On Monday, June 15, 2015 at 11:19:48 AM UTC+1, Mark Lawrence wrote: > On 15/06/2015 11:12, Sebastian M Cheung via Python-list wrote: > > How to do financial data cleaning ? Say I assume a list of 1000 finance > > series data in myList = Open, High, Low and Close. For missing Close Price > > data, What is best practice to clean data in Python > > > > http://pandas.pydata.org/ > > -- > My fellow Pythonistas, ask not what our language can do for you, ask > what you can do for our language. > > Mark Lawrence
Hi Mark, Below I read in DirtyData (financial data) from Excel and then find the number of NaN missing Closed Pricing data: xls = pd.ExcelFile('DirtyData.xlsm') df = xls.parse('Dirty Data', index_col=None, na_values=['NA']) print(df.isnull().astype(int).sum()) So if I were to clean missing Open Price data, I could copy from previous or row's Close Price data, but how would I implement it? Thanks -- https://mail.python.org/mailman/listinfo/python-list