event-based model

[kogriv]

Is it possible to implement a step-by-step (or event-based) model of working with a portfolio in vector bt? I.e. is it possible to calculate the result not as a whole on the entire given history, and transmitting arrays of signals (or orders) for the entire history, but step-by-step on each bar, receiving information about your trading history as one of the elements analysis for signal generation, as well as using (if necessary) the results of other external models at each step.