@vypy1 For future reference to anyone reading this, I realised that this issue was occurring mainly because the actual datetime format was time zone aware. I just converted it to a YYYYMMDD format and now I am not facing this issue. If anything does arise later, I will update it here.
Best posts made by Vypy1
RE: Dates output in backtrader not matching with dates in dataframe?
RE: AttributeError: 'int' object has no attribute 'ref'
@vypy1 I have managed to fix this, it was a silly miss from my end where instead of putting in order.status in order.Completed I had put in just order.
RE: Using an indicator not in talib or bt indicators
@run-out Thanks for your response.
RE: Running a backtest on available data
@run-out Hey thanks for this. I tried ab_traders answer but it didn't seem to work for some reason.
I sorted my list of data frames on the basis of their lengths which would mean the newest data frame would be the last in the list and the oldest data frame with earliest index will be the first. But I got the same result as before.
I went through your answer then and that worked for me. I reindexed all data frames to start from the earliest index.