zipline error KeyError: <type 'zipline.assets._assets.Equity'> - pandas

Question

When I try to execute a simple crossover strategy algorithm outside quantopian framework using zipline, I get the following error.
KeyError: <type 'zipline.assets._assets.Equity'>
This is a simple crossover strategy where 50-100 day moving averages are calculated to derive trading strategy. I am unable to run this strategy out of Quantopian framework using zipline.
Code is as follows
import pandas as pd
import zipline
from zipline import TradingAlgorithm
from zipline.api import order, sid
from zipline.utils.factory import load_from_yahoo
import matplotlib.pyplot as plt
from zipline.api import order, symbol, record, order_target
import pytz
%matplotlib inline
# creating time interval
start = pd.Timestamp('2013-01-25', tz='UTC')
end = pd.Timestamp('2017-02-01', tz='UTC')
#input_date = get_pricing(['AAPL'],start,end,frequency='daily')
# loading the data
#input_data = load_bars_from_yahoo(stocks=['AAPL'], start=start,end=end,)
data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start, end=end)
data = data.dropna()
def initialize(context):
context.security= symbol('AAPL')
context.i =0
def handle_data(context, data):
context.i += 1
if context.i<100:
return
MA1 = data[context.security].mavg(50)
MA2 = data[context.security].mavg(100)
date = str(data[context.security].datetime)[:10]
current_price = data[context.security].price
current_positions = context.portfolio.positions[symbol('AAPL')].amount
cash = context.portfolio.cash
value = context.portfolio.portfolio_value
current_pnl = context.portfolio.pnl
if (MA1 > MA2) and current_positions == 0:
number_of_shares = 100
order(context.security, number_of_shares)
record(AAPL=inputdata[symbol('AAPL')].price,date=date,MA1 = MA1, MA2 = MA2, Price=
current_price,status="buy",shares=number_of_shares,PnL=current_pnl,cash=cash,value=value)
elif (MA1 < MA2) and current_positions != 0:
order_target(context.security, 0)
record(AAPL=inputdata[symbol('AAPL')].price,date=date,MA1 = MA1, MA2 = MA2, Price= current_price,status="sell",shares="--",PnL=current_pnl,cash=cash,value=value)
else:
record(AAPL=inputdata[symbol('AAPL')].price,date=date,MA1 = MA1, MA2 = MA2, Price= current_price,status="--",shares="--",PnL=current_pnl,cash=cash,value=value)
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)
results = algo.run(input_data)

Answer 1

use codes as below to calculate MA1 and MA2, then it works!
because some of the function is out of date in zipline 1.1.0
from talib import MA
trailing_window = data.history(assets=context.security, fields='price', bar_count=100, frequency='1d')
MA1 = MA(trailing_window.values, 50)[-1]
MA2 = MA(trailing_window.values, 100)[-1]
or use the codes as below without using talib:
trailing_window1 = data.history(assets=context.security, fields='price', bar_count=50, frequency='1d')
trailing_window2 = data.history(assets=context.security, fields='price', bar_count=100, frequency='1d')
MA1 = trailing_window1.mean()
MA2 = trailing_window2.mean()