gs_quant.timeseries.datetime.union¶
-
union
(x)[source]¶ Fill in missing dates or times of one series with another
- Parameters
x (
List
[Series
]) – an array of timeseries- Return type
Series
- Returns
combined series
Usage
Starting from \(i=1\), takes points from series \(x_i\). Where points are missing from \(x_i\), returns points from \(x_{i+1}\).
Examples
Union of two series:
>>> x = generate_series(100) >>> y = generate_series(100) >>> union([x, y])
See also