Because neither Matt nor I had any need for it so far. We'd be happy
to consider a patch, of course. Note that you could try to convert the
series to a structured array (with a 'dates', a 'data' and a 'mask'
fields) with the "toflex" method and save the resulting ndarray.
However, you'll probably lose the frequency information (unless you
find a trick to save meta-information, but as I don't have any
experience with np.save, I won't be able to help you).
Keep us posted.
SciPy-User mailing list
[hidden email] http://mail.scipy.org/mailman/listinfo/scipy-user