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pritamd47/clip_ts.py

Last active March 1, 2022 01:23
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Clip multiple dataframes with DateTimeIndex to a time-period for which data is available in all the dataframes.
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clip_ts.py
# Clip time-series
def clip_ts(*tss):
mint = max([min(ts.index) for ts in tss])
maxt = min([max(ts.index) for ts in tss])
# clipped_tss = [ts[mint:maxt] for ts in tss]
clipped_tss = [ts.loc[(ts.index>=mint)&(ts.index<=maxt)] for ts in tss]
return clipped_tss
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