What problem does it solve?
This Skill eliminates broken or inconsistent OHLCV candle data that causes misleading indicators, noisy anomaly flags, and invalid resampling results.
Core Features & Use Cases
- OHLCV standardization & validation: Normalizes column names, enforces UTC DatetimeIndex, deduplicates timestamps, and coerces OHLCV types for reliable downstream computation.
- Gap handling & data quality reporting: Detects missing bars and fills them using forward-fill or time interpolation (with max-gap limits), while producing a quality summary.
- Anomaly detection & correction: Flags spikes, zero-volume bars, impossible candles (high/low constraints), negative prices, and NaNs, then cleans common issues to produce a usable dataset.
- Resampling & normalization: Resamples fine-grained bars into coarser timeframes using OHLCV-aware aggregation rules, and supports returns/log-returns/minmax/z-score normalization.
- Multi-source merging: Merges two OHLCV sources with timestamp alignment and conflict resolution (preferring higher-volume bars), returning provenance via a source field.
Quick Start
Run the end-to-end pipeline in demo mode to generate synthetic OHLCV with injected anomalies and produce cleaned, resampled, and normalized output.