quantlab.model.split.purge_segments

quantlab.model.split.purge_segments(timestamps, segments, lookahead)

Return each segment’s usable timestamps after purging.

Parameters:

timestampsnp.ndarray

The sorted timestamp axis the segments are cut from.

segmentssequence of (start, end)

Segment bounds in time order, both ends inclusive, resolved as xarray’s sel(timestamp=slice(start, end)) resolves them: a bound need not be a bar of the axis, and a date string covers its whole day.

lookaheadint

L, the largest lookahead_bars() among the model’s labels.

Returns:

list[np.ndarray]

One array per segment: the axis bars inside its bounds, minus the last lookahead bars for every segment but the last. A segment with no more than lookahead bars comes back empty.