Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

DRAFT: Experiments with better resampling algorithms #210

Draft
wants to merge 4 commits into
base: master
Choose a base branch
from

Conversation

lyricnz
Copy link
Collaborator

@lyricnz lyricnz commented Oct 8, 2021

Copy LTTB (Largest Triangle Three Buckets) from https://github.com/haoel/downsampling-algorithm and use it for downsampling. See #183

@lyricnz
Copy link
Collaborator Author

lyricnz commented Oct 8, 2021

Current (linear interpolation)
linear Screen Shot 2021-10-09 at 10 07 45 am

LTTB:
lttb Screen Shot 2021-10-09 at 10 08 17 am

Noticed anomaly at far left of current resample. Zero value should not be seen.

@lyricnz
Copy link
Collaborator Author

lyricnz commented Oct 8, 2021

Screen Shot 2021-10-09 at 10 17 29 am
Same data (different currency, but shape should be same)

@lyricnz
Copy link
Collaborator Author

lyricnz commented Oct 9, 2021

Raised #212 for the spurious 0

@miguelmota miguelmota added this to In Review in Cointop Oct 13, 2021
@miguelmota
Copy link
Member

@lyricnz the chart using LTTB downsampling looks great. Are you planning on finalizing this PR?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
Cointop
In Review
Development

Successfully merging this pull request may close these issues.

None yet

2 participants