Appending data to data feed while running test
I want to implement forward/paper trading using the backtrader. I have already more-or-less figured out how I will get the latest data. I will write a custom module which will monitor ticker-time pairs that user specifies on tradingView and if any of those has a new candle released then it will retrieve that and append to data set.
I was thinking that in my strategies Next method I will check if the current sample is the last one and if it is then it will just block until there is a new sample in the data feed. Before that it will run as normal so we can start with historic data and then transit into forward testing (good because then all the SMA and other such indicators are already up and running).
However, the difficult part is how to append those new candles into backtrader data feed while the test is running. Is there a way to append data into data feed while the test is running or would that break the test?