tf_quant_finance.datetime.dates_from_np_datetimes

Last updated: 2023-03-16.

tf_quant_finance.datetime.dates_from_np_datetimes#

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Creates DateTensor from a Numpy array of dtype datetime64.

tf_quant_finance.datetime.dates_from_np_datetimes(
    np_datetimes
)

Args:#

  • np_datetimes: Numpy array of dtype datetime64.

Returns:#

DateTensor object.

Example#

import datetime
import numpy as np

date_tensor_np = np.array(
  [[datetime.date(2019, 3, 25), datetime.date(2020, 6, 2)],
   [datetime.date(2020, 9, 15), datetime.date(2020, 12, 27)]],
   dtype=np.datetime64)

date_tensor = tff.datetime.dates_from_np_datetimes(date_tensor_np)
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