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Issue with extending a data feed



  • Hi,

    I want to extend PandasData feed to include other fields like PE, ROA, etc.. I am currently trying to add just the field 'adjclose', present in the input dataframe but the data is always 'nan'.

    To clarify here's the code that I'm using:

    class TestData(bt.feeds.PandasData):
        lines = ('adjclose',)
        params = (('adjclose', 6),)
    
    ...
    datafeed = TestData(dataname=df_prices, name=symbol, plot=False)
    cerebro.resampledata(datafeed, timeframe=bt.TimeFrame.Days)
    ...
    

    The dataframe df_prices looks like this:

                               date        high  ...    adjclose  formatted_date
    date                                         ...                            
    2018-12-31 15:30:00  1546266600  159.360001  ...  155.405045      2018-12-31
    2019-01-02 15:30:00  1546439400  158.850006  ...  155.582367      2019-01-02
    2019-01-03 15:30:00  1546525800  145.720001  ...  140.085220      2019-01-03
    2019-01-04 15:30:00  1546612200  148.550003  ...  146.065353      2019-01-04
    2019-01-07 15:30:00  1546871400  148.830002  ...  145.740265      2019-01-07
    
    [5 rows x 8 columns]
    

    However when I check for the data the new added field 'adjclose' is always 'nan' unlike the standard fields like 'close', 'volume', etc...

    self.data.close[0] = 188.72000122070312
    self.data.volume[0] = 20780400.0
    self.data.adjclose[0] = nan
    

    I checked both the documentation and the forum on similar topics and it seems I'm following the recommended approach but for some reason I can't get this to work.
    Any obvious mistake that you can see?

    Thank you in advance



  • I have the same issue. Looks like data extending does not work with cerebro.resampledata(). You can duplicate with the following code and data. @sirbradflies @backtrader

    import datetime
    import numpy as np
    import pandas as pd
    import backtrader as bt
    
    
    class PandasDataExt(bt.feeds.PandasData):
        lines = ('dtstamp',)
        params=(
            ('datetime', None),
            ('open', 'open'),
            ('high', 'high'),
            ('low', 'low'),
            ('close', 'close'),
            ('volume', 'volume'),
            ('openinterest', None),
            ('dtstamp', 'dtstamp'),
        )
    setattr(bt.metabase, PandasDataExt.__name__, PandasDataExt)
    
    class MyStrategy(bt.Strategy):
        def next(self):
            print(self.data.datetime.datetime(0), self.data0.dtstamp[0], self.data1.dtstamp[0])
    
    
    if __name__ == '__main__':
        cerebro = bt.Cerebro()
        cerebro.addstrategy(MyStrategy)
    
        df = pd.read_csv("~/Workspace/data.csv", index_col=0)
        df.index = pd.DatetimeIndex(df.index)
        df['dtstamp'] = df.index.astype(np.int64) // 10**9
        my_data = PandasDataExt(dataname=df, name='MyData', timeframe=bt.TimeFrame.Minutes)
        cerebro.adddata(my_data, name='MyData')
        resampled_data = PandasDataExt(dataname=df, name='ResampledData', timeframe=bt.TimeFrame.Minutes)
        cerebro.resampledata(resampled_data, name='ResampledData', timeframe=bt.TimeFrame.Minutes, compression=5)
        cerebro.run()
    
    datetime,open,high,low,close,volume
    2020-02-02 17:00:00,8982.75,9024.0,8975.0,9013.5,2480
    2020-02-02 17:01:00,9011.75,9024.75,9011.75,9017.75,875
    2020-02-02 17:02:00,9018.75,9032.75,9018.0,9031.0,802
    2020-02-02 17:03:00,9030.5,9032.0,9021.25,9029.0,493
    2020-02-02 17:04:00,9029.0,9032.25,9024.0,9024.0,454
    2020-02-02 17:05:00,9024.0,9024.25,9017.5,9021.75,419
    2020-02-02 17:06:00,9021.5,9027.5,9018.75,9027.25,360
    2020-02-02 17:07:00,9027.5,9032.5,9027.25,9028.0,316
    2020-02-02 17:08:00,9028.75,9029.0,9016.5,9017.0,467
    2020-02-02 17:09:00,9017.0,9017.75,9009.75,9012.0,431
    2020-02-02 17:10:00,9011.25,9012.5,9008.0,9008.0,198
    2020-02-02 17:11:00,9008.75,9008.75,8999.0,8999.5,617
    2020-02-02 17:12:00,8999.0,9017.0,8998.0,9012.5,764
    2020-02-02 17:13:00,9012.75,9018.25,9011.5,9018.0,296
    2020-02-02 17:14:00,9017.25,9023.25,9014.75,9022.75,369
    2020-02-02 17:15:00,9022.75,9024.5,9016.25,9021.5,352
    2020-02-02 17:16:00,9021.5,9028.0,9015.0,9023.5,388
    2020-02-02 17:17:00,9023.0,9025.75,9021.25,9023.75,121
    2020-02-02 17:18:00,9024.5,9026.25,9018.25,9020.25,196
    2020-02-02 17:19:00,9021.5,9021.5,9017.75,9020.75,105
    2020-02-02 17:20:00,9020.25,9023.5,9020.25,9023.0,167
    2020-02-02 17:21:00,9022.25,9028.0,9022.25,9024.75,246
    2020-02-02 17:22:00,9025.5,9031.0,9021.25,9022.5,381
    2020-02-02 17:23:00,9023.0,9023.25,9018.0,9018.5,180
    2020-02-02 17:24:00,9019.0,9029.75,9019.0,9028.0,296
    2020-02-02 17:25:00,9027.25,9031.25,9023.5,9024.5,444
    2020-02-02 17:26:00,9024.5,9028.5,9021.75,9028.5,198
    2020-02-02 17:27:00,9028.75,9031.25,9026.0,9030.25,358
    2020-02-02 17:28:00,9030.0,9030.25,9027.0,9027.25,190
    2020-02-02 17:29:00,9026.75,9030.25,9024.5,9025.5,276
    2020-02-02 17:30:00,9026.0,9028.5,9022.75,9027.5,245
    2020-02-02 17:31:00,9028.25,9031.25,9028.25,9030.75,160
    2020-02-02 17:32:00,9031.25,9038.25,9030.25,9030.5,682
    2020-02-02 17:33:00,9030.5,9031.25,9029.25,9029.5,132
    2020-02-02 17:34:00,9029.75,9030.25,9023.75,9025.25,312
    2020-02-02 17:35:00,9025.5,9029.25,9021.0,9026.0,262
    2020-02-02 17:36:00,9026.0,9027.5,9020.75,9021.5,177
    2020-02-02 17:37:00,9022.0,9026.75,9021.75,9025.75,165
    2020-02-02 17:38:00,9026.0,9029.25,9026.0,9029.0,181
    2020-02-02 17:39:00,9029.25,9031.5,9028.25,9030.5,123
    2020-02-02 17:40:00,9031.0,9034.75,9027.25,9028.5,291
    2020-02-02 17:41:00,9028.5,9031.5,9026.0,9027.0,182
    2020-02-02 17:42:00,9028.0,9030.5,9028.0,9029.5,95
    2020-02-02 17:43:00,9029.75,9030.25,9026.25,9027.75,113
    2020-02-02 17:44:00,9028.0,9031.75,9027.25,9030.0,137
    2020-02-02 17:45:00,9030.25,9031.75,9021.5,9025.5,297
    2020-02-02 17:46:00,9024.75,9024.75,9016.0,9022.25,535
    2020-02-02 17:47:00,9022.0,9026.0,9018.0,9019.75,318
    2020-02-02 17:48:00,9019.75,9023.5,9018.0,9020.0,246
    2020-02-02 17:49:00,9020.5,9021.0,9017.25,9018.75,165
    2020-02-02 17:50:00,9018.25,9019.25,9012.75,9014.5,334
    2020-02-02 17:51:00,9014.0,9018.0,9013.0,9013.25,200
    2020-02-02 17:52:00,9013.5,9016.5,9013.25,9015.25,145
    2020-02-02 17:53:00,9014.75,9015.0,9011.5,9011.75,131
    2020-02-02 17:54:00,9011.75,9014.25,9010.5,9013.0,183
    2020-02-02 17:55:00,9013.0,9016.25,9012.0,9015.0,247
    2020-02-02 17:56:00,9014.75,9018.75,9014.25,9017.75,248
    2020-02-02 17:57:00,9017.5,9020.25,9017.25,9019.25,161
    2020-02-02 17:58:00,9019.75,9020.75,9017.5,9018.75,97
    2020-02-02 17:59:00,9018.25,9020.75,9017.25,9020.75,127
    2020-02-02 18:00:00,9020.0,9020.0,9017.75,9018.0,148
    2020-02-02 18:01:00,9018.25,9019.0,9011.25,9016.25,323
    2020-02-02 18:02:00,9016.0,9020.25,9016.0,9018.75,177
    2020-02-02 18:03:00,9018.75,9024.25,9017.5,9017.5,357
    2020-02-02 18:04:00,9017.5,9021.75,9016.0,9020.25,212
    2020-02-02 18:05:00,9020.5,9025.0,9020.5,9023.25,228
    2020-02-02 18:06:00,9023.25,9024.25,9019.5,9023.0,233
    2020-02-02 18:07:00,9023.0,9023.0,9019.0,9020.0,206
    2020-02-02 18:08:00,9020.75,9023.25,9020.75,9022.5,139
    2020-02-02 18:09:00,9022.0,9023.75,9020.75,9023.25,100
    2020-02-02 18:10:00,9023.25,9027.75,9022.25,9024.0,441
    2020-02-02 18:11:00,9023.75,9032.25,9023.75,9031.25,440
    2020-02-02 18:12:00,9031.5,9035.0,9030.5,9030.75,613
    2020-02-02 18:13:00,9031.0,9034.0,9029.0,9031.0,261
    2020-02-02 18:14:00,9031.0,9031.75,9027.25,9028.0,244
    2020-02-02 18:15:00,9028.25,9028.5,9025.5,9025.75,156
    2020-02-02 18:16:00,9026.0,9026.0,9021.0,9024.0,317
    2020-02-02 18:17:00,9024.5,9026.25,9022.0,9022.5,147
    2020-02-02 18:18:00,9022.25,9024.0,9020.25,9023.0,244
    2020-02-02 18:19:00,9022.5,9025.0,9021.25,9025.0,157
    2020-02-02 18:20:00,9024.5,9026.0,9023.5,9025.75,139
    2020-02-02 18:21:00,9026.0,9028.0,9025.75,9027.75,123
    2020-02-02 18:22:00,9027.75,9029.25,9025.75,9026.5,161
    2020-02-02 18:23:00,9026.5,9028.0,9025.75,9026.75,77
    2020-02-02 18:24:00,9026.75,9029.25,9026.75,9028.25,91
    2020-02-02 18:25:00,9028.25,9031.0,9028.0,9028.5,172
    2020-02-02 18:26:00,9028.25,9028.5,9027.5,9027.5,48
    2020-02-02 18:27:00,9028.0,9029.0,9027.0,9029.0,80
    2020-02-02 18:28:00,9028.75,9029.5,9027.5,9028.25,47
    2020-02-02 18:29:00,9028.5,9029.75,9028.5,9028.5,77
    2020-02-02 18:30:00,9028.5,9029.0,9027.0,9027.75,62
    2020-02-02 18:31:00,9027.75,9031.25,9026.25,9030.5,140
    2020-02-02 18:32:00,9030.5,9032.75,9030.25,9032.5,129
    2020-02-02 18:33:00,9032.5,9032.75,9031.5,9032.75,76
    2020-02-02 18:34:00,9032.75,9034.0,9032.0,9033.75,130
    2020-02-02 18:35:00,9033.5,9040.0,9033.5,9040.0,495
    2020-02-02 18:36:00,9039.5,9044.25,9039.5,9040.75,581
    2020-02-02 18:37:00,9041.0,9048.5,9040.75,9047.5,507
    2020-02-02 18:38:00,9047.5,9055.25,9047.5,9053.25,908
    2020-02-02 18:39:00,9053.5,9053.5,9049.0,9050.0,362
    2020-02-02 18:40:00,9049.75,9051.25,9046.25,9048.0,278
    2020-02-02 18:41:00,9048.25,9048.25,9042.25,9044.25,341
    2020-02-02 18:42:00,9043.75,9046.5,9043.25,9044.75,108
    2020-02-02 18:43:00,9044.25,9047.75,9044.25,9045.5,161
    2020-02-02 18:44:00,9046.0,9053.75,9045.75,9051.75,394
    2020-02-02 18:45:00,9051.5,9058.0,9051.5,9057.25,481
    2020-02-02 18:46:00,9057.75,9065.5,9057.25,9063.75,596
    2020-02-02 18:47:00,9063.5,9063.5,9054.25,9057.25,371
    2020-02-02 18:48:00,9057.5,9058.0,9053.5,9055.25,264
    2020-02-02 18:49:00,9056.0,9056.0,9050.0,9050.25,216
    2020-02-02 18:50:00,9050.25,9051.75,9047.25,9049.75,375
    2020-02-02 18:51:00,9049.25,9050.5,9045.75,9049.25,256
    2020-02-02 18:52:00,9049.5,9051.5,9048.0,9049.0,177
    2020-02-02 18:53:00,9049.25,9049.75,9046.5,9047.0,262
    2020-02-02 18:54:00,9047.25,9049.75,9046.75,9048.75,157
    2020-02-02 18:55:00,9049.0,9051.5,9046.25,9050.75,358
    2020-02-02 18:56:00,9050.75,9053.5,9046.75,9046.75,219
    2020-02-02 18:57:00,9046.5,9049.25,9046.25,9048.0,188
    2020-02-02 18:58:00,9047.75,9048.0,9046.0,9048.0,79
    2020-02-02 18:59:00,9048.0,9049.0,9045.0,9045.0,146
    2020-02-02 19:00:00,9044.75,9045.75,9028.5,9040.5,940
    2020-02-02 19:01:00,9040.25,9043.0,9036.5,9039.25,662
    2020-02-02 19:02:00,9039.25,9044.25,9037.0,9043.75,301
    2020-02-02 19:03:00,9043.75,9044.0,9040.75,9040.75,266
    2020-02-02 19:04:00,9041.0,9041.25,9028.5,9033.75,729
    2020-02-02 19:05:00,9033.75,9037.0,9028.0,9036.75,765
    2020-02-02 19:06:00,9037.0,9037.5,9034.0,9036.75,312
    2020-02-02 19:07:00,9037.25,9047.75,9035.0,9043.5,612
    2020-02-02 19:08:00,9043.0,9051.5,9041.0,9045.75,560
    2020-02-02 19:09:00,9045.75,9053.75,9045.25,9049.0,437
    2020-02-02 19:10:00,9049.25,9056.0,9047.5,9053.25,444
    2020-02-02 19:11:00,9053.75,9058.25,9052.75,9054.0,386
    2020-02-02 19:12:00,9054.5,9057.75,9054.0,9055.0,319
    2020-02-02 19:13:00,9054.0,9054.0,9048.5,9050.5,399
    2020-02-02 19:14:00,9050.5,9053.0,9047.5,9048.25,337
    2020-02-02 19:15:00,9048.5,9051.75,9046.0,9050.5,356
    2020-02-02 19:16:00,9050.0,9050.25,9043.0,9045.0,399
    2020-02-02 19:17:00,9045.0,9045.0,9040.75,9042.5,294
    2020-02-02 19:18:00,9042.75,9050.0,9042.0,9047.75,310
    2020-02-02 19:19:00,9047.5,9047.5,9043.25,9044.75,173
    2020-02-02 19:20:00,9044.75,9049.25,9043.0,9049.25,146
    2020-02-02 19:21:00,9048.5,9050.0,9044.0,9046.25,244
    2020-02-02 19:22:00,9045.5,9047.25,9041.25,9041.5,200
    2020-02-02 19:23:00,9041.25,9041.25,9034.0,9037.0,367
    2020-02-02 19:24:00,9037.25,9038.25,9034.75,9037.75,305
    2020-02-02 19:25:00,9037.5,9045.5,9035.25,9043.75,295
    2020-02-02 19:26:00,9043.5,9044.25,9040.0,9041.75,149
    2020-02-02 19:27:00,9041.5,9043.0,9034.25,9036.75,315
    2020-02-02 19:28:00,9036.5,9040.0,9034.25,9035.25,245
    2020-02-02 19:29:00,9035.0,9045.0,9033.0,9043.75,384
    2020-02-02 19:30:00,9043.75,9048.5,9037.75,9043.5,466
    2020-02-02 19:31:00,9043.75,9056.25,9042.75,9055.75,462
    2020-02-02 19:32:00,9056.0,9058.75,9051.0,9056.5,542
    2020-02-02 19:33:00,9056.25,9069.75,9055.5,9068.25,969
    2020-02-02 19:34:00,9067.75,9068.75,9061.5,9063.0,650
    2020-02-02 19:35:00,9063.0,9066.0,9061.0,9062.75,403
    2020-02-02 19:36:00,9062.5,9067.75,9061.75,9062.75,280
    2020-02-02 19:37:00,9062.5,9076.5,9059.75,9073.5,1012
    2020-02-02 19:38:00,9073.75,9075.0,9068.5,9069.0,547
    2020-02-02 19:39:00,9069.25,9071.25,9063.75,9068.75,589
    2020-02-02 19:40:00,9068.25,9070.75,9065.75,9069.5,204
    2020-02-02 19:41:00,9069.5,9073.0,9069.25,9072.0,306
    2020-02-02 19:42:00,9072.75,9074.75,9069.25,9073.5,285
    2020-02-02 19:43:00,9073.5,9073.5,9067.0,9067.25,341
    2020-02-02 19:44:00,9067.25,9068.25,9063.75,9064.5,355
    2020-02-02 19:45:00,9064.25,9072.25,9064.0,9065.75,315
    2020-02-02 19:46:00,9065.25,9066.75,9061.5,9065.0,252
    2020-02-02 19:47:00,9065.0,9066.25,9059.75,9059.75,355
    2020-02-02 19:48:00,9059.75,9064.0,9059.5,9061.25,374
    2020-02-02 19:49:00,9060.75,9068.25,9059.75,9064.5,293
    2020-02-02 19:50:00,9065.25,9068.5,9064.25,9067.25,260
    2020-02-02 19:51:00,9067.0,9070.5,9065.0,9069.75,205
    2020-02-02 19:52:00,9070.0,9073.0,9069.0,9072.5,246
    2020-02-02 19:53:00,9072.0,9075.25,9068.5,9070.5,382
    2020-02-02 19:54:00,9071.25,9072.5,9068.5,9071.0,180
    2020-02-02 19:55:00,9070.75,9071.0,9065.75,9066.5,231
    2020-02-02 19:56:00,9066.75,9074.75,9066.5,9074.0,308
    2020-02-02 19:57:00,9074.25,9074.5,9069.75,9071.0,215
    2020-02-02 19:58:00,9071.25,9074.5,9069.0,9072.0,212
    2020-02-02 19:59:00,9072.25,9079.5,9072.25,9077.5,593
    2020-02-02 20:00:00,9077.5,9087.0,9073.5,9086.5,1824
    2020-02-02 20:01:00,9086.75,9092.25,9082.5,9082.5,1141
    2020-02-02 20:02:00,9082.75,9086.25,9080.25,9082.25,750
    2020-02-02 20:03:00,9082.5,9083.5,9077.0,9077.25,364
    2020-02-02 20:04:00,9077.0,9079.25,9076.0,9078.0,304
    2020-02-02 20:05:00,9078.25,9078.75,9074.25,9074.75,233
    2020-02-02 20:06:00,9074.75,9077.25,9072.0,9072.5,405
    2020-02-02 20:07:00,9072.25,9073.5,9069.0,9069.25,394
    2020-02-02 20:08:00,9069.25,9073.0,9066.75,9067.25,413
    2020-02-02 20:09:00,9066.75,9072.25,9066.75,9071.25,191
    2020-02-02 20:10:00,9071.5,9072.25,9070.0,9070.25,141
    2020-02-02 20:11:00,9069.75,9070.0,9064.0,9070.0,595
    2020-02-02 20:12:00,9069.75,9069.75,9065.25,9065.25,268
    2020-02-02 20:13:00,9065.75,9067.5,9064.25,9065.75,241
    2020-02-02 20:14:00,9065.75,9065.75,9061.5,9062.0,353
    2020-02-02 20:15:00,9062.25,9066.75,9060.0,9066.75,708
    2020-02-02 20:16:00,9066.25,9066.75,9062.5,9064.5,235
    2020-02-02 20:17:00,9065.0,9071.5,9065.0,9070.75,270
    2020-02-02 20:18:00,9071.25,9071.25,9067.75,9070.0,180
    2020-02-02 20:19:00,9069.75,9072.0,9068.75,9069.5,177
    2020-02-02 20:20:00,9069.25,9071.25,9067.0,9071.0,159
    2020-02-02 20:21:00,9071.0,9073.5,9069.75,9072.0,208
    2020-02-02 20:22:00,9072.5,9076.25,9071.0,9074.75,248
    2020-02-02 20:23:00,9074.25,9075.0,9071.5,9072.25,103
    2020-02-02 20:24:00,9072.5,9073.0,9066.75,9067.25,190
    2020-02-02 20:25:00,9067.0,9070.25,9065.25,9066.0,163
    2020-02-02 20:26:00,9066.25,9071.75,9066.0,9071.0,143
    2020-02-02 20:27:00,9070.25,9070.25,9065.5,9065.75,86
    2020-02-02 20:28:00,9066.0,9070.0,9065.25,9068.25,173
    2020-02-02 20:29:00,9068.25,9068.75,9066.0,9067.5,96
    2020-02-02 20:30:00,9067.25,9069.75,9066.5,9068.5,161
    2020-02-02 20:31:00,9068.0,9068.0,9066.0,9066.5,73
    2020-02-02 20:32:00,9066.75,9070.5,9065.5,9067.5,171
    2020-02-02 20:33:00,9067.25,9067.25,9061.0,9061.75,299
    2020-02-02 20:34:00,9061.5,9063.0,9060.25,9061.25,206
    2020-02-02 20:35:00,9061.5,9067.25,9060.75,9067.0,218
    2020-02-02 20:36:00,9066.5,9068.5,9064.25,9067.0,198
    2020-02-02 20:37:00,9067.0,9068.25,9066.25,9067.25,66
    2020-02-02 20:38:00,9067.0,9068.75,9065.5,9067.5,127
    2020-02-02 20:39:00,9067.75,9067.75,9062.75,9065.5,143
    2020-02-02 20:40:00,9065.5,9066.25,9063.25,9065.0,98
    2020-02-02 20:41:00,9065.0,9066.0,9064.0,9065.0,49
    2020-02-02 20:42:00,9064.75,9065.25,9062.25,9063.25,70
    2020-02-02 20:43:00,9063.75,9066.5,9063.5,9065.75,72
    2020-02-02 20:44:00,9065.5,9065.5,9061.25,9064.0,141
    2020-02-02 20:45:00,9064.25,9065.0,9061.5,9061.75,79
    2020-02-02 20:46:00,9062.25,9063.75,9059.0,9059.5,201
    2020-02-02 20:47:00,9059.5,9059.75,9055.75,9056.75,384
    2020-02-02 20:48:00,9056.75,9058.75,9056.5,9056.5,138
    2020-02-02 20:49:00,9056.5,9056.5,9053.75,9054.75,277
    2020-02-02 20:50:00,9055.0,9056.0,9053.25,9055.5,132
    2020-02-02 20:51:00,9056.0,9060.25,9056.0,9059.5,172
    2020-02-02 20:52:00,9059.25,9059.25,9055.25,9056.0,139
    2020-02-02 20:53:00,9056.0,9056.25,9053.0,9053.0,163
    2020-02-02 20:54:00,9053.25,9059.5,9053.0,9059.0,131
    2020-02-02 20:55:00,9058.75,9058.75,9056.5,9058.25,83
    2020-02-02 20:56:00,9057.75,9057.75,9054.5,9055.25,117
    2020-02-02 20:57:00,9055.5,9058.25,9054.25,9057.5,70
    2020-02-02 20:58:00,9057.5,9057.75,9055.0,9055.5,54
    2020-02-02 20:59:00,9055.5,9057.5,9054.75,9055.5,62
    2020-02-02 21:00:00,9055.75,9057.25,9055.0,9057.0,74
    2020-02-02 21:01:00,9057.0,9063.5,9056.75,9061.25,285
    2020-02-02 21:02:00,9061.0,9061.0,9057.75,9058.25,101
    2020-02-02 21:03:00,9058.25,9059.5,9057.0,9057.0,81
    2020-02-02 21:04:00,9057.0,9057.0,9051.75,9053.0,191
    2020-02-02 21:05:00,9052.75,9056.25,9052.5,9055.25,105
    2020-02-02 21:06:00,9055.25,9056.25,9054.25,9054.75,63
    2020-02-02 21:07:00,9054.75,9055.25,9052.75,9053.0,90
    2020-02-02 21:08:00,9052.75,9054.5,9052.5,9053.5,96
    2020-02-02 21:09:00,9053.25,9059.25,9052.25,9058.75,147
    2020-02-02 21:10:00,9058.5,9059.5,9057.0,9057.75,138
    2020-02-02 21:11:00,9057.75,9058.75,9056.75,9057.0,82
    2020-02-02 21:12:00,9056.5,9057.5,9055.75,9057.0,102
    2020-02-02 21:13:00,9056.75,9061.5,9056.75,9060.5,131
    2020-02-02 21:14:00,9060.75,9061.25,9059.25,9059.75,92
    2020-02-02 21:15:00,9059.5,9059.5,9056.5,9059.0,172
    2020-02-02 21:16:00,9059.25,9071.0,9059.25,9067.75,471
    2020-02-02 21:17:00,9067.75,9070.0,9066.25,9068.75,428
    2020-02-02 21:18:00,9068.5,9069.5,9067.75,9068.0,277
    2020-02-02 21:19:00,9068.0,9069.0,9067.75,9069.0,82
    2020-02-02 21:20:00,9068.75,9071.5,9068.0,9070.25,231
    2020-02-02 21:21:00,9070.25,9071.25,9069.0,9070.25,198
    2020-02-02 21:22:00,9070.5,9075.25,9070.0,9075.25,376
    2020-02-02 21:23:00,9075.5,9077.0,9074.0,9074.75,274
    2020-02-02 21:24:00,9075.25,9076.75,9074.25,9076.0,183
    2020-02-02 21:25:00,9075.75,9075.75,9073.5,9075.0,223
    2020-02-02 21:26:00,9075.0,9078.25,9073.75,9074.0,212
    2020-02-02 21:27:00,9073.75,9074.5,9071.75,9073.75,332
    2020-02-02 21:28:00,9074.25,9074.75,9070.5,9071.5,119
    2020-02-02 21:29:00,9071.75,9072.75,9070.25,9072.5,120
    2020-02-02 21:30:00,9072.25,9073.5,9070.5,9070.75,146
    2020-02-02 21:31:00,9070.5,9073.5,9067.75,9073.5,200
    2020-02-02 21:32:00,9073.75,9074.0,9072.25,9073.25,77
    2020-02-02 21:33:00,9073.75,9077.0,9073.75,9075.25,139
    2020-02-02 21:34:00,9075.25,9076.5,9074.0,9075.0,89
    2020-02-02 21:35:00,9074.5,9077.0,9074.5,9075.75,156
    2020-02-02 21:36:00,9076.25,9077.0,9072.25,9072.75,170
    2020-02-02 21:37:00,9072.75,9073.25,9070.5,9071.75,71
    2020-02-02 21:38:00,9072.0,9072.5,9070.5,9071.75,49
    2020-02-02 21:39:00,9071.25,9071.75,9070.75,9070.75,34
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    2020-02-02 21:43:00,9068.75,9070.0,9068.5,9069.0,64
    2020-02-02 21:44:00,9069.0,9069.75,9068.5,9069.25,25
    2020-02-02 21:45:00,9069.0,9070.75,9068.25,9070.75,58
    2020-02-02 21:46:00,9070.5,9070.75,9066.5,9067.75,144
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    2020-02-02 21:48:00,9069.5,9073.75,9069.5,9070.75,205
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    2020-02-02 21:53:00,9072.0,9076.0,9072.0,9074.0,274
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    2020-02-02 22:04:00,9066.5,9067.5,9065.75,9066.0,118
