Hi,

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.