Constructs a DataFrame of Historic Prices Across Portfolio Holdings

tearsheet.py

def _folio_historic_prices_dataset(
    tickers,
    start_date,
    end_date,
):
    historic_prices_dataset = pd.DataFrame()

    for ticker in tickers:
        historic_prices = _historic_prices(
            ticker,
            start_date,
            end_date,
        )

        if historic_prices_dataset.empty:
            historic_prices_dataset = historic_prices
        else:
            historic_prices_dataset = historic_prices_dataset.join(
                historic_prices,
                on=['date']
            )

    return historic_prices_dataset