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