I get the exact same error trying to ingest the CSVDIR bundle. Richard Prokopyshen wrote an excellent article on this subject, but I think he wrote it prior to the publication of CSVDIR, didn't you Richard?
As I understand it, CSVDIR is supposed to be an easier way to ingest data into zipline from a CSV file, so with respects to Richard who offered an alternative to CSVDIR, I'm hoping to take the CSVDIR approach, but I'm not a contributor to the zipline project, so unlike all the people who are close to the code, I can't easily get an idea how to make this work by digging down into the source or by reading Github threads that assume a lot of prior knowledge.
Following the instructions in the Zipline docset, I added the following code to the extension.py file:
from zipline.data.bundles import register
from zipline.data.bundles.csvdir import csvdir_equities
import pandas as pd
start_session = pd.Timestamp('2016-1-1', tz='utc')
end_session = pd.Timestamp('2018-1-1', tz='utc')
But I get the following errors:
No module named 'zipline.data.bundles.csvdir'
Error: No bundle registered with the name 'custom-csvdir-bundle'
I've updated zipline in the conda environment where I have it installed. Why am I told that there is "No module named 'zipline.data.bundles.csvdir'"?
I am doing this on Windows 10.