I am working on the integration of a live data feed with zipline. When implementing a new datasource, I found that DataSource is not exported from zipline,sources. Is there some reason for this?
Can I implement a new datasource without subclassing from DataSource? Thanks!
I am working on the integration of a live data feed with zipline. When implementing a new datasource, I found that DataSource is not exported from zipline,sources. Is there some reason for this? Can I implement a new datasource without subclassing from DataSource? Thanks!