[SciPy-User] question about timeseries indexing
Christian Prinoth
christian at prinoth.name
Mon Mar 29 11:35:52 EDT 2010
Hi, I am experimenting with scikits.timeseries, and have found a behaviour
that I do not understand.
I have the following time series:
s2 = ts.time_series(np.arange(10),start_date=ts.Date('B','2010-01-01'))
Now, I get the following:
In [79]: s2['2010-01-08']
Out[79]: 5
In [80]: s2['2010-01-09']
Out[80]: 6
In [81]: s2['2010-01-10']
Out[81]: 5
In [82]: s2['2010-01-11']
Out[82]: 6
for lines 80 and 81, I would expect either an error message or 5, but not
two different results.
What is the reason for this behaviour?
Also, more generally, is there some way to index a time series with dates so
that I get the latest available value?
Thanks
Chris
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