Custom live data feed which replays data in last day
Hi, I already implemented a custom live data feed. I want the data feed to generate history and live data both in daily, and the live data updates when new tick comes. In another word, I just want to replay live data to generate daily data instead of replaying live and history data at same time.
I tried to return data with same datatime for live data on _load(self) function, however the len(strategy) still incremented when datatime is same.
I had a glance at Replayer’s source code, it seems that I need call backforward and farward by my self?
Any help is welcome