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.