Every trade on Poloniex trade history has a unique tradeID. 8631 entries are missing. Investigate using src/exploration/poloniex.ipynb to track down the missing values. It seems that the missing values are a missing period and not randomly distributed.
Are the values available with the API?
Are they lost during the validation phase?
Furthermore, the validation of periods is poorly designed and more an adhoc method. If there is an easy improvement, implement it!
Every trade on Poloniex trade history has a unique
tradeID
. 8631 entries are missing. Investigate usingsrc/exploration/poloniex.ipynb
to track down the missing values. It seems that the missing values are a missing period and not randomly distributed.Furthermore, the validation of periods is poorly designed and more an adhoc method. If there is an easy improvement, implement it!