[Numpy-discussion] Question on timeseries, for financial application
Sun Dec 13 08:14:23 CST 2009
On Dec 13, 2009, at 1:31 AM, Pierre GM wrote:
> On Dec 13, 2009, at 12:11 AM, Robert Ferrell wrote:
>> Have you considered creating a TimeSeries for each data series, and
>> then putting them all together in a dict, keyed by symbol?
> That's an idea
>> One disadvantage of one big monster numpy array for all the series is
>> that not all series may have a full set of 1800 data points. So the
>> array isn't really nicely rectangular.
> Bah, there's adjust_endpoints to take care of that.
Maybe this will work for the OP. In my work, if a series is missing
data the desirable thing is to use the data I have. I don't' want to
truncate existing series to fit the short ones, nor pad to fit the
Really depends on the analysis the OP is trying to do.
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