Presumably I should be able to buy using .ask, and sell using .bid?
That's nowhere in that post to be found.
Ah, sorry I guess I should have rephrased: with bid/ask data on a backtesting platform, presumably one would like to continue on to use bid/ask data to execute orders? I thought I was clearly not implying that this is possible out-of-the-box, hence my question. I'm unclear what the purpose was of extending backtrader to allow running a strategy on bid/ask data is if you can't continue on to use the strategy to create orders.
Thanks, I saw your reply in that thread as well as I asked about here:
This recent post also suggests that I can put bid data in one line, ask in another, and link the two with a compensation function. Would this be more in line with the backtrader architecture than creating my own broker?
It sounds like this is your recommended approach from your understanding of the platform, though it still seems like if I create separate data objects for bid and ask they'll still be missing OHLC lines, which is the thing that seems to be required for .buy() and .sell() to work. I understand the concept of splitting the data, but it doesn't seem like this solves the problem I'm facing?
Are there any other perspectives amongst the community here?