Zipline BitMEX

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BitMEX <https://bitmex.com>_ bundle for Zipline <https://github.com/quantopian/zipline>_

[WARNING] This Python module is unusable by now due to an upstream bug of Zipline <https://github.com/quantopian/zipline/issues/2405>_. Unfortunately, it seems that Zipline is no longer under maintenance.

Usage

1. Install this package with pip.

::

pip install --user zipline-bitmex

2. Register this package to Zipline by amending the following script to ~/.zipline/extension.py.

.. code:: python

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,
)

3. Ingest the data bundle.

::

zipline ingest -b bitmex