gs_quant.timeseries.algebra.filter_¶

filter_(x, operator=None, value=None)[source]¶

Removes values where comparison with the operator and value combination results in true, defaults to removing missing values from the series

Parameters:

x (Series) – timeseries
operator (Optional[FilterOperator]) – FilterOperator describing logic for value removal, e.g ‘less_than’
value (Optional[Real]) – number indicating value(s) to remove from the series

Return type:

Series

Returns:

timeseries with specified values removed

Usage

Remove each value determined by operator and value from timeseries where that expression yields true

Examples

Remove 0 from time series

>>> prices = generate_series(100)
>>> filter_(prices, FilterOperator.EQUALS, 0)

Remove positive numbers from time series

>>> prices = generate_series(100)
>>> filter_(prices, FilterOperator.GREATER, 0)

Remove missing values from time series

>>> prices = generate_series(100)
>>> filter_(prices)