numeraire.core.protocols.DataView#
- class numeraire.core.protocols.DataView(*args, **kwargs)[source]#
Bases:
ProtocolA point-in-time aligned view of the data. A returns panel is one realization.
- __init__(*args, **kwargs)#
Methods
__init__(*args, **kwargs)window(end)Return the view restricted to information available up to
end(no look-ahead).Attributes
Rebalancing / observation timestamps.
- window(end: object) DataView[source]#
Return the view restricted to information available up to
end(no look-ahead).
- property calendar: DatetimeIndex#
Rebalancing / observation timestamps.