Dave Sharma, the Liberal candidate for Wentworth, says he is "appalled" by the treatment of former prime minister Malcolm Turnbull.

Key points: If the Liberals are defeated in Wentworth this weekend they will lose their one-seat majority

If the Liberals are defeated in Wentworth this weekend they will lose their one-seat majority At a local forum, Dave Sharma said he understands voters are angry about the leadership spill

At a local forum, Dave Sharma said he understands voters are angry about the leadership spill Labor candidate Tim Murray said the by-election was a "sideshow"

Speaking at a forum in Bondi organised by Fairfax Media ahead of Saturday's by-election, Mr Sharma described Mr Turnbull as "an incredibly popular local member".

The Liberals hold Mr Turnbull's old seat on a 17.7 per cent margin. If they are defeated this weekend, their one-seat majority will also go.

Mr Turnbull was ousted from the nation's top job in August in a now-infamous federal leadership spill.

"I too was appalled at the treatment that was meted out to him [Turnbull]," Mr Sharma said.

"But I have to say I'm focused on what happens now and what do we do next."

Lifelong Liberal voters in the seat have told the ABC they are preparing to break ranks for the first time.

"I wouldn't discount that there is anger and frustration," Mr Sharma said.

"But it's ultimately up to the voters whether they're ready to forgive or not."

Mr Sharma was joined at the forum by independent Kerryn Phelps — who is seen as his main rival — Labor's Tim Murray, the Greens' Dominic Ky Wanac, and another independent, Licia Heath.

Action on climate change and the establishment of a national integrity commission were the key focus of a candidate forum for the seat of Wentworth.

Mr Sharma said he was "open" to discussions on how to improve accountability at a state and federal level but stopped short of agreeing to the creation of an independent oversight body.

Malcolm Turnbull as he left his final press conference in August. ( ABC News: Matt Roberts )

Labor's Mr Murray made a case about his business and local experience but conceded he had not expected to be standing in a by-election.

Mr Murray said Opposition Leader Bill Shorten was not planning on visiting Wentworth before Saturday.

"This is a sideshow, to be honest," Mr Murray said.

"This is a by-election we didn't have to have."

About two dozen protesters appeared outside a Bondi Surf Life Saving where the forum was being held to bring climate change and renewables to the forefront of the debate.