Christof drSeeS
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| import pandas as pd | |
| import numpy as np | |
| import talib | |
| from scipy.stats import ks_2samp | |
| try: | |
| import pandas_datareader.data as web | |
| except ImportError: |
drSeeS
/ rollingFuturesContract
Last active
September 12, 2024 10:45
Class for constructing rolling futures contracts (at this time only using panama backadj. method on fixed calender days before maturity)
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| import datetime | |
| import pandas as pd | |
| from pandas.tseries.offsets import Day, BDay, DateOffset | |
| import numpy as np | |
| import os | |
| import pickle | |
| class rollingFuturesContract: | |