I work for a startup that produces curated low cost fundamental data and they tasked me to integrate it within the Zipline library.
I have read the documentation regarding the creation of a new data bundle and looked into the yahoo.py provider.
One thing is unclear to me is that because I don't have pricing data the minute_bar_writer, daily_bar_writer, adjustment_writer are not the best place to put them.
What is the recommended pattern to implement such a source , considering we have essentially monthly or annual data spanning 30 years or so with both ratios and financial statements?
I want to avoid writing a hacky solution that will be hard to maintain in the future by the community.
I have seen this previous old topic but the solution proposed doesn't use a data bundle and I don't see any recent activity in years.