def _compute(self, arrays, dates, assets, mask):
# Coerce from [ns] to [D] for numpy busday_count.
announce_dates = arrays[0].astype(datetime64D_dtype)
# Set masked values to NaT.
announce_dates[~mask] = NaTD
# Convert row labels into a column vector for broadcasted comparison.
reference_dates = dates.values.astype(datetime64D_dtype)[:, newaxis]
return busday_count_mask_NaT(reference_dates, announce_dates)
def _compute(self, arrays, dates, assets, mask):
# Coerce from [ns] to [D] for numpy busday_count.
announce_dates = arrays[0].astype(datetime64D_dtype)
# Set masked values to NaT.
announce_dates[~mask] = NaTD
# Convert row labels into a column vector for broadcasted comparison.
reference_dates = dates.values.astype(datetime64D_dtype)[:, newaxis]
return busday_count_mask_NaT(reference_dates, announce_dates)
