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Options for forward filling in Live mode
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E.g. when using live mode and resampling live ticks to M1 bars then you get gaps in the data lines when in a given minute no tick arrived. I am unsure how to handle this properly and I think I have read about backtrader being able to forward fill those gaps when data is missing.
Currently I fail to find any definite information about this topic. What I found is this which involves using data filters:
https://www.backtrader.com/blog/posts/2016-04-19-sync-different-markets/sync-different-markets/Not sure if something similar could be used to handle the situation mentioned above. I am sure this topic has been discussed already. So maybe someone could point me in the right direction?
Thank you.
