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Price data - force "close" value to be "open" of following day #105

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ashachaf opened this issue Nov 21, 2024 · 0 comments
Open

Price data - force "close" value to be "open" of following day #105

ashachaf opened this issue Nov 21, 2024 · 0 comments

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@ashachaf
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currently, we fetch data as it comes and sometimes there are gaps in the information between the close of day 1 and the open of day 2. this is not a normal behavior for daily data as close of day 1 should always be the open of day 2.

issues current behavior cause:

  1. there are unexplained gaps between days where the candles are not aligned in a continuous way
Screenshot 2024-11-21 at 15 38 48
  1. when the open != previousDay.close, the candle can incorrectly be colored in the wrong way to indicate incorrect direction of trades.
Screenshot 2024-11-21 at 15 40 56

expected behavior:

    time       high   low    open   close
0  2024-01-01  18.81  18.45  18.53  18.78
1  2024-01-02  19.20  18.77  18.78  19.08
2  2024-01-03  19.44  18.82  19.08  19.39
3  2024-01-04  19.58  19.21  19.39  19.47
4  2024-01-05  19.62  19.28  19.47  19.46
...  ...  ...  ...  ...  ...
320  2024-11-16  29.59  28.33  29.46  28.91
321  2024-11-17  29.46  28.72  28.91  29.21
322  2024-11-18  29.59  28.07  29.21  28.20
323  2024-11-19  30.05  28.07  28.20  29.70
324  2024-11-20  30.34  29.53  29.70  30.32

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