[Numpy-discussion] Question on timeseries, for financial application

Robert Ferrell ferrell@diablotech....
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  
long ones.

Really depends on the analysis the OP is trying to do.



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