjects/ziplineReloaded/venv/lib/python3.7/site-packages/trading_calendars/trading_calendar.py", line 33, in
  from .calendar_helpers import (
  File "/pycharm-community-2021.2/plugins/python-ce/helpers/pydev/_pydev_bundle/pydev_import_hook.py", line 21, in do_import
  module = self._system_import(name, *args, **kwargs)
  File "/PycharmProjects/ziplineReloaded/venv/lib/python3.7/site-packages/trading_calendars/calendar_helpers.py", line 7, in
  NP_NAT = np.array([pd.NaT], dtype=np.int64)[0] # Original line from Classic Zipline.
  TypeError: int() argument must be a string, a bytes-like object or a number, not 'NaTType'

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

Reproduction Steps

1. Compile python 3.7.11 from source after installing the dependencies outlined at https://zipline.ml4trading.io/install.html
2. sudo make altinstall
3. Create new project venv in Pycharm CE
4. pip install zipline-reloaded as described at https://zipline.ml4trading.io/#installation
   ...

What steps have you taken to resolve this already?

1. I searched online for info about NaT and how to convert this data type to int64 as per my limited understanding of what this line tries to do.

2. I tried simply omitting "dtype=np.int64" from the line in question. This change allowed me to import zipline without problems.
   However it causes "RuntimeWarning: overflow encountered in long_scalars
   NANOSECONDS_PER_MINUTE," when attempting to ingest a custom data bundle. I can provide more info on this if needed.

3. Tried pasting the full TypeError message into stackoverflow but I couldn't find a fix or similar issue thread.

...

Anything else?

NaT means "Not a Time Object" yes? Is the point of this line to simply create a blank time or datetime object as a place holder?
Thank you very much in advance for any assistance that can be shared.
...

Sincerely,
playingwithpy

[RiseT]

Duplicate of #29

[complexsum]

I was also stumbled upon this issue, it seem to be fixed after installing pandas version 1.1.5.

[stefan-jansen]

Duplicate of #29; temporarily addressed by #47. We will work on the root cause and lift the pandas version constraint asap.