getting benchmark returns
This is the solution that I posted on a zipline issue. It is small adjustment to the get_benchmark_returns_from_file. Credit to the Quantopian developers. I posted this because there seems to be a lot people that have issues with getting online data through an API, as yahoo and google stopped providing data, this might ofcourse change in the future, and personal data. This solution worked for me, and posting SPY daily data, I thought it can help some people out.