gs_quant.timeseries.datetime.date_range¶
-
date_range
(x, start_date, end_date, weekdays_only=False)[source]¶ Create a time series from a (sub-)range of dates in an existing time series.
- Parameters
x (
Series
) – time seriesstart_date (
Union
[date
,int
]) – start date for the sliced time series. If integer, number of observations after the firstend_date (
Union
[date
,int
]) – end date for the sliced time series. If integer, number of observations before the lastweekdays_only (
bool
) – whether to include only weekdays in the sliced ranges
- Return type
Series
- Returns
sliced time series
Usage
Returns a restricted (“sliced”) time series based on start and end dates:
\(Y_t = R_t |_{start < t < end}\)
Examples
Slice the first and last week of a time series:
>>> series = generate_series(100) >>> sliced_series = date_range(series,7,7)
See also
day()
:func: lag