Hi, I'm working on an event study and for a given event date, I need to be able to reference 100 datapoints before and 100 datapoints after the event. Ex: Suppose Apple reported earnings on March 1st, I need the start date 100 datapoints ago and the end date 100 datapoints after the event. Notice I said datapoints (trading days) and not calendar days. How would I construct a get_data() statement for that in Python?
Note: I already know about the timedelta() in Python but my understanding is that it doesn't return trading days. I'm looking for a general solution that can be applied to not only equities but also bonds and currencies that might have different trading days than equities.
Thank you in advance.
