Backtrader Community

    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    Missing Open for some days

    General Code/Help
    2
    2
    323
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • M
      momentum last edited by

      Hi,

      I wonder what's the recommended way to deal with missing open for some days. The default behaviour is the order to be matched with the opening price of the next day and that being nan creates problems. I understand I could use DataFiller and fill the bar setting the open equal to close for the days that is nan. Is there some other way to match the order against the close of the next day if open is not available?

      Thanks for the help

      1 Reply Last reply Reply Quote 0
      • B
        backtrader administrators last edited by

        Use a filter and set the price of your choice to be the open.

        • Docs - Filters
        1 Reply Last reply Reply Quote 0
        • 1 / 1
        • First post
          Last post
        Copyright © 2016, 2017, 2018, 2019, 2020, 2021 NodeBB Forums | Contributors