示例#1
0
def test_dates_to_index_monthly():
    dates = [date(2000, 1, 1), date(2000, 2, 27), date(2014, 1, 22), date(1999, 12, 1), date(1998, 2, 15)]
    index = mu.dates_to_index_monthly(dates)
    print index
    assert (index == np.array([0, 1, 12 * 14, -1, -23])).all()
示例#2
0
def l1_fit_monthly(dates, y, **kwargs):
    #wrapper that allows an numpy array of dates
    #that will be converted to an index
    #defined as months since Jan 2000. days are ignored
    xx = mu.dates_to_index_monthly(dates)
    return l1_fit(xx, y, **kwargs)