1. Advisor
  2. finmarketpy
  3. functions
  4. finmarketpy.economics.eventstudy.EventsFactory
View all finmarketpy analysis

How to use the finmarketpy.economics.eventstudy.EventsFactory function in finmarketpy

To help you get started, we’ve selected a few finmarketpy examples, based on popular ways it is used in public projects.

Secure your code as it's written. Use Snyk Code to scan source code in minutes - no build needed - and fix issues immediately.

github cuemacro / finmarketpy / finmarketpy / economics / eventstudy.py View on Github external
def get_economic_event_ret_over_custom_event_day(self, data_frame_in, name, event, start, end, lagged = False,
                                              NYC_cutoff = 10):

        # get the times of events
        event_dates = self.get_economic_event_date_time(name, event)

        return super(EventsFactory, self).get_economic_event_ret_over_custom_event_day(data_frame_in, event_dates, name, event, start, end,
                                                                                       lagged = lagged, NYC_cutoff = NYC_cutoff)

finmarketpy

finmarketpy is a Python based library for backtesting trading strategies

GitHub
Apache-2.0
Latest version published 13 days ago

Package Health Score

63 / 100
Full package analysis

Popular finmarketpy functions

Similar packages