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| BarFactory: Filling the missing data with previous value http://www.smartquant.com/forums/viewtopic.php?f=86&t=15007 |
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| Author: | takumisasakura [ Mon Aug 10, 2020 11:54 am ] |
| Post subject: | BarFactory: Filling the missing data with previous value |
Sorry for a frequent ask in the forum. I’m trying to build back the 5sec bar from the quotes data which I have, however Due to exchange, there are some data which are not traded and no bar data during that period. So I’m curious that is there a way of filling the bar with last close for OHLC? Hopefully this question can be understandable. |
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