gs_quant.timeseries.datetime.bucketize¶

bucketize(series, aggregate_function, period)[source]¶

Bucketize a series and apply aggregate function to each bucket

Parameters:

series (Series) – input series
aggregate_function (AggregateFunction) – function to use for aggregating data in each bucket
period (AggregatePeriod) – size of each bucket

Return type:

Series

Returns:

output series

Usage

Bucketize a series and apply aggregate function to each bucket. The result will be indexed by the end date of each bucket.

Examples

Monthly mean of a series:

>>> x = generate_series(100)
>>> bucketize(x, AggregateFunction.MEAN, AggregatePeriod.MONTH)

See also

moving_average()