[SciPy-User] question about timeseries indexing

Christian Prinoth christian@prinoth.n...
Mon Mar 29 11:44:17 CDT 2010


>
> > Also, more generally, is there some way to index a time series with dates
> so
> > that I get the latest available value?
>
> Assuming your time series is an ordered series, just index the series with
> -1
> to get the last value. Same as for a regular numpy array.
>
> Sorry, I was referring to a situation where I want the latest available
value _before_ a given date. for example, If I do

series[sunday]

I want it to return the value from series[friday]

Thanks!
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