HyeongGyu Froilan Choi
HyeongGyu Froilan Choi

Reputation: 307

zipline : change input data for built in factors

I'm trying to use Zipline API in my local environment.

I have successfully ingested my custom csv data and the backtesting works fine without using the Pipeline API.

However, I am lost on how I should make use of built in factors when using the Pipeline API.

To be more specific, I'd like to change the input variable in the following example.

sma_10 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=10)
sma_30 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=30)

That is, instead of using USEquityPricing.close, I'd like to use MY_CSV_BUNDLE.close. Is that possible, and if so, how should I implement it?

Thanks in advance

Upvotes: 0

Views: 298

Answers (1)

HyeongGyu Froilan Choi
HyeongGyu Froilan Choi

Reputation: 307

This quantopian community question gives a hint for the problem :

https://github.com/quantopian/zipline/issues/911

Upvotes: 0

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