def to_series(knowledge_dates, earning_dates):
    return pd.Series(
        index=pd.to_datetime(knowledge_dates),
        data=pd.to_datetime(earning_dates),
    )
Calculates the value of the PCA metric, which is the mean of the largest eigenvalue obtained from the PCA (the one corresponding
dataset/ETHPy150Open quantopian/zipline/zipline/testing/core.py/to_series--crossover with--dataset/ETHPy150Open victor-gil-sepulveda/pyProCT/pyproct/clustering/evaluation/metrics/pcaMetrics.py/PCAMetric.evaluate