therefore I don't need any streaming price info) ?
If you are going to do something before the exchange closes, it's because your strategy has calculated something based on the price evolution during the day. It's very difficult to conceive how this can be done without having the price evolution during the day.
Does BT fit to low freq trading (for instance make 2 orders per day after exchange opens and before closing according to predictions
The term "HFT" (which is really a misnomer) has nothing to do with categorizing what you do as low frequency trading. With backtrader and any other platform you can execute 2, 20, 200 and 2000 trades if you wish.
And if it does, should I create custom broker/store classes to connect with trade API (Alpaca for example)?
You obviously need to read the prices before the market opens and before it closes (even if you think that's not streaming). Alpaca has a broker for backtrader. You probably need to run it twice a day, but it still remains to be seen how you think you can do something pre-market close without having the intraday prices.