quantopian/zipline — pull request #249 by cowmoo (2013-12-19 18:35:28+00:00)
Title: Add a custom data source to examples folder

Add an example of how to set up a custom data source and using it via a simple trading algorithm in zipline.

I have had a few trouble trying to learn how to integrate zipline with a quotes database or 3rd party historical quotes API; or figure out how to manipulate a data source to generate other information like option greeks to send down to handle_data(...) of TradingAlgorithm(...). So wanted to write a simple cookbook example for others who want to do the same thing.