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I noticed that it is hard to use several custom bundles with Zipline. I spent a lot of time to replicate the issue so I hope it helps.
How to reproduce:
Create a new custom bundle like "zipline ingest -b stooq" (success)
Type "zipline bundles" to see the list of available bundles. We see 'stooq xxxxx xx:xx:xx.xxxxx'
Create another custom bundle like this "zipline ingest -b stooq_new" (success)
Type "zipline bundles" again.
Now we see 'stooq_new xxxxx xx:xx:xx.xxxxx' but not 'stooq xxxxx xx:xx:xx.xxxxx'
Main problem:
When using backtesting on different custom bundles, it means we must ingest again the bundle to use the bundle.
For exemple, let's use any backesting in Jupyter Notebook starting with line:
%%zipline --start 2017-1-2 --end 2017-12-29 --capital-base 250 --bundle stooq -o buy_and_hold.pkl --trading-calendar XTKS
If last ingested bundle is 'stooq_new', then the backtest above will return an error: " UnknownBundle: No bundle registered with the name 'stooq' ". We need to ingest again stooq than it works.
If last ingested bundle is 'stooq' then there is no issue.
Expected behavior
Would be great to use multiple Custom Bundles but I guess it is difficult to do.
Environment
Using zipline-reloaded 2.0.0.post1 py38he6999da_0 ml4t
Windows 10
The text was updated successfully, but these errors were encountered:
I noticed that it is hard to use several custom bundles with Zipline. I spent a lot of time to replicate the issue so I hope it helps.
How to reproduce:
Main problem:
%%zipline --start 2017-1-2 --end 2017-12-29 --capital-base 250 --bundle stooq -o buy_and_hold.pkl --trading-calendar XTKS
Expected behavior
Environment
The text was updated successfully, but these errors were encountered: