Issue with extending a data feed
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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
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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 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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 2020-02-02 21:40:00,9070.5,9072.0,9069.5,9070.75,88 2020-02-02 21:41:00,9070.25,9071.75,9070.0,9070.25,54 2020-02-02 21:42:00,9070.25,9070.25,9068.25,9068.75,70 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 2020-02-02 21:47:00,9067.75,9069.5,9067.75,9069.5,33 2020-02-02 21:48:00,9069.5,9073.75,9069.5,9070.75,205 2020-02-02 21:49:00,9070.75,9071.0,9068.5,9069.5,103 2020-02-02 21:50:00,9069.5,9070.75,9069.0,9070.0,53 2020-02-02 21:51:00,9069.75,9070.5,9069.25,9070.25,46 2020-02-02 21:52:00,9070.25,9072.0,9070.25,9071.75,53 2020-02-02 21:53:00,9072.0,9076.0,9072.0,9074.0,274 2020-02-02 21:54:00,9074.25,9074.25,9071.0,9071.5,88 2020-02-02 21:55:00,9071.5,9072.25,9070.0,9071.5,60 2020-02-02 21:56:00,9072.0,9076.0,9072.0,9074.5,123 2020-02-02 21:57:00,9074.0,9074.25,9072.0,9073.0,69 2020-02-02 21:58:00,9072.5,9074.0,9072.25,9073.25,65 2020-02-02 21:59:00,9072.75,9073.5,9072.5,9073.25,23 2020-02-02 22:00:00,9073.75,9077.25,9073.0,9073.0,205 2020-02-02 22:01:00,9073.5,9073.5,9071.0,9071.5,109 2020-02-02 22:02:00,9071.25,9071.5,9069.0,9069.25,81 2020-02-02 22:03:00,9069.0,9069.0,9065.5,9066.25,175 2020-02-02 22:04:00,9066.5,9067.5,9065.75,9066.0,118 2020-02-02 22:05:00,9065.75,9068.0,9065.75,9066.75,69 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 2020-02-02 22:08:00,9067.75,9068.0,9066.0,9066.25,52 2020-02-02 22:09:00,9066.25,9068.0,9065.5,9067.25,74 2020-02-02 22:10:00,9067.5,9068.0,9066.5,9066.5,75 2020-02-02 22:11:00,9066.5,9068.0,9065.75,9065.75,60 2020-02-02 22:12:00,9066.25,9067.0,9065.25,9066.5,63 2020-02-02 22:13:00,9066.25,9066.75,9066.0,9066.0,39 2020-02-02 22:14:00,9066.0,9066.0,9064.25,9065.25,68 2020-02-02 22:15:00,9065.5,9067.0,9065.25,9066.75,50 2020-02-02 22:16:00,9066.75,9067.75,9066.5,9067.0,60 2020-02-02 22:17:00,9067.5,9071.25,9067.5,9070.75,185 2020-02-02 22:18:00,9070.5,9072.0,9070.25,9070.5,108 2020-02-02 22:19:00,9070.75,9071.0,9069.25,9070.25,84 2020-02-02 22:20:00,9070.25,9071.0,9069.75,9070.0,54 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 2020-02-02 22:25:00,9068.0,9070.75,9067.75,9070.0,58 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 2020-02-02 22:29:00,9069.0,9072.25,9068.5,9071.75,98 2020-02-02 22:30:00,9071.75,9071.75,9070.5,9071.0,46 2020-02-02 22:31:00,9070.75,9070.75,9067.75,9067.75,54 2020-02-02 22:32:00,9067.75,9068.75,9067.5,9068.0,32 2020-02-02 22:33:00,9067.75,9068.0,9066.5,9067.5,31 2020-02-02 22:34:00,9067.75,9068.75,9067.0,9068.25,44 2020-02-02 22:35:00,9069.0,9070.25,9068.25,9070.25,51 2020-02-02 22:36:00,9069.75,9070.25,9069.25,9070.25,18 2020-02-02 22:37:00,9070.0,9070.25,9069.5,9070.0,26 2020-02-02 22:38:00,9069.75,9070.25,9068.5,9068.75,74 2020-02-02 22:39:00,9069.0,9069.5,9068.5,9068.75,17 2020-02-02 22:40:00,9068.5,9069.25,9067.75,9068.0,21 2020-02-02 22:41:00,9067.75,9069.0,9066.25,9068.5,89 2020-02-02 22:42:00,9068.5,9069.75,9068.5,9069.5,20 2020-02-02 22:43:00,9069.75,9070.5,9067.5,9068.25,39 2020-02-02 22:44:00,9068.0,9069.25,9068.0,9068.0,28 2020-02-02 22:45:00,9068.0,9068.0,9066.75,9067.25,33 2020-02-02 22:46:00,9068.75,9069.25,9068.75,9069.25,26 2020-02-02 22:47:00,9069.0,9069.75,9068.25,9069.5,36 2020-02-02 22:48:00,9069.5,9069.75,9067.5,9067.75,55 2020-02-02 22:49:00,9067.5,9068.75,9066.0,9067.25,124 2020-02-02 