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var-techml-neanderthal.futures

Panama-roll adjustment: stitches a sequence of individual futures contracts (ordered_contracts) into one continuous back-adjusted price series.

Panama-roll adjustment: stitches a sequence of individual futures contracts
(ordered_contracts) into one continuous back-adjusted price series.
raw docstring

panama-adjust-reducerclj

(panama-adjust-reducer ordered-contracts binding-lag bdh-records)
source

panama-adjust-reducer-b4clj

(panama-adjust-reducer-b4 ordered-contracts binding-lag bdh-records)
source

panama-adjust-reducer-OHLCVclj

(panama-adjust-reducer-OHLCV ordered-contracts binding-lag bdh-records)
source

panama-adjust-reducer-oldclj

(panama-adjust-reducer-old ordered-contracts binding-lag bdh-records)

This is kept for debugging - will return original data with overlap at the binding date

This is kept for debugging - will return original data with overlap at the binding date
sourceraw docstring

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