I'm using monthly data pulled in through fetch_csv. Because it is monthly, data.current does not allow me to pull the latest data point. Does anyone have any workarounds for this?
I'm using monthly data pulled in through fetch_csv. Because it is monthly, data.current does not allow me to pull the latest data point. Does anyone have any workarounds for this?
You need to forward-fill the data to the "current" trading date of the simulation, in your pre_func (or maybe post_func)
Thanks, Simon. Can you point to any examples of how to do this? I'm in very basic python mode right now. For example, how does one refer to a specific point in the time series?
You should check the pandas documentation on how to reindex a dataframe and use it in your pre_func function. Maybe start here:
http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.reindex.html