text: Title: Is Vectorbt suitable for price-based aggregations?
  Body: Congratulations on an exciting project - a seriously impressive achievement in such a short timeframe!
  
  I'd be grateful if you could help me assess its suitability for our trading style. I'm a developer, but have never used Python. But I'd learn it to access Vectorbt provided you can reassure me that I'm not going to hit any show-stopping issues with price-based aggregations.
  
  Our trading style uses aggregations such as Renko, which as you know can form at any time. So bars in a portfolio test are not aligned by time as with conventional time-based candles.
  
  This means that a portfolio dataframe would normally have just a single value for each datetime-indexed row, with all the other instruments set to NaN. I'd be importing the data from CSV files in OHLCV format.
  
  Will this pose problems for analysis or visualisations? So many backtester projects seem to assume that data is aligned by time that it's proving challenging to find any serious tool for backtesting Renko.
  
  Thanks in advance for your advice!