tf_quant_finance.datetime.dates_from_ordinals

Last updated: 2023-03-16.

tf_quant_finance.datetime.dates_from_ordinals#

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Creates DateTensor from tensors of ordinals.

tf_quant_finance.datetime.dates_from_ordinals(
    ordinals, validate=True
)

Args:#

  • ordinals: Tensor of type int32. Each value is number of days since 1 Jan

    1. 1 Jan 0001 has ordinal=1.

  • validate: Whether to validate the dates.

Returns:#

DateTensor object.

Example#

ordinals = tf.constant([
  735703,  # 2015-4-12
  736693   # 2017-12-30
], dtype=tf.int32)

date_tensor = tff.datetime.dates_from_ordinals(ordinals)
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