Expected behavior for Resample with gaps?

Jacob

My data is of 1-min timeframe and I'm resampling it to 5-min.
but sometimes the 1-min data have gaps (let's say up to 10 min gaps)

what is backtrader expected behavior for resampling if gap is <5-min?
and what if gap>5-min?

backtrader

Easy: no data no bar. Why should it be otherwise?

Jacob

Then it is quite a surprise.
lets say only 1 min is missing out of 5 needed (most likely cause no trade was actually made in that time, which happens very frequently)

I don't understand why a resample won't happen with 4 out of the 5 minute?
for me, it make more sense to work with the missing values (first price available is open, last for close, min-max for high and low, and sum for volume) instead of disregarding them completely

for the case when we are missing the whole 5 min, I agree 'no data no bar'

I would have expected that if i have at least one bar available I can resample to higher time frame

say we have the following data:
min |

the smaller the timeframe the higher the chance of gaps in the data

backtrader

@jacob said in Expected behavior for Resample with gaps?:

Then it is quite a surprise.

You should probably read your own question and re-read the answer.

@jacob said in Expected behavior for Resample with gaps?:

I don't understand why a resample won't happen with 4 out of the 5 minute?

You understand it wrong. "No data no bar" means that. In this case there is data.