I am trying to backtest a strategy using custom one minute bar data for foreign equities that I've downloaded. I am trying to setup a custom data class to read this data. I've tried to follow the python examples from here among many others, but I've had no luck on this. 

The current backtest is a very simple day trading strategy. It buys the assets at a set time, which calls the  MyEntries function, then closes all open positions at the end of the day.

An example of the published csv data can be found here: link_to_csv

Can someone point me in the right direction for this?