detect_timestamp_gaps#

API documentation for tradingstrategy.utils.gap.detect_timestamp_gaps Python function.

detect_timestamp_gaps(series, freq=None)[source]#

Detect and print gaps in a time series.

seriespandas.Series

Input time series with DateTimeIndex

freqstr, optional

Frequency to use for gap detection. If None, will automatically detect frequency. Common options: ‘D’ for daily, ‘H’ for hourly, ‘T’ or ‘min’ for minute, ‘S’ for second

list of tuples

List of (gap_start, gap_end, gap_size) tuples representing the gaps

Return type:

list[tradingstrategy.utils.gap.Gap]