openseries.timeseries_chain

openseries.timeseries_chain(front, back, old_fee=0.0)

Chain two timeseries together.

The function assumes that the two series have at least one date in common.

Parameters:

• front (TypeOpenTimeSeries) – Earlier series to chain with.

• back (TypeOpenTimeSeries) – Later series to chain with.

• old_fee (float) – Fee to apply to earlier series. Defaults to 0.0.

Returns:

An OpenTimeSeries object or a subclass thereof.

Return type:

TypeOpenTimeSeries