gs_quant.timeseries.algebra.filter_

filter_(x, operator=None, value=None)[source]

Removes values where comparison with the operator and value combination results in true, defaults to removing missing values from the series

Parameters
  • x (Series) – timeseries

  • operator (Optional[FilterOperator]) – FilterOperator describing logic for value removal, e.g ‘less_than’

  • value (Optional[Real]) – number indicating value(s) to remove from the series

Return type

Series

Returns

timeseries with specified values removed

Usage

Remove each value determined by operator and value from timeseries where that expression yields true

Examples

Remove 0 from time series

>>> prices = generate_series(100)
>>> filter_(prices, FilterOperator.EQUALS, 0)

Remove positive numbers from time series

>>> prices = generate_series(100)
>>> filter_(prices, FilterOperator.GREATER, 0)

Remove missing values from time series

>>> prices = generate_series(100)
>>> filter_(prices)