periods_list_from_bool_series

qf_lib.common.utils.miscellaneous.periods_list.periods_list_from_bool_series(series: qf_lib.containers.series.qf_series.QFSeries) → Sequence[Tuple[datetime.datetime, datetime.datetime]]

Uses a timeseries containing boolean values to create periods of True values.

Parameters

series (QFSeries) –

the series of boolean values

For example: - 2017-01-01 True - 2017-01-02 False - 2017-01-03 True - 2017-01-05 False - 2017-01-06 True - 2017-01-07 True - 2017-01-08 False - 2017-01-09 True - 2017-01-10 True frequency: Frequency.DAILY

Periods: - 2017-01-01 - 2017-01-02 - 2017-01-03 - 2017-01-05 - 2017-01-06 - 2017-01-08 - 2017-01-09 - 2017-01-11 (end date calculated based on a frequency of the series)

Returns

list of tuples. Each tuple corresponds to one period and consists of two dates: start date and end date of a period.

Return type

Tuple[datetime, datetime]