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Trading Journal Observations — String Normalisation + Trailing Mean Series
x402
Trading Journal Observations — String Normalisation + 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).
Runs two local analytical reports on trading journal rows: string normalisation of instrument/date fields and a trailing moving-average series over entry_price or exit_price.
Price / call$0.01
Success—
StatusUnknown
How this service works
Trading journal observations — String normalisation + Trailing mean series: String normalisation + 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 string normalisation report covering instrument_group and date fields across the submitted rows, and (2) a trailing mean series computed over the chosen price field (entry_price or exit_price) using the specified rolling window size. Both reports are generated locally with no external data lookups.
Example use cases
Smooth entry prices across trade log
“I have 50 trading journal rows with entry_price and exit_price values and I want to run a trailing mean series with a window of 5 on the entry_price field — can you normalize the strings and compute the rolling averages for me?”
Audit instrument group name consistency
“My trading journal has rows across groups like 'group-a', 'Group-A', and 'GROUP A' — can you run string normalization on the instrument_group and date fields across my 80 trade rows and also give me a trailing mean window of 4 on exit_price?”
Rolling average for multi-group trade journal
“I've got a 150-row trading journal with entries across several instrument groups and I need both a string-normalization report and a trailing mean series with window 10 on the entry_price column — can you process that for me?”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-ib26-finance-09-028?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you have up to 200 trading journal rows and need both string normalisation of text fields and a rolling/trailing mean series on price data in a single low-cost ($0.01 USDC) call. It is ideal for batch offline analysis of trade logs where no live market data, predictions, or external lookups are needed. Prefer it over general-purpose analytics when you specifically need both a normalization pass and a moving-average series together on entry_price or exit_price fields.
Side effects
- Missing required fields (row_id, instrument_group, date, entry_price, exit_price) returns a validation error
- Submitting more than 200 rows exceeds the row limit and will be rejected
- Window size larger than the number of submitted rows may produce incomplete or empty trailing mean output
- Invalid date format (non-YYYY-MM-DD) triggers a pattern validation failure
- Null values in the selected price field may produce gaps or nulls in the trailing mean series
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string | |
| window | integer |
Tags
x402
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