get_trading_dates
era_pl.get_trading_dates(dsi=None)Create a trading-date index from a CRSP daily index table.
The result assigns a 1-based trading-day number td to each distinct date and is typically used when constructing event windows.
Create a trading-date index from a CRSP daily index table.
The result assigns a 1-based trading-day number td to each distinct date and is typically used when constructing event windows.