Trading Journal Observations — Daily Sum Series + Secondary-Measure Weighted Mean is a paid API for AI agents from market.datapackvibe.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-26).
Computes a daily sum series and a secondary-measure weighted mean over trading journal records (entry_price, exit_price) for up to 200 rows, returning two analytical reports.
Trading journal observations — Daily sum series + Secondary-measure weighted mean: Daily sum series + Secondary-measure weighted mean for supplied trading journal observations records (entry_price, exit_price). Up to 200 rows; 2 independent reports using shared local analytical engines. No live lookup, prediction, professional assessment or external action. 0.01 USDC includes 2 supplied-data reports for up to 200 rows.
Two analytical reports: (1) a daily sum series aggregating the selected field (entry_price or exit_price) by date across all rows, and (2) a secondary-measure weighted mean using the complementary price field as weight — all computed locally on the supplied data without any external lookup.
POSThttps://market.datapackvibe.com/x402/assistant-ib26-finance-09-142?utm_source=zero.xyzChoose this endpoint when you need two complementary statistical summaries — a daily sum series and a weighted mean — on trading journal data in a single low-cost call ($0.01 USDC). It is ideal for local, offline-style analytics on batches of up to 200 trade records where no live market data, prediction, or external enrichment is needed.
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string |
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