Hi Brian,
I’m trying to ingest a sharadar bundle so I can test a system with their full dataset going back to 1998 but I keep getting a multiple currencies error when I ingest the bundle.
This is what I did:
#Collect Listings
from quantrocket.master import collect_sharadar_listings
collect_sharadar_listings(countries="US")
Create Sharadar Database
from quantrocket.history import create_sharadar_db
create_sharadar_db("sharadar-us-stk-1d", sec_type="STK", country="US")
Collect Sharadar Price Data
from quantrocket.history import collect_history
collect_history("sharadar-us-stk-1d")
#Collect Fundamental Data
from quantrocket.fundamental import collect_sharadar_fundamentals
collect_sharadar_fundamentals(country="US")
Create Bundle from Database
from quantrocket.zipline import create_bundle_from_db
create_bundle_from_db("sharadar-us-stk-1d-bundle", from_db="sharadar-us-stk-1d", calendar="NYSE", universes='nyse-stk', start_date="1998-1-1")
Ingest Bundle
from quantrocket.zipline import ingest_bundle
ingest_bundle("sharadar-us-stk-1d-bundle")
2021-04-19 18:24:46 quantrocket.zipline: ERROR sharadar-us-stk-1d-bundle bundle ingestion failed: Multiple currencies in the same bundle are not supported (found currencies USD, CNY)
Can you help me fix that?
Thank you,
Bruno