[Python] numpy fillna() for Dataframe
2024-08-28 08:16:30
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:
"""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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