Seeing how the data is actually resampled (what pandas gives you and what backtrader gives you) would seem relevant. Not only when buying and selling.
In addition to that and since the differences you see seem to be in the transition from
2015-03-14, it would be ideal to see how the
1-minute bars around the transition look like.
backtrader gives you a resampled
1-day bar which is at the end of the day. The rationale behind:
- If you mix that with a smaller timeframe, the
1-daybar is after the smaller timeframes.
pandas is giving you a resampled data at the beginning of the day. Now you mix 2 timeframes and:
1-minutetimeframe) happens actually later than
1-dayresampled by pandas)
Which wouldn't really make sense.