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Questions tagged [deedle]

Deedle is an easy to use library for data and time series manipulation. It supports working with data frames, ordered and unordered data, as well as time series. Deedle works well for exploratory programming using F#, but can be also used in efficient compiled .NET code.

Deedle is an easy to use library for data and time series manipulation and for scientific programming. It supports working with structured data frames, ordered and unordered data, as well as time series. Deedle is designed to work well for exploratory programming using F# and C# interactive console, but can be also used in efficient compiled .NET code.

The library implements a wide range of operations for data manipulation including advanced indexing and slicing, joining and aligning data, handling of missing values, grouping and aggregation, statistics and more.

For more information see:

The following tutorial is a good starting point:

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Reordering columns of a Deedle Frame

Is there a more efficient way to reorder columns in a Deedle frame than doing something like the following: let fr2 = fr.Columns.[["colC"; "colA"; "colB"]] It seems a bit inefficient, especially given that I have to iterate through a ton of these…
professor bigglesworth
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Remove index from Deedle Frame

Suppose a dataframe is loaded like so: let fr = Frame.ReadCsv("somedata.txt", hasHeaders=true, separators="\t") |> Frame.indexRowsDate "Datetime" The output of which looks something like this: Open High …
professor bigglesworth
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Sorting Deedle Frame by columns based on the value of the last row

I need to sort the columns of a Deedle data frame based on the value of the last row. So the first column would have the largest value and the last column would have the smallest value in the last row. Deedle's Frame has most of its functionality on…
s952163
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The use of ? operator in F# deedle

I understand ? is used to access data, such as column in Frame, but the returned column will be in float. How about assignment of new column in a Frame? let second = Series.ofValues(["d";"e";"f"]) let df?second = second I tested this new column…
tesla1060
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Deedle series.ValuesAll raise Error: OptionalValue.Value: Value is not available

The ValuesAll function of the Deedle series according to the doco is to Returns a collection of values, including possibly missing values. Note that the length of this sequence matches the `Keys` sequence. However the following code will raise an…
casbby
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Is it possible to use Deedle's methods "as parallel"?

Something PLINQ style, for example: var myTimeSeries = from kvp in myOtherTimeSeries.AsParallel() where kvp //etc.
Jorge Thomas
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How to "FillMissing" with a value of 0

I'm reading some data in from a CSV file into a frame and I want to replace the blanks in a certain column with zeros. However, when I do FillMissing(0), the series returned still shows the values as blanks. I'm guessing it's because Deedle inferred…
MgSam
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C# + Deedle: Creating a Data Series with Continuous DateTime Keys from Another with Date Gaps using LINQ

I am new to both Deedle and C#. I have loaded futures data from Quandl in JSON format using QuandlCS.Connection, -.Interfaces, -.Requests, -.Types, and NewtonSoft.Json, -.Json.Linq, and thereafter transformed it into a Deedle data…
Adamantios999
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Find the first window satisfying a condition in a Deedle Series

Given a Deedle Series with time as the row index, I need to find the time at which the signal first satisfies a condition (in this case, stays below 0.005 for 50ms). Currently I take a 50ms moving window and create a series from the start time and…
FruityOatyBar
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How to deal with null (missing) values in a deedle series in C#?

How should I deal with missing values in a deedle series? For example, I have a series with fields Name and BirthDate, where BirthDate is initially DateTime? and I need to convert BirthDate to String. var newDOB =…
alexshchep
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Deedle missing values after grouping

I have two frames, each of which contains some IDs and zero to many measures for each ID. I want to get the average measure per ID for each frame and combine to a larger frame. The problem is that when an ID does not appear in one of the two frames,…
Andrew Olney
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Misaligned data and duplicate keys using Deedle? F#

I have data that has a reference date and a publish date. Similar to economic reports which are published/released on different dates than they reference (i.e. Q4 GDP for 2014 references the date 12/31/2014 but is published the following week on…
user1129988
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C#: how to output matrices to tables in csv or Excel (with text headings)

I have some (up to 200) one-dimensional numerical arrays, all doubles, created by my program. I need to output them to a CSV or to an Excel file. Specifically, I need to create a table, where each array is a column, and the headings are text…
Pythonista anonymous
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lagging variables in F#

I have the following code: let years = [|1990 .. 2010|] let rand = System.Random() let gold = [ for i in years do yield rand.NextDouble()] let silver = [ for i in gold do yield 2.0 * i + rand.NextDouble()] let x = Frame.ofColumns["gold" =>…
İrem Erten
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All times with a specified date in Deedle F#

I have CSVs with OHLC and DateTime data, the data is sampled with 1 minute bars and I want to calculate the VWAP for different time frames. How can I index into a frame to get all the times within a specific day? let csv_temp =…
user1129988
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