otp.Source.fillna#

Source.fillna(value=None, inplace=False)#

Replace NaN values in all floating point type fields with the value.

Parameters

value (float, Operation) – The value to replace NaN. If not specified then the value from the previous tick will be used.
inplace (bool) – The flag controls whether operation should be applied inplace or not. If inplace=True, then it returns nothing. Otherwise method returns a new modified object.
self (Source) –

Return type

Source or None

Examples

By default, the value of the previous tick is used as a value to replace NaN (for the first tick the previous value do not exist, so it will still be NaN):

>>> data = otp.Ticks({'A': [0, 1, 2, 3], 'B': [otp.nan, 2.2, otp.nan, 3.3]})
>>> data = data.fillna()
>>> otp.run(data)
                     Time  A    B
0 2003-12-01 00:00:00.000  0  NaN
1 2003-12-01 00:00:00.001  1  2.2
2 2003-12-01 00:00:00.002  2  2.2
3 2003-12-01 00:00:00.003  3  3.3

The value can also be a constant:

>>> data = otp.Ticks({'A': [0, 1, 2, 3], 'B': [otp.nan, 2.2, otp.nan, 3.3]})
>>> data = data.fillna(777)
>>> otp.run(data)
                     Time  A     B
0 2003-12-01 00:00:00.000  0  777.0
1 2003-12-01 00:00:00.001  1    2.2
2 2003-12-01 00:00:00.002  2  777.0
3 2003-12-01 00:00:00.003  3    3.3

Operation objects can also be used as a value:

>>> data = otp.Ticks({'A': [0, 1, 2, 3], 'B': [otp.nan, 2.2, otp.nan, 3.3]})
>>> data = data.fillna(data['A'])
>>> otp.run(data)
                     Time  A     B
0 2003-12-01 00:00:00.000  0    0.0
1 2003-12-01 00:00:00.001  1    2.2
2 2003-12-01 00:00:00.002  2    2.0
3 2003-12-01 00:00:00.003  3    3.3