quantlab.runs.run_metrics.decided_bars#

quantlab.runs.run_metrics.decided_bars(rebalances)[source]#

Return the bars of the decided rebalances of a rebalance record.

Parameters:

rebalancesxarray.Dataset: A rebalance record: scheduled and decided on timestamp.

Returns:

numpy.ndarray: The timestamp values where decided is true, in order.

Examples

>>> bars = pd.bdate_range("2024-01-01", periods=3)
>>> record = xr.Dataset({
...     "scheduled": ("timestamp", [True, True, False]),
...     "decided": ("timestamp", [True, False, False]),
... }, coords={"timestamp": bars})
>>> pd.DatetimeIndex(decided_bars(record)).strftime("%Y-%m-%d").tolist()
['2024-01-01']