When using the close_price field in history, any periods without a trade generate an NaN value. Is there anyway to remove that feature so it just leaves no data? I do not want it forward filled like price, but simply no data.
If that can not be done is there away to calculate the EMA with those NaN values included in the data set? A way to have the algo overlook the NaN fields?
Ian,
You can look at dropna() in pandas (http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.dropna.html)
It'll remove the NaNs in whichever axis you specify.
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