Method where

tf_quant_finance/datetime/tensor_wrapper.py:73–78

See tf.where. Only three-argument version is supported here.

(cls, condition, tensor_wrapper_1, tensor_wrapper_2)

  @classmethod
  def where(cls, condition, tensor_wrapper_1, tensor_wrapper_2):
    """See tf.where. Only three-argument version is supported here."""
    tensor_wrappers = [tensor_wrapper_1, tensor_wrapper_2]
    cls._validate_tensor_types(tensor_wrappers, "where")
    return cls._apply_sequence_to_tensor_op(
        lambda ts: tf.compat.v2.where(condition, ts[0], ts[1]), tensor_wrappers)

  @classmethod
  def _validate_tensor_types(cls, tensor_wrappers, function_name):