Comments (1)
short answer - no (and i don't really see us adding something like this anytime soon, unless you've got an actually working proposal / idea).
price standard columns (ohlcv columns) are usually rounded correctly - and are based on the precision used on the exchange (except for kucoin - which uses precision but the API works on 16 decimals). so BTC will round to 2 decimals, while PEPE will round to 8 decimals.
if that ain't happening, you're either modifying the columns given (you re-assign the open column) - or the exchange is providing odd values (unlikely / unseen on supported exchanges except for kucoin so far).
All other columns are calculated by the user in the strategy - without us knowing what the value should represent.
RSI is a % - sure - but SMA, EMA or MACD is based on the price - so should round to 2 decimals on BTC, but 8 to PEPE.
There is a workaround for this if you're bothered.
round it in your strategy.
You'll however encounter the same problem with price-dependant values - you can't reliably round some values (e.g. EMA) - as they rely on price - and can have an insane range (format EMA to :.2f
and try that against BTC and PEPE - you'll run with "0" on pepe all the time).
from frequi.
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from frequi.