I am following the tutorial here:
http://www.prokopyshen.com/create-custom-zipline-data-bundle
and trying to set up a custom bundle to get price from custom, non US financial assets. I am stuck on the line that says:
Advise zipline of our bundle by registering it via .zipline/extension.py
My extension.py file is located in the .zipline/ directiory and has the following code:
from zipline.data.bundles import register
from zipline.data.bundles.viacsv import viacsv
eqSym = {
"CBA"
}
register(
'CBA.csv', # name this whatever you like
viacsv(eqSym),
)
I don't get what it means to register the bundle via .zipline/extension.py though? I thought it might mean to just run the extension.py file from my terminal via a:
python extenion.py
but that fails and says:
ImportError: No module named viacsv
How do i register this bundle?