Fix price repair: 100x & calibration #1660
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Price repair fixes and improvement Fixes: - fix reconstruction mis-calibration with tiny DataFrames - fix detecting last-active-trading-interval when NaNs in DataFrame - redesign mapping 100x signals to ranges: - no change for signals before last-active-trading-interval - but for signals after last-active-trading-interval, process in reverse order Improvements: - increase max reconstruction depth from 1 to 2. E.g. now 1wk can be repaired with 1h (1wk->1d->1h)
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This was referenced Aug 17, 2023
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Price repair fixes and improvement
Fixes:
Improvements: