I’m trying to load my custom bundle with new calendar however I have a problem with trading_calendar and exchange_calendar.
First, I’m not sure about the differences between the two, I only guess one is newer (ExchangeCalendar) than the other (TradingCalendar).
The main issue is when I tried to ingest my custom bundle, ExchangeCalendar is used. If I only create new TradingCalendar, I’ll receive the error:
exchange_calendars.errors.InvalidCalendarName: The requested ExchangeCalendar, , does not exist.
So I have to create a new ExchangeCalendar.
However, when I try run_algorithm, this error is raised:
AssertionError: All readers must share target trading_calendar. Reader=<zipline.data.minute_bars.BcolzMinuteBarReader object at 0x7ff1f0eca5e0> for type=<class ‘zipline.assets._assets.Equity’> uses calendar=<exchange_calendars.exchange_calendar_xhos.XHOSExchangeCalendar object at 0x7ff1f0962fd0> which does not match the desired shared calendar=<trading_calendars.exchange_calendar_xhos.XHOSExchangeCalendar object at 0x7ff1e9f2c670>
I understand that run_algorithm requires TradingCalendar, however I can only ingest ExchangeCalendar as said above.
Could you please look at this issue, did I make a mistake somewhere?