gs_quant.timeseries.datetime.day

day(x)[source]

Day of each value in series

Parameters:

x (Series) – time series

Return type:

Series

Returns:

day of observations

Usage

Returns the day as a numeric value for each observation in the series:

\(Y_t = day(t)\)

Day of the time or date is the integer day number within the month, e.g. 1-31

Examples

Day for observations in series:

>>> series = generate_series(100)
>>> days = day(series)

See also

month() year()