gs_quant.timeseries.analysis.count

count(x)[source]

Count observations in series

Parameters:

x (Series) – time series

Return type:

Series

Returns:

number of observations

Usage

Count the number of valid observations in a series:

\(R_t = R_{t-1} + 1\)

if \(X_t\) is not NaN, and

\(R_t = R_{t-1} + 0\)

if \(X_t\) is NaN

Examples

Count observations in series:

>>> series = generate_series(100)
>>> count = count(series)

See also

sum()