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Description
Enhancement description
so I was looking at the Backtest class and it accepts spread: float = .0,
which is as far as I know spread is different per row and it's not fixed. I'm looking forward to the spread to be either np array or a required column in data: pd.DataFrame,
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Additional info, images
this is what Mt5 return so as you notice the spread has it's own column because it's dynamically changing depending on time.
First 5 rows:
Open High Low Close Volume spread real_volume
time
2025-04-16 22:00:00 1.13864 1.14128 1.13847 1.13865 6294 8 0
2025-04-16 23:00:00 1.13866 1.13992 1.13816 1.13981 2788 8 0
2025-04-17 00:00:00 1.13980 1.13994 1.13939 1.13964 627 21 0
2025-04-17 01:00:00 1.13971 1.13997 1.13943 1.13995 1461 8 0
2025-04-17 02:00:00 1.13995 1.14093 1.13940 1.13955 2776 8 0
2025-04-17 03:00:00 1.13959 1.13969 1.13651 1.13677 6776 8 0
2025-04-17 04:00:00 1.13677 1.13692 1.13553 1.13654 6591 8 0
2025-04-17 05:00:00 1.13655 1.13819 1.13651 1.13782 3625 8 0
2025-04-17 06:00:00 1.13782 1.13808 1.13640 1.13642 3374 8 0
2025-04-17 07:00:00 1.13641 1.13699 1.13603 1.13623 2376 8 0
2025-04-17 08:00:00 1.13623 1.13712 1.13441 1.13522 3616 8 0
2025-04-17 09:00:00 1.13523 1.13711 1.13435 1.13589 6353 8 0
2025-04-17 10:00:00 1.13586 1.13789 1.13529 1.13770 8072 8 0
2025-04-17 11:00:00 1.13767 1.13885 1.13681 1.13785 7003 8 0
2025-04-17 12:00:00 1.13785 1.13808 1.13701 1.13727 5780 8 0
2025-04-17 13:00:00 1.13727 1.13766 1.13575 1.13596 7365 8 0
2025-04-17 14:00:00 1.13596 1.13701 1.13559 1.13564 5638 8 0
2025-04-17 15:00:00 1.13560 1.13680 1.13352 1.13564 12521 8 0
2025-04-17 16:00:00 1.13567 1.13776 1.13509 1.13611 12523 8 0
2025-04-17 17:00:00 1.13615 1.13857 1.13384 1.13496 10400 8 0
2025-04-17 18:00:00 1.13498 1.13766 1.13476 1.13632 7736 8 0
2025-04-17 19:00:00 1.13632 1.13712 1.13398 1.13505 8103 8 0
2025-04-17 20:00:00 1.13505 1.13538 1.13410 1.13510 4468 8 0
2025-04-17 21:00:00 1.13511 1.13752 1.13430 1.13733 5151 8 0
2025-04-17 22:00:00 1.13732 1.13760 1.13685 1.13731 3522 8 0
2025-04-17 23:00:00 1.13732 1.13766 1.13615 1.13619 1848 8 0
2025-04-18 00:00:00 1.13614 1.13688 1.13587 1.13666 334 41 0
2025-04-18 01:00:00 1.13674 1.13709 1.13656 1.13675 3927 8 0
2025-04-18 02:00:00 1.13675 1.13747 1.13657 1.13727 701 8 0
2025-04-18 03:00:00 1.13727 1.13862 1.13611 1.13740 3889 8 0
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