Import bash_history to your zshell history file ( ~/.zsh_history )

import_bash_history_to_zshell_history.sh

#!/bin/bash -       
#title           :import_bash_history_to_zshell.sh
#description     :This script import all commands history finded in ~/.bash_history to ~/.zsh_history in zshell format 
#author          :Edgard Leal <[email protected]>
#date            :20160705
#version         :0.1    
#usage           :bash import_bash_history_to_zshell.sh
#notes           :
#bash_version    :4.1.5(1)-release
#==============================================================================
set -eu
declare -r bash_file="${HOME}/.bash_history"
export zsh_file="${HOME}/.zsh_history"

# get epoc time 
export time="$(date +%s)"

cat "$bash_file" | xargs -0 -I@ echo ": $(($time +1)):0;@" >> $zsh_file

exit 0

To run without create a file:
curl https://gist.githubusercontent.com/edgardleal/33495742fdf5da786e6bfe5b0383036b/raw/eb55a035b85416f9b2ca2fe7ff6bd0de164514f7/import_bash_history_to_zshell_history.sh | bash