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Zipline custom bundle ingest hourly frequency historical data
Gautier Marti
posted Nov 12, 2018

Hello,

I'm have produced a date, open, high, low, close, volume, dividend, split csv sampled at a hourly frequency that I want to ingest as a custom bundle for zipline. I have managed to do it at a daily frequency, but not at a hourly frequency.

When using

zipline ingest -b my-hourly-bundle

I got the following error:

AssertionError: Got 50642 rows for daily bars table with first
day=2013-01-04, last day=2018-10-15, expected 1418 rows.

What files/config should I change so that zipline would be able to ingest this hourly data from a csv?

Many thanks,

1 response
Bruno Lobo
May 2, 2020

I was wandering if it's possible to ingest other timeframes, like 15/30 min / 1h etc... but looking at the documentation, it seems to me that it is only accepted daily and minute data: 

if not tframes:  
    tframes = set(["daily", "minute"]).intersection(os.listdir(csvdir))  
        if not tframes:  
            raise ValueError("'daily' and 'minute' directories not found in '%s'" % csvdir)
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