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Re: [Issue with extending a data feed](/topic/2298/issue-with-extending-a-data-feed)

  • Re: Issue with extending a data feed

    As I was tinkering with my code I realized that if I use cerebro.adddata(datafeed) insead of cerebro.resampledata(datafeed, timeframe=bt.TimeFrame.Days) the issue with the 'nan' value is solved! Any idea on why the resampledata may not work with custom fields?

    Thanks again

  • AFAIU, upon resampling new bars are built aggregating the information from the originals bars of the feed with a smaller timeframe. Those new bars have no knowledge about the non-standard attributes of the originals bars ( only datetime, high, low, open, close, volume and openinterest fields are processed), nor they know anything about how to aggregate such fields. This may explain the behavior you saw.


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