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Repair: add zero-price repair + refactor #1148

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merged 2 commits into from Nov 8, 2022

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ValueRaider
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Add _fix_zero_prices(), which fixes price=0 errors

Fix 100x outlier detection logic:

  • switch median_filter boundary mode from 'mirror' -> 'wrap', to avoid duplicating outliers
  • loosen the tolerance

Refactor:

  • move reconstruction logic into Ticker._reconstruct_interval()
  • refactor repair tests to use hardcoded (but real) data

@ValueRaider ValueRaider merged commit b7b3b49 into dev Nov 8, 2022
@ValueRaider ValueRaider deleted the feature/improve-repair-zero branch November 11, 2022 22:01
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