class_docstr: Bar Filler to add missing calendar days to trading days
  
  Params:
  
    - fill_price (def: None):
  
      > 0: The given value to fill
      0 or None: Use the last known closing price
      -1: Use the midpoint of the last bar (High-Low average)
  
    - fill_vol (def: float('NaN')):
  
      Value to use to fill the missing volume
  
    - fill_oi (def: float('NaN')):
  
      Value to use to fill the missing Open Interest
docstr: If the data has a gap larger than 1 day amongst bars, the missing bars
  are added to the stream.
  
  Params:
    - data: the data source to filter/process
  
  Returns:
    - False (always): this filter does not remove bars from the stream
code: def __call__(self, data):
      """
      If the data has a gap larger than 1 day amongst bars, the missing bars
      are added to the stream.
  
      Params:
        - data: the data source to filter/process
  
      Returns:
        - False (always): this filter does not remove bars from the stream
  
      """
      dt = data.datetime.date()
      if (dt - self.lastdt) > self.ONEDAY:  # gap in place
          self._fillbars(data, dt, self.lastdt)
  
      self.lastdt = dt
      return False
  
file_path: backtrader/backtrader/filters/calendardays.py
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  from datetime import date, datetime, timedelta
  from backtrader import TimeFrame
  from backtrader.utils.py3 import with_metaclass
  from ..None import metabase
label_desc: Use image node_id 2 for calling the CalendarDays obj's underlying member method code with example usage: obj.__call__(data) and returns: False