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Fill holes in minutes #75

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1 of 3 tasks
JohanLarsson opened this issue Jul 10, 2021 · 0 comments
Open
1 of 3 tasks

Fill holes in minutes #75

JohanLarsson opened this issue Jul 10, 2021 · 0 comments

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@JohanLarsson
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JohanLarsson commented Jul 10, 2021 •
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Regular hours and when per or post has activity.

Affects:

  • Merge
  • Moving average
  • VWAP
JohanLarsson added a commit that referenced this issue Jul 11, 2021
@JohanLarsson
Merge when zero volume.
048650e 
#75
JohanLarsson added a commit that referenced this issue Jul 20, 2021
@JohanLarsson
Only draw candles if volume > 0
11469b6 
#75
Maybe not the best way to model the domain.
JohanLarsson added a commit that referenced this issue Jul 20, 2021
@JohanLarsson
Skip zero volume days in moving average.
f190404 
#75
Complicated solution but nice perf.
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@JohanLarsson