Newer Symbols have NaN values before Listing date

streetyoga / atapi

Backtest, forward test and apply trading algorithms and strategies on binance spot, futures and nft market and other exchanges, including arbitrage.

MIT License

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Newer Symbols have NaN values before Listing date #37

Open miron opened 2 years ago

miron commented 2 years ago

Check all formulas and implement how to calculate with those DataFrames. For now I limited calculations with [:3] to the first 3 symbols as those have no NaN values. Possible solutions:

limit calculations to 1 year into the past
calculate individualy from first price, i.e. dropna()
don't concatenate DataFrames and find another solution