New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Deal with price jumps #1

Open

dppalomar opened this issue Jul 7, 2020 · 0 comments

Owner

dppalomar commented Jul 7, 2020

Version 0.1.1 can deal with outliers in the price time series. However, it cannot deal with price jumps where the outlier is persistent.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment