Quote from: BNO on December 18, 2013, 10:17:06 PM

Hi nitrous,

Since my charting software didn't eat well the Date, Time as two columns i recalculated in another column as Date+time, and then saved this as .csv. On first glance it looks good. But Is there any problem with this approach, should i beware of something (like leap years and other stuff that could fuck up the calculation)...

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It doesn't make a difference to the data though, all ticks should still be present, it's just a curiosity. Of course, this discontinuity will probably have some effect on the prices around that time, so you might want to exclude a few days ± around that point for that reason as it might mess up your backtesting.

I don't know if i got you right, you mean the data is correct, but the closing of the exhange for almost a week will have had its impact on the prices as people got scared but with the data itself all is good?

I go to bed see you tomorrow...

Hi BNO,

I don't think so -- if you calculated the date+time as just the concatenation of the two, it should be fine as I created the columns directly from the original unix timestamp (in dump #1) using a decent conversion function. How did you compute the column? I guess considering the weirdness from excel before, it is possible the excel function you used might not work well - hopefully it will be consistent though.

Yeah, anytime an exchange stops or starts, even for a few hours, the data either side will probably be a bit skewed -- both for emotional reasons (like being scared), but also mainly just as the price readjusts through arbitrage to the market price elsewhere (or at least, this is what I would expect).

Cya