datafeeds with cross-section OHCL data
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Hi, all,
Is there to derive a feed from existing structure to support loading data from multiple dataframes, say 4 dataframes of open, high, low, close. Each DF has an index of dates and columns of various stocks? mach appreciated!
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@gstrader said in datafeeds with cross-section OHCL data:
Is there to derive a feed from existing structure to support loading data from multiple dataframes,
Yes. Please search google, the community and the docs. Use these keywords:
backtrader, pandas, feeds, multi, multiple,
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@run-out Apparently the best way is to loop thru columns and reconstruct the ohlc dataframe per symbol and subsequently append them to datas? Thanks.
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@gstrader Correct. You need to have one dataframe for each symbol, add it to cerebro, and then repeat until all your desired symbols are entered and ready for the backtest.
