from datetime import date
[docs]class Contract:
""" Container class representing the notion of a futures contract.
Parameters
----------
index_name : str
Name of the index.
contract_date : date
Maturity of the future contract.
Examples
--------
>>> from datetime import date
>>> from Backends.Contract import Contract
>>> contract = Contract("WTI", date(2017,12,1))
>>> print(contract)
Contract: WTI Dec-17
"""
def __init__(self, index_name : str, contract_date : date):
self.__index_name = index_name
self.__contract_date = contract_date
@property
def index_name(self):
return self.__index_name
@property
def contract_date(self):
return self.__contract_date
def __str__(self):
return "Contract: {0} {1}".format(self.index_name, self.contract_date.strftime("%b-%y"))