Filters
- class pyfolio_performance.Filters[source]
Class that provides usefull filtering functions for the cluster analysis.
- static fAnd(f1, f2)[source]
- Parameters:
f1 – First function.
f2 – Second function.
- Type:
function entry -> bool
- Type:
function entry -> bool
- Returns:
Returns a function that first evaluates both functions and returns the and.
- Type:
Entry -> bool
- static fBefore(date)[source]
- Parameters:
year (DateObject) – The date to filter for.
- Returns:
A filter function that ensures the entry was made before or on the date (<=).
- Type:
Entry -> bool
- static fDay(day)[source]
- Parameters:
day (int) – The day to filter for.
- Returns:
A filter function that ensures the entry was made in the specified day.
- Type:
Entry -> bool
- static fDepotTransaction()[source]
- Returns:
A filter function that ensures the entry is a Depot Transaction.
- Type:
Entry -> bool
- static fEnsureTypeList(typelist)[source]
- Parameters:
typelist (list(str)) – List of types that are required by the filter.
- Returns:
A filter function that ensures the entry has a type contained in the typelist.
- Type:
Entry -> bool
- static fExcludeTypeList(typelist)[source]
- Parameters:
typelist (list(str)) – List of types that are not allowed by the filter.
- Returns:
A filter function that ensures the entry has not a type contained in the typelist.
- Type:
Entry -> bool
- static fMonth(month)[source]
- Parameters:
month (int) – The month to filter for.
- Returns:
A filter function that ensures the entry was made in the specified month.
- Type:
Entry -> bool
- static fOr(f1, f2)[source]
- Parameters:
f1 – First function.
f2 – Second function.
- Type:
function entry -> bool
- Type:
function entry -> bool
- Returns:
Returns a function that first evaluates both functions and returns the or.
- Type:
Entry -> bool