gs_quant.timeseries.datetime.weekday

weekday(x)[source]

Weekday of each value in series

Parameters:

x (Series) – time series

Return type:

Series

Returns:

weekday of observations

Usage

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

\(Y_t = weekday(t)\)

Weekday of the time or date is the integer day of the week, e.g. 0-6, where 0 represents Monday

Examples

Weekday for observations in series:

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

See also

day() month()