Hi,
So i've downloaded zipline, and now I want to import and use a custom data set.
I can get the minute by minute OHLC & Volume . . .
But how do I store this.. in what kind of format... ? Documentation seems kind of weak/non existent around this.
I've had multiple looks on
http://www.zipline.io/bundles.html#writing-a-new-bundle with not much luck.
The page says;
Data bundles exist to make it easy to use different data sources with zipline. To add a new bundle, one must implement an ingest function.
Cool, "ingest" function. Fine. But ingest what ? A CSV File ? A Json file ? I don't understand what it's mean to be ingesting in what kind of format.
The page goes on..
The ingest function is responsible for loading the data into memory and passing it to a set of writer objects provided by zipline to convert the data to zipline’s internal format. The ingest function may work by downloading data from a remote location like the quandl bundle or yahoo bundles or it may just load files that are already on the machine.
The site then goes on to describe the ingest function... which is all pretty meaningless to me...
Does anyone have any examples of using this ingest function to make custom bundles to backtest against ?
Thanks in advance.