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Trading Journal Observations — Exact Row Deduplication + Trailing Mean Series
x402
Trading Journal Observations — Exact Row Deduplication + Trailing Mean Series 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).
Deduplicates exact rows and computes a trailing mean series for trading journal records containing entry and exit prices.
Price / call$0.01
Success—
StatusUnknown
How this service works
Trading journal observations — Exact row deduplication + Trailing mean series: Exact row deduplication + Trailing mean series 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.
Output
Returns two analytical reports: (1) a deduplicated set of trading journal rows with exact duplicate records removed, and (2) a trailing mean series computed over the specified field (entry_price or exit_price) using the given window size — all processed locally from supplied data, with no external lookups or predictions.
Example use cases
Clean duplicate trade logs
“I have a list of 80 trade records with row IDs, dates, instrument groups, entry prices, and exit prices — some rows are exact duplicates. Can you deduplicate them and also give me a trailing mean series for entry_price using a window of 3?”
Smooth exit price series for review
“Here are 120 trading journal observations across several instrument groups. Remove any exact duplicate rows and compute a rolling trailing mean for exit_price with a window size of 10 so I can spot trends.”
Audit algorithmic strategy trade log
“My algo strategy exported 175 trade rows with entry and exit prices. I need two things: exact duplicate rows removed, and a trailing mean series on entry_price with window 7 to see how prices evolved over time.”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-ib26-finance-09-045?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need both exact row deduplication and a trailing mean series computed together on trading journal data (entry/exit prices) in a single call for up to 200 rows, without needing any live market data, predictions, or external integrations.
Side effects
- Missing required fields (row_id, instrument_group, date, entry_price, exit_price) causes validation error
- Exceeding 200 rows returns an error or truncation
- Invalid date format (not YYYY-MM-DD) causes schema rejection
- Window size outside range 2–200 causes validation error
- Null values in the chosen field may affect trailing mean calculations
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string | |
| window | integer |
Tags
x402
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