rebalancing_events

property Portfolio.rebalancing_events

Time series with the dates of rebalancing events.

Each event has the type of rebalancing event: - calendar (calendar event) - abs (rebalancing by absolute deviation) - rel (rebalancing by relative deviation)

Returns:

DataFrame

Dates of rebalancing events time series.

Examples

>>> pf = ok.Portfolio(
...     assets=["SPY.US", "AGG.US"],
...     weights=[0.5, 0.5],
...     rebalancing_strategy=ok.Rebalance(period="year", abs_deviation=0.05),
... )
>>> pf.rebalancing_events
date
2004-05    calendar
2005-05    calendar
2006-05    calendar
2007-05    calendar
2008-05    calendar
             ...
2020-05    calendar
2020-11         abs
2021-05    calendar
2022-05    calendar
2023-05    calendar
Name: event, Length: 21, dtype: object