numeraire_dataset.to_timeseries_view#

numeraire_dataset.to_timeseries_view(df: pd.DataFrame, *, ret_col: str, feature_cols: list[str] | None = None, date_col: str = 'date', asset: str = 'mkt', horizon: int = 1) → TimeSeriesView[source]#

A tidy (date, ret, features…) frame → single-asset numeraire TimeSeriesView.

feature_cols=None uses every column except date_col and ret_col. Rows with any NaN in the selected columns are dropped and the index is sorted. Requires the numeraire extra (imported lazily so the frame loaders above do not depend on numeraire).