I've done something similar once when I used backtrader to simulate betting.
In your case you could try this:
bt_data = bt.feeds.PandasData(dataname=df_input,datetime='datetime', open='close', high='close', low='close',close='close', volume=None, openinterest=None)
However you should know that this ought to basically limit you to market orders, I wouldn't recommend using more complex order types with this as they'll likely behave in ways that are unique to your simulation ;)
If you want to run "serious" simulations with backtrader, you really need to get yourself some OHCL data.