qis.get_annualisation_conversion_factor¶

qis.get_annualisation_conversion_factor(from_freq, to_freq)[source]¶

Get factor to convert between pandas frequencies.

Parameters:

from_freq (str) – Source frequency
to_freq (str) – Target frequency

Returns:

Conversion factor (multiply source data by this factor)

Return type:

float

Examples

>>> get_annualisation_conversion_factor('QE', 'ME')  # Quarterly to Monthly
0.3333333333333333
>>> get_annualisation_conversion_factor('ME', 'QE')  # Monthly to Quarterly
3.0
>>> get_annualisation_conversion_factor('B', 'ME')  # Business Daily to Monthly
21.666666666666668