I'm looking for a backtester that can help me to backtest minute data with a lunch break (the stock market is closed from 11:31 to 12:59 at weekdays). Thus, I'd like to clarify if BackTrader supports this required market trading datetime period before using it. If so, could you show me the way how to do it?
Many thanks and have a good day!!!
I've read the thread below and sort of know how to apply minute data
# Data feed kwargs kwargs = dict( timeframe=bt.TimeFrame.Minutes, compression=5, sessionstart=datetime.time(9, 0), sessionend=datetime.time(17, 30), )