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Helper function: TimeSeries.moving() with specific rebalancing period #4

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almostintuitive opened this issue Mar 27, 2021 · 1 comment

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almostintuitive commented Mar 27, 2021

Based on https://julialang.zulipchat.com/#narrow/stream/282925-backtesting/topic/Vectorized.20framework/near/232046548

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almostintuitive commented Mar 27, 2021

So, instead of using simply TimeSeries.moving(), we'd need a similar function that is only called at specific time periods, like every N days.

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