[Python] numpy fillna() for Dataframe
In the store marketing, for many reason, one stock's data can be incomplete:
We can use 'forward fill' and 'backward fill' to fill the gap:
forward fill:
backward fill:
TO do those in code, we can use numpy's 'fillna()' mathod:
http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.fillna.html?highlight=fillna#pandas.DataFrame.fillna
"""Fill missing values""" import numpy as np import pandas as pd import matplotlib.pyplot as plt import os def fill_missing_values(df_data): df_data.fillna(method='ffill', inplace=True) return df_data.fillna(method='bfill', inplace=True) def symbol_to_path(symbol, base_dir="data"): """Return CSV file path given ticker symbol.""" return os.path.join(base_dir, "{}.csv".format(str(symbol))) def get_data(symbols, dates): """Read stock data (adjusted close) for given symbols from CSV files.""" df_final = pd.DataFrame(index=dates) if "SPY" not in symbols: # add SPY for reference, if absent symbols.insert(0, "SPY") for symbol in symbols: file_path = symbol_to_path(symbol) df_temp = pd.read_csv(file_path, parse_dates=True, index_col="Date", usecols=["Date", "Adj Close"], na_values=["nan"]) df_temp = df_temp.rename(columns={"Adj Close": symbol}) df_final = df_final.join(df_temp) if symbol == "SPY": # drop dates SPY did not trade df_final = df_final.dropna(subset=["SPY"]) return df_final def plot_data(df_data): """Plot stock data with appropriate axis labels.""" ax = df_data.plot(title="Stock Data", fontsize=2) ax.set_xlabel("Date") ax.set_ylabel("Price") plt.show() def test_run(): """Function called by Test Run.""" # Read data symbol_list = ["JAVA", "FAKE1", "FAKE2"] # list of symbols start_date = "2005-12-31" end_date = "2014-12-07" dates = pd.date_range(start_date, end_date) # date range as index df_data = get_data(symbol_list, dates) # get data for each symbol # Fill missing values fill_missing_values(df_data) # Plot plot_data(df_data) if __name__ == "__main__": test_run()
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