Hello backtrader community !
I am trying to implement a data feed for option contracts.
I would like to simply create a datafeed for a specific option contract.
I would like to be able to buy, and sell that contract.
From what I understood, I can trade options as an HLOC datafeed. What classe should I extend from ? Is there a more abstract class ? Should I extend this ?
class OptionDataFeed(with_metaclass(MetaDataBase, dataseries.OHLCDateTime)):
# should I do this ?
Another question, how can I actually buy this option contract/datafeed ?
I think that this is not included in the library. I am willing to submit a pull request if you guys want that feature for ib. However, I would like to know how this should be done with this library.