I am resampling custom columns with pyalogtrade.
Say I have an extra column called EX other than the default columns (open, close, high, low, etc). This is initialized and passed around in the bar.BasicBar() function as {'extraCol1' : 1.09 }.
By default, when the data is resampled, the EX is 0 in the resampled data. How/ where do we change, or override this default behaviour of pyalogtrade.
Example: Say if we have three 1-minute OHLCV EX bars as follows (toy example)
Cols: [O H L C V EX]
1-min bar#1: [1 1 1 1 1 1]
1-min bar#2: [2 2 2 2 2 2]
1-min bar#3: [3 3 3 3 3 3]
While resampling it for 3-minute, we get a bar like this:
Cols: [O H L C V EX]
3-min bar#1: [1 3 1 3 3 *0*]
Suppose we want custom handling of the EX column, say: resampled EX = 3rd minute - 1st minute = 3 - 2 = 1 (instead of the 0)
How does one achieve that?
