otp.Operation.fillna

Operation.fillna(value)

Fill nan values with value.

Parameters

value (float, int, Operation) – value to use instead nan

Examples

Replace NaN values with a constant:

>>> data = otp.Ticks({'A': [1, otp.nan, 2]})
>>> data['A'] = data['A'].fillna(100)
>>> otp.run(data)
                     Time      A
0 2003-12-01 00:00:00.000    1.0
1 2003-12-01 00:00:00.001  100.0
2 2003-12-01 00:00:00.002    2.0

Replace NaN values with a value from the previous tick:

>>> data = otp.Ticks({'A': [1, otp.nan, 2]})
>>> data['A'] = data['A'].fillna(data['A'][-1])
>>> otp.run(data)
                     Time    A
0 2003-12-01 00:00:00.000  1.0
1 2003-12-01 00:00:00.001  1.0
2 2003-12-01 00:00:00.002  2.0