Latest API breaks resample

[jho]

If I start a Strategy in Paper trading mode I get the following error if I try to do resample on the data stream.

Exception: Error while connecting to wss://data.alpaca.markets/stream:your connection is rejected while another connection is open under the same account

This may be an issue with how Backtrader does resampling. Unsure yet, but it it makes it almost impossible to use an Hourly or Daily strategy effectively. I might be able to use a filter to filter out all but the open/close ticks so that my non-Tick strategy still has the right bar timelength.

[jho]

Looks like #48 may take care of this. If so can close.

[jho]

Looks like it wasn't the resampling, but the fact that I used 2 data feeds. Realy need #48 either way.