Source code for tensortrade.feed.api.float.imputation


from tensortrade.feed.api.generic.imputation import FillNa, ForwardFill
from tensortrade.feed.core.base import Stream
from tensortrade.feed.api.float import Float


[docs]@Float.register(["fillna"]) def fillna(s: "Stream[float]", fill_value: float = 0.0) -> "Stream[float]": """Fill in missing values with a fill value. Parameters ---------- s : `Stream[float]` A float stream. fill_value : float A value to fill in missing values with. Returns ------- `Stream[float]` An imputed stream via padding. """ return FillNa(fill_value=fill_value)(s).astype("float")
[docs]@Float.register(["ffill"]) def ffill(s: "Stream[float]") -> "Stream[float]": """Fill in missing values by forward filling. Parameters ---------- s : `Stream[float]` A float stream. Returns ------- `Stream[float]` An imputed stream via forward filling. """ return ForwardFill()(s).astype("float")