Using Continuous futures vs rollover feeds
Hi, If I have a continuous futures feed available with me, can I use Pandas Data feed and pass it into cerebro instead of using rollover feeds to join many different futures contracts?
If I can use the continuous feed and treat it as just a pandas dataframe that I pass into Cerebro using PandasData should I specify day of the week column inside the pandas dataframe itself? Or is there any other way to look at the contract expiry day once in backtrader?
@run-out can you help here?