Hi everyone,
I want to attach my own data for 10 bonds. My 10 csvs have these columns Time, Bid, Ask.
I also have 1 csv with signals: Date, Bond to buy. I am importing this with fetch_csv.
Does Quantopian or Zipline read bid-ask data? How can I import it to do so? Do this have to be inside context.bond1, bond2...
I can't find any example. Many thanks