Ingesting custom data - JSON like strings
Dear Backtrader colleagues,
I would like to ingest custom Datafeed, lines with arrays/JSON objects of random structure/length. As the data will not be uniform, the creation of custom columns in GenericCSVData Datafeed could not be used.
Ideally, the datafeed would be a JSON-like string, which will be parsed into a JSON object and further processed after calling the next() method.
From the similar requests here on the community forum, I understand such functionality is currently not supported.
My questions are:
What prevents using non-numerical data in the Datafeeds? Could BT be upgraded for ingestion of custom string data?
Are there any BT alternatives capable of ingesting such custom data?