ezyquant.utils.is_rebalance_weekly

ezyquant.utils.is_rebalance_weekly(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 week to rebalance (e.g. 1 is Monday or 5 is Friday).

Returns:

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

Return type:

pd.Series