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

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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

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Apache-2.0
Latest version published 7 months ago

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62 / 100
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