fix pair market data

2025-07-16 02:32:16 +00:00 · 2025-07-16 02:32:16 +00:00 · 26659ede12
commit 26659ede12
parent e9995312a0
2 changed files with 7511 additions and 318 deletions
--- a/lib/pt_trading/trading_pair.py
+++ b/lib/pt_trading/trading_pair.py
@ -32,6 +32,10 @@ class TradingPair:
            self._transform_dataframe(market_data)[["tstamp"] + self.colnames()]
        )

+        self.market_data_ = self.market_data_.dropna().reset_index(drop=True)
+        self.market_data_['tstamp'] = pd.to_datetime(self.market_data_['tstamp'])
+        self.market_data_ = self.market_data_.sort_values('tstamp')
+
 
        self.user_data_ = {}
        self.predicted_df_ = None
--- a/research/notebooks/pt_sliding.ipynb
+++ b/research/notebooks/pt_sliding.ipynb