BitMEX bundle for Zipline
Project description
BitMEX bundle for Zipline
[WARNING] There is a bug in this repo. It can ingest the data from the BitMEX API to the Zipline folder, but somehow I can’t run an algorithm upon it. Any PRs or advice would be appreciated!
Usage
Install this package with pip:
pip install zipline-bitmex
. You may want to run this command with --user parameter.
Register this package to Zipline by writing following content to $HOME/.zipline/extension.py:
from zipline.data.bundles import register
from zipline_bitmex import bitmex_bundle
import pandas as pd
start = pd.Timestamp('2019-01-01', tz='utc')
end = pd.Timestamp('2019-01-07', tz='utc')
register(
'bitmex',
bitmex_bundle(['XBTUSD']),
calendar_name='bitmex',
start_session=start,
end_session=end,
minutes_per_day=24*60,
)
Ingest the data bundle with:
zipline ingest -b bitmex
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