BitMEX bundle for Zipline
- Install this package with pip:
pip install zipline-poloniex
. You may want to run this command with --user parameter.
- Register this package to Zipline by writing following content to
$HOME/.zipline/extension.py:
import pandas as pd
from zipline.data.bundles import register
from zipline_bitmex import bitmex
start = pd.Timestamp('2017-08-01', tz='utc')
end = pd.Timestamp('2017-08-08', tz='utc')
register(
'bitmex',
bitmex(['XBTUSD', 'XBTU17']),
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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