Closed khider closed 5 months ago
There are long records beyond year 0. The function utilizes datetime that doesn't support year 0. So we need to preprocess the database and truncate the time period to be starting from year 1. This can be achieved by calling ProxyDatabase.slice([1, 2000])
.
Code to reproduce:
pdb.annualize()
Using the example from: https://fzhu2e.github.io/cfr/notebooks/proxy-ops.html