nautechsystems/nautilus_trader · error · ImportError

pandas is required for report generation; install it with…

Error message

pandas is required for report generation; install it with `pip install pandas`

What it means

In apply_stream_conversion_transforms, when use_ts_event_for_ts_init is true the function overwrites ts_init with ts_event values. It first looks up the ts_event column via schema.index_of("ts_event"); arrow's index_of returns an error when the column is absent, and this anyhow error replaces it. Without ts_event the ts_event-for-ts_init substitution cannot be performed.

Solutions

1. Verify the source batches contain a ts_event column (batch.schema().column_with_name("ts_event")) before requesting the ts_event-for-ts_init conversion.
2. If the data genuinely lacks ts_event, run the conversion without use_ts_event_for_ts_init (keep existing ts_init values instead of substituting).
3. Re-export or rewrite the source data with a current writer so both ts_event and ts_init columns exist.
4. Check for schema drift: confirm the batches were decoded with the same encoding/writer version that recorded them.

Example fix

// before
let opts = StreamConversionOptions { use_ts_event_for_ts_init: true, .. };

// after: check schema first
assert!(batch.schema().column_with_name("ts_event").is_some(),
    "stream data has no ts_event column; disable use_ts_event_for_ts_init");

assert!(batch.schema().column_with_name("ts_event").is_some(),
    "stream batch lacks ts_event; do not enable use_ts_event_for_ts_init");

fn has_ts_event(batch: &RecordBatch) -> bool {
    batch.schema().column_with_name("ts_event").is_some()
}

match apply_transforms(batches, use_ts_event_for_ts_init) {
    Err(e) if e.to_string().contains("ts_event column not found") => {
        // fall back to keeping existing ts_init
    }
    r => r,
}

When it happens

Trigger: Invoking the stream conversion with use_ts_event_for_ts_init = true (e.g. converting old stream data that stored ts_event semantics in ts_init) on batches whose schema has no ts_event column.

Common situations: Converting legacy Feather/stream recordings from older NautilusTrader versions whose data writers did not emit a ts_event column; custom data types that only carry ts_init; schema drift between the recorded stream and the current writer.

Understand the failure class

Background: Schema validation failed / invalid input schema: payload rejected because its shape doesn't match the expected schema — this error's family across 28 libraries.

Related errors

• pandas is required for visualization; install it with `pip…
• Chart name cannot be empty
• Failed to concatenate stream batches
• height must be positive, was
• must not be None

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/32200bd03eed25fd. Report an issue: GitHub.

Appendix: source

Thrown at python/nautilus_trader/analysis/reporter.py:40

from __future__ import annotations

from typing import TYPE_CHECKING

from nautilus_trader.model import OrderFilled


if TYPE_CHECKING:
    from typing import Any

    import pandas as pd


def _require_pandas() -> None:
    try:
        import pandas as pd  # noqa: F401 (presence check)
    except ImportError as e:
        raise ImportError(
            "pandas is required for report generation; install it with `pip install pandas`",
        ) from e


def _ns_to_dt(ts: int) -> pd.Timestamp:
    import pandas as pd

    return pd.Timestamp(ts, tz="UTC")


class ReportProvider:
    """
    Provides various portfolio analysis reports.
    """

    @staticmethod
    def generate_orders_report(orders: list) -> pd.DataFrame:
        """

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