@backtrader I tried that already and it does not seem to have any effect - I get the same results with either
true (default I guess).
Might that be a conflict of this option with
In any case, I would prefer to avoid processing the data outside of Backtrader because I already am storing 1m bar data so no point storing 5m as well. So I'm thinking about writing a data source for Backtrader which converts this automatically or adding an option to the resampling method that outputs correct bars for my use case. If I would make it work with resampling, does it make sense to put it in a PR?