history_container.py 文件源码

def ffill_digest_frame_from_prior_values(freq,
                                         field,
                                         digest_frame,
                                         pv_frame,
                                         raw=False):
    """
    Forward-fill a digest frame, falling back to the last known prior values if
    necessary.
    """
    # convert to ndarray if necessary
    values = digest_frame
    if raw and isinstance(digest_frame, pd.DataFrame):
        values = digest_frame.values

    nan_sids = pd.isnull(values[0])
    if np.any(nan_sids):
        # If we have any leading nans in the frame, use values from pv_frame to
        # seed values for those sids.
        key_loc = pv_frame.index.get_loc((freq.freq_str, field))
        filler = pv_frame.values[key_loc, nan_sids]
        values[0, nan_sids] = filler

    if raw:
        filled = ffill(values)
        return filled

    return digest_frame.ffill()