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Missing days in time series from quandl are getting filled with '0.0' rather than 'NaN'

Open bishi3000 opened this issue 5 years ago • 0 comments

Hi,

I'm using the Quandl data reader to download the Bitstamp BTC/USD daily price history.

The data set has some missing days in it and when I inspect the data frame once loaded, the missing dates have been filled, but their corresponding values for Open, High, Low, Close are filled with '0.0' rather than 'NaN'.

This means I'm limited in how I deal with these gaps in the data. For instance I might want to call df.interpolate() or df.fillna() on the resulting DataFrame

I'm using pandas 0.24.0 and pandas-datareader 0.7.0

bishi3000 avatar Jan 26 '20 16:01 bishi3000