EEX data source with open and close/settlement event

warren-oneill / powerline

Extension to the zipline library for the German EPEX and EEX energy markets

Other

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Open dhexus opened 9 years ago

dhexus commented 9 years ago

Use daily EEX price information to generate intraday market events (open, close, settlement).

EEX data available
Tasks
'Unfold' data and generate intraday events
Level of Done
each day at 8:00 we get an open event with open price (if requested)
each day at 16:00 we get a close or settlement event (if requested/depends on configuration)
data source must not contain zero prices etc. if this is not the correct price
emit no event if no price available

warren-oneill commented 9 years ago

:grin:

warren-oneill commented 9 years ago

implemented but don't have to options yet to choose which events you want.