In the research section I have noticed that all the minute data has a period of duplicate entries that lasts about 1300 minutes each week. I could not find an appropriate answer anywhere. Any help would be appreciated. This is a scatter plot, 4.1.2019 - 5.1.2019, but it occurs throughout all time periods.
And after h1 = h1[h1['close'] != h1['close'].shift()] to remove duplicates:
Douglas Stridsberg
Can you isolate exactly the dates and times this happens (or at least one example of when it happens) and post it as a Data Issue?
Alethea Lin
Hi D kaalin,
The AddForex() method's default parameter includes fillDataForward = True. Therefore, when there's a gap in the data, it will automatically fill the gap with the last data point available. Check out this documentation page for more information on Forex data.
Hope this helps!
D kaalin
Thank you for the input, unfortunately setting fillDataForward = false does not fix the problem. To answer the first question it occurs every sunday at 3pm until monday at 5pm as evidenced by the plot below.
Alethea Lin
Hi D kaalin,
The flat periods are likely reflecting the weekends.
D kaalin
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