history_container.py 文件源码

def ffill_buffer_from_prior_values(freq,
                                   field,
                                   buffer_frame,
                                   digest_frame,
                                   pv_frame,
                                   raw=False):
    """
    Forward-fill a buffer frame, falling back to the end-of-period values of a
    digest frame if the buffer frame has leading NaNs.
    """
    # convert to ndarray if necessary
    digest_values = digest_frame
    if raw and isinstance(digest_frame, pd.DataFrame):
        digest_values = digest_frame.values

    buffer_values = buffer_frame
    if raw and isinstance(buffer_frame, pd.DataFrame):
        buffer_values = buffer_frame.values

    nan_sids = pd.isnull(buffer_values[0])
    if np.any(nan_sids) and len(digest_values):
        # If we have any leading nans in the buffer and we have a non-empty
        # digest frame, use the oldest digest values as the initial buffer
        # values.
        buffer_values[0, nan_sids] = digest_values[-1, nan_sids]

    nan_sids = pd.isnull(buffer_values[0])
    if np.any(nan_sids):
        # If we still have leading nans, fall back to the last known values
        # from before the digest.
        key_loc = pv_frame.index.get_loc((freq.freq_str, field))
        filler = pv_frame.values[key_loc, nan_sids]
        buffer_values[0, nan_sids] = filler

    if raw:
        filled = ffill(buffer_values)
        return filled

    return buffer_frame.ffill()