ezyquant.utils.is_rebalance_monthly#

ezyquant.utils.is_rebalance_monthly(trade_date_index: DatetimeIndex, rebalance_at: int) → Series#

Return a series of bool, True if the date is a rebalance date. Always rebalance on first day of index.

Parameters:

  • trade_date_index (pd.DatetimeIndex) – Trade date index.

  • rebalance_at (int) – Day of month to rebalance (available from 1-31).

Returns:

Series of bool, True if the date is a rebalance date.

Return type:

pd.Series