Comments (2)
JordanPlatts
commented on July 22, 2024
resample('D') imputes na values for any day that didn't have a value(weekends, holidays). .dropna() removes the na values but it also implies that the original price series didn't have any days with na values. It seems reasonable to me. If months or years are missing then we will need dropna too.
Check my latest commit and see if it works for you. I would also appreciate it if you could write a test case with data below daily frequency.
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ViktorMalesevic
commented on July 22, 2024
I'll check your last commit and try to write a test case very soon! Thanks a lot!
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