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Trading Journal Observations — Numeric Interval Filter + Explicit Missing-Value Fill
x402
Trading Journal Observations — Numeric Interval Filter + Explicit Missing-Value Fill 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).
Filters trading journal rows by a numeric price interval and fills missing entry_price or exit_price values using zero, mean, or median imputation, returning two analytical reports for up to 200 rows.
Price / call$0.01
Success—
StatusUnknown
How this service works
Trading journal observations — Numeric interval filter + Explicit missing-value fill: Numeric interval filter + Explicit missing-value fill 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 based on the supplied trading journal rows: one applying a numeric interval filter (removing rows where the selected price field falls outside the specified minimum and maximum), and one filling missing values in the selected price field using the chosen method (zero, mean, or median). Results are computed locally on the submitted data with no external lookups.
Example use cases
Pre-backtest trade data cleaning
“Before I run my backtest, I need you to take these 120 trade journal rows and filter entry_price to only keep values between 5 and 2000, then fill any null entry_price values using the median. The instrument groups are equity-us and futures-us.”
Missing exit price imputation with zero fill
“I've got a trading journal export with some missing exit_price fields — can you fill those nulls with zero and also drop any rows where exit_price falls outside the range of 1 to 50000? I have about 80 rows across groups like crypto-btc and forex-eur.”
Interval-based outlier removal for reporting
“Can you clean up my 60-row trading journal by filtering exit_price to the range 100 to 10000 and using mean imputation to fill missing exit_price values? I need two summary reports for the group-a and group-b instrument groups.”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-ib26-finance-09-135?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need to (1) filter trading journal records to a specific numeric price range and (2) impute missing price values in a single pass, with results returned as two structured analytical reports. It is ideal for pre-processing raw trade logs before backtesting, reporting, or further analysis. Prefer this over general-purpose data tools when your data fits the trading journal schema (entry_price, exit_price, instrument_group, date) and you want both operations bundled at low cost ($0.01 USDC for up to 200 rows).
Side effects
- Fewer than 1 row submitted — validation error
- More than 200 rows submitted — rejected with max-items error
- Invalid date format (not YYYY-MM-DD) — schema validation failure
- entry_price or exit_price values outside ±1,000,000,000,000 — rejected
- Minimum threshold greater than maximum threshold — may produce empty filtered result
- Missing required fields (row_id, instrument_group, date) — schema error
- Payment not included or insufficient — x402 payment required response
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string | |
| method | string | |
| maximum | number | |
| minimum | number |
Tags
x402
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