Create a specifier for a continuous contract. Parameters ---------- root_symbol_str : str The root symbol for the future chain. offset : int, optional The distance from the primary contract. Default is 0. roll_style : str, optional
(self,
root_symbol_str,
offset=0,
roll='volume',
adjustment='mul')
| 1007 | @api_method |
| 1008 | @preprocess(root_symbol_str=ensure_upper_case) |
| 1009 | def continuous_future(self, |
| 1010 | root_symbol_str, |
| 1011 | offset=0, |
| 1012 | roll='volume', |
| 1013 | adjustment='mul'): |
| 1014 | """Create a specifier for a continuous contract. |
| 1015 | |
| 1016 | Parameters |
| 1017 | ---------- |
| 1018 | root_symbol_str : str |
| 1019 | The root symbol for the future chain. |
| 1020 | |
| 1021 | offset : int, optional |
| 1022 | The distance from the primary contract. Default is 0. |
| 1023 | |
| 1024 | roll_style : str, optional |
| 1025 | How rolls are determined. Default is 'volume'. |
| 1026 | |
| 1027 | adjustment : str, optional |
| 1028 | Method for adjusting lookback prices between rolls. Options are |
| 1029 | 'mul', 'add', and None. Default is 'mul'. |
| 1030 | |
| 1031 | Returns |
| 1032 | ------- |
| 1033 | continuous_future : zipline.assets.ContinuousFuture |
| 1034 | The continuous future specifier. |
| 1035 | """ |
| 1036 | return self.asset_finder.create_continuous_future( |
| 1037 | root_symbol_str, |
| 1038 | offset, |
| 1039 | roll, |
| 1040 | adjustment, |
| 1041 | ) |
| 1042 | |
| 1043 | @api_method |
| 1044 | @preprocess( |
nothing calls this directly
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