Failing to load bundle creation file via extension.py + own calendar import

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Tilman Lesch

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Jun 12, 2017, 6:55:44 AM6/12/17
to Zipline Python Opensource Backtester
Hi,

I have problem with ingesting data from csv files to create my own bundle.

when I run zipline ingest -b okex

The relevant file for leading creating the bundle in located in:

and I adjusted the extension.py file as follows:



In addition, I define my own calendar. Where do I place the file okexFutureCal.py so that zipline uses my calendar.

Thanks,

tilman


Walt

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Jun 23, 2017, 12:33:16 PM6/23/17
to Zipline Python Opensource Backtester
I think you have to replace the "from zipline.data.bundles import okexcsv" by 
"from zipline.data.bundles.okexcsv import okexcsv"
This is assuming the actual function inside the okexcsv.py file is also called okexcsv. Otherwise replace it with the last okexcsv with whatever the function is called.
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