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Trading Journal Observations — Numeric Interval Filter + Secondary-Measure Weighted Mean
x402
Trading Journal Observations — Numeric Interval Filter + 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 2026-10-29).
Filters trading journal rows by a numeric range on entry_price or exit_price and computes a weighted mean of the secondary measure, returning 2 analytical reports for up to 200 rows.
Price / call$0.01
Success—
StatusUnknown
How this service works
Trading journal observations — Numeric interval filter + Secondary-measure weighted mean: Numeric interval filter + 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.
Output
Returns 2 analytical reports: one covering the numeric interval-filtered subset of the supplied trading journal rows (based on the chosen field and min/max bounds), and one providing the weighted mean of the secondary measure across those filtered records. No external data is fetched; all computation is performed on the submitted rows.
Example use cases
Equity trade price range analysis
“I have 120 trading journal entries — filter them to only the rows where exit_price falls between 50 and 300, then give me the weighted mean of entry_price for those filtered trades. The instrument groups are 'equities' and 'ETFs'.”
Forex position weighted average review
“Run a numeric interval filter on my forex journal records keeping only trades with entry_price between 1.05 and 1.35, and compute the weighted mean of exit_price for that filtered set. I'll supply about 60 rows with dates from 2025-01-01 onwards.”
Options trade performance summary
“Here are 150 rows from my options trading journal — filter on entry_price with a minimum of 200 and maximum of 5000, then calculate the secondary-measure weighted mean for exit_price across the matched records, grouped by instrument_group.”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-ib26-finance-09-132?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you have already-collected trading journal data (up to 200 rows) and need both a numeric range filter on price fields and a weighted mean computation in a single low-cost call ($0.01 USDC for 2 reports). Prefer it over generic spreadsheet tools when you need a reproducible, API-driven analytical step inside an automated agent workflow. Not suitable for live market data lookup, predictive modeling, or datasets exceeding 200 rows.
Side effects
- Empty rows array or fewer than 1 row submitted returns an error
- Rows missing required fields (row_id, instrument_group, date, entry_price, exit_price) are rejected
- minimum greater than maximum causes no rows to pass the filter, yielding empty result
- More than 200 rows submitted exceeds the limit and is rejected
- Invalid date format (not YYYY-MM-DD) causes validation failure
- Field value not in enum ['entry_price','exit_price'] causes a schema error
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string | |
| maximum | number | |
| minimum | number |
Tags
x402
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