I have been using backtrader to backtest the strategy with customized datafeed. Now I am wondering whether it can do paper trading with customized live data, from sources other than supported IB, Oanda, and Chart.
What I have:
A customized API to retrieve live data in the pandas dataframe where new records are appended to the end of the dataframe every second and get live-updated during market hours. (Dataframe: df1)
A strategy tested on historical data
What I try to achieve:
- Apply the strategy on df1 to simulate the paper trading in backtrader and log each trade and return
Any help or insight will be very appreciated.