quantopian/zipline

Have issue registering bundle and ingesting data from .csv Files (5 minutes data from Binance)

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#2750 opened on Aug 7, 2020

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 (8 comments) (0 reactions) (0 assignees)Python (17,019 stars) (4,633 forks)batch import
Data BundleHelp Wanted

Description

Dear Zipline Maintainers,

Before I tell you about my issue, let me describe my environment:

Environment

  • Operating System: Windows 10 Version 1903
  • Python Version: python 3.5.6
  • How did you install Zipline: conda,

Now that you know a little about me, let me tell you about the issue I am having:

Description of Issue

I have re-formatted the 5 minutes data from Binance and save it as ATOMUSDT-5m-data-bundle.csv in folder: C:\Users\xxxxxxxxxx\anaconda3\envs\env_zipline\Lib\site-packages\zipline\data\bundles\minute

image

Then I ran the below code to register the bundle. But it failed with the below error:

image

  • What did you expect to happen? Bundle successfully registered.

  • What happened instead? Fail to register the custom bundle

Here is how you can reproduce this issue on your machine:

Reproduction Steps

What steps have you taken to resolve this already?

Tried to search everywhere on the web but couldn't find an answer

Anything else?

No

Sincerely, Kian

Contributor guide

Tech stack
python
Domain
backend
Issue type
bug
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-3 hours
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
needs investigation
Prerequisites
Python basicsFamiliarity with zipline bundles
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
20
Research direction
Investigate the bundle registration error. Check the zipline documentation for custom CSV bundles. Look at the `zipline/data/bundles` module and the `register` function. The user placed the CSV file in the wrong directory? The error screenshot suggests a syntax error or missing parameter. Review the code in `zipline/data/bundles/csvdir.py` or similar.