plotting.py 文件源码

def join_data(dates_list, data_list):
    """ This functions makes heterogenous time series data align
    with one time series axis 
    dates   : list of date-lists
    data    : list of data-lists_lock

    Returns:
        dates, and data, but this time, data shares the same
        date-points
    """
    # first get all unique dates from every sublist and make one list out of them
    rdates = sorted(list(set([date for sublist in dates_list for date in sublist])))
    rdata = []

    # go through each vector and interpolate data if necessary
    for dates, data_vecs in zip(dates_list, data_list):
        for data in data_vecs:
            if len(data) > 0:
                rdata.append(np.interp(rdates,dates, data).tolist())
            else:    # if data is empty, then just create a zero-length vector
                rdata.append(np.zeros(len(rdates)))
    return rdates, rdata