Backends.Contract

Classes

Contract(index_name: str, ...)	Container class representing the notion of a futures contract.
date	date(year, month, day) –> date object

class Backends.Contract.Contract(index_name: str, contract_date: datetime.date)

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

Attributes

contract_date
index_name