code: def extract_interesting_date_ranges(returns):
      
  
      returns_dupe = returns.copy()
      returns_dupe.index = returns_dupe.index.map(pd.Timestamp)
      ranges = OrderedDict()
      for name, (start, end) in PERIODS.items():
          try:
              period = returns_dupe.loc[start:end]
              if len(period) == 0:
                  continue
              ranges[name] = period
          except BaseException:
              continue
  
      return ranges
docs: Extracts returns based on interesting events. See
      gen_date_range_interesting.
  
      Parameters
      ----------
      returns : pd.Series
          Daily returns of the strategy, noncumulative.
           - See full explanation in tears.create_full_tear_sheet.
  
      Returns
      -------
      ranges : OrderedDict
          Date ranges, with returns, of all valid events.