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splice_returns

Function splice_returns 

Source
pub fn splice_returns(
    old: &ReturnSeries,
    new_series: &ReturnSeries,
    splice_date: DateTime<Utc>,
) -> ReturnSeries
Expand description

Splice two return series at a given date.

Returns a new series with returns from old before splice_date and returns from new_series from splice_date onward.