BryceMeng/dominant_contract_switch

Analyze contract switching times in China's commodity markets

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README

dominant_contract_switch

Function:

Analyze contract switching times in China's commodity markets

data:

China commodity futures market data, exported from tb(TradeBlazer).

DCSwitch.py can be used in strategies to determine if the current time has reached a switch point

getTBSwitch.py can be used to find the switch point in tb minute data

Only rb for now, hope you can add it together!

Contributors

BryceMeng

Issues