Reputation: 307
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
Reputation: 307
This quantopian community question gives a hint for the problem :
https://github.com/quantopian/zipline/issues/911
Upvotes: 0