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    2020-02-02 22:06:00,9067.0,9068.0,9066.5,9067.5,60
    2020-02-02 22:07:00,9067.75,9068.25,9066.0,9067.75,108
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    2020-02-02 22:21:00,9070.25,9070.75,9069.75,9070.0,27
    2020-02-02 22:22:00,9069.75,9071.0,9069.0,9070.75,40
    2020-02-02 22:23:00,9070.75,9071.0,9069.25,9069.75,32
    2020-02-02 22:24:00,9069.25,9069.25,9067.75,9068.0,65
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    2020-02-02 22:26:00,9069.75,9070.75,9069.25,9070.75,24
    2020-02-02 22:27:00,9070.75,9070.75,9069.0,9069.0,26
    2020-02-02 22:28:00,9068.75,9069.75,9067.75,9068.75,58
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    2020-02-02 22:32:00,9067.75,9068.75,9067.5,9068.0,32
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    2020-02-02 22:35:00,9069.0,9070.25,9068.25,9070.25,51
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    2020-02-02 22:37:00,9070.0,9070.25,9069.5,9070.0,26
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    2020-02-02 22:42:00,9068.5,9069.75,9068.5,9069.5,20
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    2020-02-02 22:52:00,9070.0,9072.0,9070.0,9071.0,127
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    2020-02-02 23:03:00,9077.25,9077.75,9075.5,9075.5,149
    2020-02-02 23:04:00,9075.5,9079.5,9075.5,9078.5,168
    2020-02-02 23:05:00,9078.25,9078.75,9076.0,9077.0,229
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    2020-02-02 23:07:00,9078.75,9079.0,9077.25,9078.5,59
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    2020-02-02 23:09:00,9078.25,9078.25,9077.5,9078.0,37
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    2020-02-02 23:11:00,9075.5,9079.25,9074.0,9078.75,523
    2020-02-02 23:12:00,9078.5,9078.75,9076.75,9078.0,153
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    2020-02-02 23:16:00,9079.75,9084.5,9079.75,9083.75,348
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    2020-02-02 23:23:00,9087.75,9088.0,9085.75,9086.0,152
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    2020-02-02 23:33:00,9083.0,9083.0,9081.0,9082.0,79
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  • administrators

    The resampler filter wouldn't know what to do with extra lines (add, max, min, sub, multiply, take the 3rd one, take the last ...) and works only with the fields for which it has a rule, the standard ones.

    You can create a 2nd data feed, assign your desired fields to open (keep 1st), high/low (keep max/min), close (keep last), volume (add) and use that resampled to match the timeframe of your master data feed.

    Or create your own resampling filter.


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