I'm trying to add different sources to the cerebro. So I wonder how backtrader treat time series with misaligned or missing date.
data1 is AAPL yahoo data which is the time series of price on trading days.
data2 is the highest temperature of the day which, by most of the format, is recorded by natural days. (continuous dates)
data3 is the top wind speed when the hurricane hit the coast. (scattered dates)
My idea is to perform backtest on AAPL(data1) with help of data2 and data3. So the question is can backtrader treat these data automatically? If so, when the next() fuction is called, how do I find the temperature of that trading day? and for the data3, if the date we called is empty(there is no hurricane), what is the value of self.datas."topwindspeed"?