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Mastering pandas for Finance by Michael Heydt

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Representing intervals of time using periods

It is often required to represent not just a specific time or sequence of timestamps, but to represent an interval of time using a start date and an end date (an example of this would be a financial quarter). This representation of a bounded interval of time can be represented in pandas using Period objects.

Period objects consist of a start time and an end time and are created from a start date with a given frequency. The start time is referred to as the anchor of the Period object, and the end time is then calculated from the start date and the period specification.

To demonstrate this, the following command creates a period representing a 1-month period anchored in August 2014:

In [22]:
 aug2014 = ...

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