Why a Five-Day Moving Average Can Contain Missing Values
Summary
This Chinese-language discussion asks why a five-day moving average is missing on a date when the closing price appears to be available and the security was not halted. The response offers a possible explanation: a missing close elsewhere in the five-day calculation window can propagate through the rolling average, leaving the result missing on a later date with a valid close.
The exchange illustrates that an indicator’s missing value may originate from an earlier observation in its lookback window rather than from the current row. It also cautions against assuming that a visible current price guarantees every derived feature is computable. The answer is a plausible diagnosis, not a verified investigation of the linked dataset or code. It does not examine the specific missing record, describe the platform’s rolling-window settings, or distinguish among other causes such as data alignment and window initialization.
Key ideas
- A valid current close does not guarantee a valid rolling average.
- A missing close within the lookback interval can propagate into a moving-average result.
- To investigate a missing indicator, inspect every observation used in its calculation window.
- The discussion proposes a cause but does not verify it against the underlying dataset.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.