alpacahq / alpacahq/alpaca-backtrader-api
Datafactory compression not affecting when Next() is called
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Description
I'm currently trying to paper trade an algo that works well on 1H bars. I've used the samples to get paper trading to stream data in. I add the "compression=60" to my DataFactory which has timeframe=bt.TimeFrame.Minutes.
When I set historical=True, everything works great, my indicators run on the 1H bar. However when i switch to historical=False and connect to paper trading, it seems next() is getting called for every tick, and the rate that trades are being made it seems like the indicators are being calculated not on 1H bars but maybe the ticks as trades are constantly being triggered.
Do you have any samples showing how to use compression on bars in live/paper trading?
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