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marianogappa / crypto-predictions

State machine-based engine for tracking crypto-related predictions across social media posts.
https://marianogappa.github.io/software/2023/06/17/building-crypto-predictions/
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Candlestick.ToTick() uses ClosePrice, so Lower/Higher are ignored #47

Closed marianogappa closed 2 years ago

marianogappa commented 2 years ago

The engine uses minute-interval candlesticks to evolve predictions. But it uses the ClosePrice of these candlesticks. So technically, it is ignoring the Lower/Higher parts of that candlestick, which could have potentially been a lot lower/higher if there was a lot of volatility over those periods.

It is potentially a tricky problem to solve, because the "Ticks" associated to those candlesticks would have the same date.

Perhaps the whole "Tick" concept should be removed altogether from crypto-candles, and dealt with somewhere in the PredEvolver.

marianogappa commented 2 years ago

Fixed in e2f551c00da3073bdb7fde7568e761ee3b62aa9d.