- zipline : 1.3.0
- trading_calendars : 1.7.0
- python: 2.7
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config csv data, copy data file to /Users/[Your home]/[data folder]/zipline-data-bundle/daily
/Users/[Your home]/ |-- zipline-data-bundle |- daily |-- xxxx.csv |-- yyyy.csv
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modify /Users/[Your home]/.zipline/extension.py, the content like this:
import pandas as pd from zipline.data.bundles import register from zipline.data.bundles.csvdir import csvdir_equities from china_stock_calendar.zipline.default_calendar import shsz_calendar start_session = pd.Timestamp('2018-04-12', tz='utc') end_session = pd.Timestamp('2019-04-12', tz='utc') register( 'china-test-bundle', csvdir_equities( ['daily'], '/Users/[Your home]/[data folder]/zipline-data-bundle', ), calendar_name='SHSZ', # config china calendar that named SHSZ start_session=start_session, end_session=end_session )
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run to generate bundle
cd ~/.zipline/ zipline ingest -b china-test-bundle
- TODO