gap

API documentation for tradingstrategy.utils.gap Python module in Trading Strategy.

Module description

Detect gaps and bugs in timeseries data, and deal with it.

Classes

Gap	Gap(gap_size: int)

Functions

detect_frequency(series)	Automatically detect the frequency of a time series.
detect_timestamp_gaps(series[, freq])	Detect and print gaps in a time series.
equalise_timestamp_index(data)	Make all pair data series equally length.
fill_missing_ohlcv(df[, columns_to_fill])	Fill missing timestamps for each pair_id with zeros for specified columns.