kappa_sdk.get_closest_value_at_date_from_vector#

kappa_sdk.get_closest_value_at_date_from_vector(vector, targeted_date)[source]#

Get the closest value at a specific date from a vector using highly optimized approach

Parameters:

  • vector (Vector) – class:’Vector’ object

  • targeted_date (datetime) – the targeted date

Returns:

float or None – the closest value at a specific date, or None if vector is empty

Return type:

float