From 40377dc8e8de51037dcaddb7c11fc2b33698860a Mon Sep 17 00:00:00 2001
From: Markus Bilz <mail@markusbilz.com>
Date: Fri, 22 Dec 2023 07:47:18 +0100
Subject: [PATCH] Add faqs (#36)

---
 docs/faq.md | 7 +++++++
 mkdocs.yml  | 1 +
 2 files changed, 8 insertions(+)
 create mode 100644 docs/faq.md

diff --git a/docs/faq.md b/docs/faq.md
new file mode 100644
index 0000000..5a6e955
--- /dev/null
+++ b/docs/faq.md
@@ -0,0 +1,7 @@
+## Frequently Asked Questions
+
+**How are `NaN` values handled in by `tclf`?**
+
+We take care to treat `NaN` values correctly. If features relevant for classification like the trade price or quoted bid/ask prices are missing, no classification is performed and classification of the trade is deferred to the subsequent rule or fallback strategy.
+
+Alternatively, you can provide imputed data. See [`sklearn.impute`](https://scikit-learn.org/stable/modules/classes.html#module-sklearn.impute) for details.
diff --git a/mkdocs.yml b/mkdocs.yml
index d5cfe9e..e79e102 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -18,6 +18,7 @@ nav:
   - Home: index.md
   - API reference: reference.md
   - Naming conventions: naming_conventions.md
+  - FAQs: faq.md
 
 markdown_extensions:
   - toc: