Pandas as live feed with backfill
Hi I have been looking for information on how to use pandas as a live feed with back fill. I have looked through the backtrader pandas and feed documentation
and have not found any information on how to do this. I am streaming tick data into a mongo database then arranging it in pandas then passing it on to bt.
Your assistance is greatly appreciated.
Thank you in advance.
Discussed similar problem here -
Use a CSV file as live feed