class_docstr: Replays a bar in 2 steps:
  
    - In the 1st step the "Open-High-Low" could be evaluated to decide if to
      act on the close (the close is still there ... should not be evaluated)
  
    - If a "Close" order has been executed
  
      In this 1st fragment the "Close" is replaced through the "open" althoug
      other alternatives would be possible like high - low average, or an
      algorithm based on where the "close" ac
  
    and
  
    - Open-High-Low-Close
code: def __call__(self, data):
      # Make a copy of the new bar and remove it from stream
      datadt = data.datetime.date()  # keep the date
  
      if self.lastdt == datadt:
          return False  # skip bars that come again in the filter
  
      self.lastdt = datadt  # keep ref to last seen bar
  
      # Make a copy of current data for ohlbar
      ohlbar = [data.lines[i][0] for i in range(data.size())]
      closebar = ohlbar[:]  # Make a copy for the close
  
      # replace close price with o-h-l average
      ohlprice = (
          ohlbar[data.Open] + ohlbar[data.High] + ohlbar[data.Low]
      )
      ohlbar[data.Close] = ohlprice / 3.0
  
      vol = ohlbar[data.Volume]  # adjust volume
      ohlbar[data.Volume] = vohl = int(vol * (1.0 - self.p.closevol))
  
      oi = ohlbar[data.OpenInterest]  # adjust open interst
      ohlbar[data.OpenInterest] = 0
  
      # Adjust times
      dt = datetime.datetime.combine(datadt, data.p.sessionstart)
      ohlbar[data.DateTime] = data.date2num(dt)
  
      # Ajust closebar to generate a single tick -> close price
      closebar[data.Open] = cprice = closebar[data.Close]
      closebar[data.High] = cprice
      closebar[data.Low] = cprice
      closebar[data.Volume] = vol - vohl
      ohlbar[data.OpenInterest] = oi
  
      # Adjust times
      dt = datetime.datetime.combine(datadt, data.p.sessionend)
      closebar[data.DateTime] = data.date2num(dt)
  
      # Update stream
      data.backwards(force=True)  # remove the copied bar from stream
      data._add2stack(ohlbar)  # add ohlbar to stack
      # Add 2nd part to stash to delay processing to next round
      data._add2stack(closebar, stash=True)
  
      return False
  
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  import argparse
  import datetime
  import backtrader
  import backtrader.indicators
label_desc: Use image node_id 2 for calling the DayStepsReplayFilter obj's underlying member method code with example usage: obj.__call__(data) and returns: False, False