gs_quant.timeseries.datetime.union

union(x)

Fill in missing dates or times of one series with another

Parameters:

x (List[Series]) – an array of timeseries

Return type:

Series

Returns:

combined series

Usage

Starting from \(i=1\), takes points from series \(x_i\). Where points are missing from \(x_i\), returns points from \(x_{i+1}\).

Examples

Union of two series:

>>> x = generate_series(100)
>>> y = generate_series(100)
>>> union([x, y])

See also

prepend()