I want to resample or replay data by quarter, but find that bt.TimeFrame only support 'Days', 'Weeks', 'Months', 'Years'，there is no 'Quarters' option.

I know a simple way to process data quarterly is use compression, for example:

  tframes = dict( daily=bt.TimeFrame.Days,
                    weekly=bt.TimeFrame.Weeks,
                    monthly=bt.TimeFrame.Months)

  cerebro.replaydata(data,timeframe=tframes['monthly'],compression=3)

You have to make sure the data is started on January，or the result will only compression by 3 continuous months, not by quarter.

I hope someone could help me to solve this problem.