I have tick data and would like to include the money flow information I can gather in resampled data, e.g. +/- for buy/sell side ticks and accumulate to a money flow total for the resample period.

In order to do this I have done something very ugly and modified dataseries.py to += instead of = the openinterest in the bupdate method. This works but is not sustainable, and I may want to do similar things in the future.

Is there a better way to get this behavior? I'm not clear on the implications of adding a new field.

Thanks for the response. I apologize for my mistake - I had added a _name to my observers as well, which seem to not accept that parameter.

When trying to add an analyzer with a _name parameter, it says: init() got an unexpected keyword argument '_name'

I have written a custom data feed which resamples large amounts of tick data. That is of course quite slow. When tick data is not necessary I would like to start with less granular data.

I know that I can add a writer to the resampler, however the output is not immediately useable as a data source. Is there some simple way to resample and output a usable data file?