def daily(lfFunds):
    if type(lfFunds) == type(pd.Series()):
        ldt_timestamps = du.getNYSEdays(lfFunds.index[0], lfFunds.index[-1], dt.timedelta(hours=16))
        lfFunds = lfFunds.reindex(index=ldt_timestamps, method='ffill')
    nds = np.asarray(deepcopy(lfFunds))
    s= np.shape(nds)
    if len(s)==1:
        nds=np.expand_dims(nds,1)
    returnize0(nds)
    return(nds)
A quick summary overview for users: A list of their own tickets, a table
dataset/ETHPy150Open QuantSoftware/QuantSoftwareToolkit/QSTK/qstkutil/tsutil.py/daily--crossover with--dataset/ETHPy150Open rossp/django-helpdesk/helpdesk/views/staff.py/dashboard