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Build a datafeed with multi-index OHLC dataframe
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Is there a way to build a datafeed with multi-index OHLC dataframe inputs, such as (date, symbol) as the index, and OHLCV as the columns? Thanks!
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Yes. You loop through the dataframe using symbols and add a fresh backtrader dataline in each loop. You can also add the symbol name at the same time if available.
