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Creating a Zipline data bundle from custom data

Hi All,

Is there a tutorial somewhere on creating a custom data bundle for zipline?

I've had a good search but haven't been able to find anything. Not that I could make any sense of anyway.



6 responses

Hi John,

There will be one quite soon. I'm in the final stages of a new book on the topic of Python backtesting of trading strategies, and among other things there will be a detailed guide on how making Zipline bundles for both stocks and futures. It can be done much simpler than the currently available samples.

The book is primarily based on Zipline, showing multiple trading models with complete source code and explanations, all for Zipline. Currently clocking about 500 pages and 120k+ words, it will be quite a brick of a book, packed with source code and details.

I hope to get the book out within two months.


Very cool! Looking forward to it.

Sounds really good Andreas! Not easy to start with Zipline running custom data other than US equities, I more than agree.
Feel free to let us know when your book will be available. Thanks

Will do. The book is complete and I expect it to go to printing after the holidays.

Hi Andreas,
How is the book coming on?

It's out since a couple of weeks back and hit four figure copies sold in the first week. I just published version 1.1 with minor updates based on reader feedback and ideas.