TradingDates
TradingDates is an ordered collection of dates that represents all dates (or datetimes) at which an asset or a portfolio can be traded.
TradingDates are used in many places in TFire but can often be implicitly determined. However, for example in the case of missing data, it is sometimes necessary to explicitly specify the TradingDates.
Creating TradingDates
Creates TradingDates from a Collection.
TradingDates(vts::Vector{TimeSeries})
Creates TradingDates from a vector of TimeSeries.
TradingDates(pf::PortfolioAtDate)
Creates TradingDates from a PortfolioAtDate.
Creating TradingDates for Intraday Trading
When setting up a portfolio propagation for intraday trading it may be useful to get all datetimes that some market is trading. This can be done by using the trading_datetimes function.