[SciPy-User] question about timeseries indexing
Mon Mar 29 14:45:08 CDT 2010
Christian Prinoth <christian <at> prinoth.name> writes:
> Sorry, I was referring to a situation where I want the latest available value
> _before_ a given date. for example, If I do
> I want it to return the value from series[friday]
Then in that case it would be better to explicitly convert the date and specify
the behaviour you want.
input_date_D = ts.Date('D', '2010-01-10')
input_date_B = input_date_D.asfreq('B', 'BEFORE')
value = series[input_date_B]
In the case where input_date_D is already a week day, input_date_B will end up
being the same as the original input date, if input_date_D was a weekend, it
would be converted to the Friday before.
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