On Dec 13, 2009, at 1:31 AM, Pierre GM wrote: > On Dec 13, 2009, at 12:11 AM, Robert Ferrell wrote: >> Have you considered creating a TimeSeries for each data series, and >> then putting them all together in a dict, keyed by symbol? > > That's an idea > >> One disadvantage of one big monster numpy array for all the series is >> that not all series may have a full set of 1800 data points. So the >> array isn't really nicely rectangular. > > Bah, there's adjust_endpoints to take care of that.
Maybe this will work for the OP. In my work, if a series is missing data the desirable thing is to use the data I have. I don't' want to truncate existing series to fit the short ones, nor pad to fit the long ones. Really depends on the analysis the OP is trying to do. _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
