backfill now works with frequency
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4563a89bc2
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@ -77,23 +77,39 @@ class TimeSeries(TimeSeriesCore):
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return new_ts
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def bfill(self, inplace=False):
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num_days = (self.end_date - self.start_date).days + 1
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def bfill(self, inplace: bool = False, limit: int = None) -> Union[TimeSeries, None]:
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"""Backward fill missing dates in the time series
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new_ts = dict()
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for i in range(num_days):
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cur_date = self.end_date - datetime.timedelta(days=i)
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Parameters
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----------
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inplace : bool
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Modify the time-series data in place and return None.
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limit : int, optional
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Maximum number of periods to back fill
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Returns
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-------
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Returns a TimeSeries object if inplace is False, otherwise None
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"""
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eomonth = True if self.frequency.days >= AllFrequencies.M.days else False
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dates_to_fill = create_date_series(self.start_date, self.end_date, self.frequency.symbol, eomonth)
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dates_to_fill.append(self.end_date)
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bfill_ts = dict()
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for cur_date in reversed(dates_to_fill):
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try:
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cur_val = self.time_series[cur_date]
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except KeyError:
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pass
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new_ts.update({cur_date: cur_val})
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bfill_ts.update({cur_date: cur_val})
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new_ts = {k: bfill_ts[k] for k in reversed(bfill_ts)}
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if inplace:
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self.time_series = new_ts
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return None
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return dict(reversed(new_ts.items()))
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return new_ts
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def calculate_returns(
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self,
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