Can zipline use min or sec frequency data?

[ccoossdddffdd]

hi, dear all

i'm a new zipline user, for now, i have some seconds level OHLC datas in one day.

but when i use zipline to backtest, i get this report:

[2014-10-05 10:49] INFO: Performance: Simulated 1 trading days out of 1.

i tried code like that:

    algo = TradingAlgorithm(initialize=initialize, handle_data=handle_date)
    algo.run(datas)

so, please help me....

[ssanderson]

Hi @cosnis,

Zipline currently only supports Daily and Minute-frequency data. If you want to use minute-frequency data, you'll want to amend your lines above to:

algo = TradingAlgorithm(initialize=initialize, handle_data=handle_date, data_frequency='minute')
algo.run(datas)

[shenglinqian]

hello, @ssanderson
Thanks for your answer. Could you give a simple about minute data? I use the minute data like this
2014-05-05 13:45:00 2133.8 2145.8
2014-05-05 13:46:00 2135.2 2147.8
(2014-05-05 13:45:00 is the index)
It does not work. It will be great if you can give a simple code with custom data. Thanks a lot.

[freddiev4]

You should be able to use minutely data with zipline and also ingest your own csv data (added docs for this in #2073). Going to close this b/c of long it's been open. Feel free to open another issue if you still have this problem 🙂