22:50:00,9067.25,9069.25,9066.5,9069.25,39 2020-02-02 22:51:00,9068.75,9070.0,9068.25,9070.0,41 2020-02-02 22:52:00,9070.0,9072.0,9070.0,9071.0,127 2020-02-02 22:53:00,9071.0,9071.75,9071.0,9071.0,50 2020-02-02 22:54:00,9070.75,9071.25,9070.75,9071.0,51 2020-02-02 22:55:00,9071.0,9072.25,9071.0,9072.25,91 2020-02-02 22:56:00,9072.25,9074.0,9072.0,9073.75,150 2020-02-02 22:57:00,9073.75,9073.75,9072.0,9073.0,53 2020-02-02 22:58:00,9073.25,9073.25,9071.0,9072.0,62 2020-02-02 22:59:00,9072.0,9072.0,9071.0,9071.5,50 2020-02-02 23:00:00,9071.25,9074.0,9070.5,9071.25,119 2020-02-02 23:01:00,9071.25,9072.0,9070.0,9071.5,94 2020-02-02 23:02:00,9072.25,9079.0,9072.25,9077.25,434 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 2020-02-02 23:06:00,9076.75,9078.75,9076.5,9078.0,84 2020-02-02 23:07:00,9078.75,9079.0,9077.25,9078.5,59 2020-02-02 23:08:00,9079.0,9079.0,9077.25,9078.5,103 2020-02-02 23:09:00,9078.25,9078.25,9077.5,9078.0,37 2020-02-02 23:10:00,9077.75,9077.75,9075.25,9075.5,162 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 2020-02-02 23:13:00,9077.5,9079.5,9077.5,9079.0,70 2020-02-02 23:14:00,9079.5,9080.75,9079.25,9079.25,151 2020-02-02 23:15:00,9079.0,9080.5,9078.75,9080.0,50 2020-02-02 23:16:00,9079.75,9084.5,9079.75,9083.75,348 2020-02-02 23:17:00,9084.0,9084.25,9081.75,9083.25,199 2020-02-02 23:18:00,9083.5,9084.5,9082.75,9083.25,119 2020-02-02 23:19:00,9083.5,9083.5,9081.5,9081.75,76 2020-02-02 23:20:00,9082.25,9085.75,9082.0,9084.75,164 2020-02-02 23:21:00,9084.75,9086.5,9084.5,9086.25,138 2020-02-02 23:22:00,9086.25,9087.75,9085.0,9087.5,185 2020-02-02 23:23:00,9087.75,9088.0,9085.75,9086.0,152 2020-02-02 23:24:00,9086.0,9086.75,9085.5,9086.75,139 2020-02-02 23:25:00,9086.75,9087.75,9084.5,9086.0,138 2020-02-02 23:26:00,9085.25,9086.0,9084.0,9084.25,81 2020-02-02 23:27:00,9085.25,9085.25,9082.5,9083.0,97 2020-02-02 23:28:00,9082.75,9083.0,9079.5,9081.25,322 2020-02-02 23:29:00,9081.5,9084.5,9081.0,9084.25,131 2020-02-02 23:30:00,9084.25,9087.25,9084.0,9086.0,172 2020-02-02 23:31:00,9085.5,9085.5,9080.25,9080.5,249 2020-02-02 23:32:00,9080.75,9082.5,9080.25,9082.5,136 2020-02-02 23:33:00,9083.0,9083.0,9081.0,9082.0,79 2020-02-02 23:34:00,9082.25,9085.25,9082.25,9082.25,90 2020-02-02 23:35:00,9082.5,9083.25,9081.75,9082.0,76 2020-02-02 23:36:00,9081.5,9081.75,9080.5,9081.5,96 2020-02-02 23:37:00,9081.5,9083.25,9081.25,9082.75,99 2020-02-02 23:38:00,9083.0,9085.0,9082.0,9085.0,118 2020-02-02 23:39:00,9085.25,9085.25,9081.75,9083.75,144 2020-02-02 23:40:00,9084.0,9085.0,9080.5,9082.0,140 2020-02-02 23:41:00,9081.75,9082.25,9080.25,9081.75,86 2020-02-02 23:42:00,9082.0,9082.0,9079.5,9080.25,146 2020-02-02 23:43:00,9080.25,9080.75,9077.75,9079.5,181 2020-02-02 23:44:00,9079.75,9081.25,9078.75,9080.5,164 2020-02-02 23:45:00,9080.25,9080.5,9078.75,9079.75,82 2020-02-02 23:46:00,9079.5,9080.25,9078.5,9079.5,94 2020-02-02 23:47:00,9079.25,9079.25,9076.0,9076.75,297 2020-02-02 23:48:00,9076.25,9076.5,9074.5,9075.0,340 2020-02-02 23:49:00,9075.0,9075.25,9074.0,9074.5,158 2020-02-02 23:50:00,9074.75,9076.25,9074.0,9075.0,152 2020-02-02 23:51:00,9075.0,9075.0,9073.25,9074.5,91 2020-02-02 23:52:00,9074.25,9075.5,9073.25,9074.25,158 2020-02-02 23:53:00,9074.5,9077.0,9074.25,9075.75,395 2020-02-02 23:54:00,9075.75,9077.5,9075.25,9077.5,149 2020-02-02 23:55:00,9077.25,9078.75,9077.0,9078.5,107 2020-02-02 23:56:00,9078.75,9080.5,9078.25,9079.75,76 2020-02-02 23:57:00,9079.5,9082.25,9079.25,9082.0,191 2020-02-02 23:58:00,9081.75,9082.75,9080.0,9081.0,114 2020-02-02 23:59:00,9081.0,9081.5,9080.75,9081.25,57
-
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.