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Add forward_fill_until to deal with gaps of rarely traded live pairs #179

Merged
merged 4 commits into from
Oct 17, 2024
Merged

Add forward_fill_until to deal with gaps of rarely traded live pairs #179

merged 4 commits into from
Oct 17, 2024

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miohtama
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  • Add: forward_fill(forward_fill_until)
  • The default behavior is to forward fill gaps between first and last candle
  • However the last candle might not be updated if we load live sparse data and there has been no trades (no candles)
  • Force the forward fill to go until a certain timestamp

@miohtama miohtama merged commit fc964df into master Oct 17, 2024
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@miohtama