gs_quant.timeseries.algebra.filter_dates¶

filter_dates(x, operator=None, dates=None)[source]¶

Removes dates where comparison with the operator and dates combination results in true, defaults to removing missing values from the series

Parameters:

x (Series) – timeseries
operator (Optional[FilterOperator]) – FilterOperator describing logic for date removal, e.g ‘less_than’
dates (Union[List[date], date, None]) – date or list of dates to remove from the series

Return type:

Series

Returns:

timeseries with specified dates removed

Usage

Remove each date determined by operator and date from timeseries where that expression yields true

Examples

Remove today from time series

>>> prices = generate_series(100)
>>> filter_dates(prices, FilterOperator.EQUALS, date.today())

Remove dates before today from time series

>>> prices = generate_series(100)
>>> filter_dates(prices, FilterOperator.LESS, date.today())