I looked at this article about backtesting with custom datasets, which shows how to import external market data files into the platform. However, I have a file that's not market candle data. How can I get that imported into the system?
As suggested in the previous post, you can just map col_close to the value column. Then you can get the data as if a normal market data stream.
For example if we set the time series name to XXX, then we can filter this time series as follows
def on_marketdatafeed(self, md, ab): if md.instrument=="XXX val = md.lastPrice
