Function _dot

python/openquant/feature_diagnostics.py:128–129

(a: Sequence[float], b: Sequence[float])

        before = max(0, start - embargo_n)
        after = min(n, stop + embargo_n)
        for i in range(before, after):
            train_mask[i] = False

        train_idx = [i for i, keep in enumerate(train_mask) if keep]