# Copyright 2016-present CERN – European Organization for Nuclear Research
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
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from typing import List
from qf_lib.containers.time_indexed_container import TimeIndexedContainer
[docs]def get_values_for_common_dates(*containers: TimeIndexedContainer, remove_nans: bool = False)\
-> List[TimeIndexedContainer]:
"""
Gets list/tuple of series/dataframes (possibly mixed) and finds the common dates for all of them. Then it returns
corresponding series/dataframes as a list. All series and dataframes in the result list contain only values
for common dates.
Parameters
----------
containers
variable length list of arguments where each of the arguments is a TimeIndexedContainer
remove_nans
if True, then all incomplete rows will be removed from each provided container before finding common dates
Returns
-------
List
list composed of TimeIndexedContainers containing only values for common dates
"""
if remove_nans:
dates_axis_number = 0
containers = [container.dropna(axis=dates_axis_number) for container in containers]
common_dates = containers[0].index
for i in range(1, len(containers)):
container = containers[i]
common_dates = common_dates.intersection(container.index)
return [container.loc[common_dates] for container in containers]