Proper way to remove NaN Data?

Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

Proper way to remove NaN Data?

posted Nov 1, 2014

I've simplified my issue to hopefully make it easier to debug.

basically when I try to use set_universe() for some dates sometimes I get results back which contain NaN values. I'm not sure how to properly eliminate these from my dataset.

For my example I've used 'GOOG' which I know will return NaN. If you change this to 'GOOG_L' then the algo will run, however it pops up again when I try to use set_universe because I can't account for all securities.

I've tried using the dropna() method, however that seems to provide mixed results depending on where I use it, so I think I may not fully understand the how/when to use this method.

any ideas?

4 responses

oops. Looks like the backtest needs to succeed before the source code is available.

Yes. I used GOOG as just an example. I can work around that one security, but it seems like there should be a more robust solution so that when I cast a wider net they each get taken care of without having to track them down individually.

If you just want to drop any stocks with NaN values from the history dataframe you can pass 'axis=1' to DataFrame.dropna. The default behavior is to drop any rows with NaN values, passing axis=1 will drop columns with NaNs.

That certainly does the trick. Thank you Mr. Edwards. I knew there had to be a way.

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

About Quantopian

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.