algorithm.py 文件源码

def future_chain(self, root_symbol, as_of_date=None):
        """ Look up a future chain with the specified parameters.

        Parameters
        ----------
        root_symbol : str
            The root symbol of a future chain.
        as_of_date : datetime.datetime or pandas.Timestamp or str, optional
            Date at which the chain determination is rooted. I.e. the
            existing contract whose notice date is first after this date is
            the primary contract, etc.

        Returns
        -------
        FutureChain
            The future chain matching the specified parameters.

        Raises
        ------
        RootSymbolNotFound
            If a future chain could not be found for the given root symbol.
        """
        if as_of_date:
            try:
                as_of_date = pd.Timestamp(as_of_date, tz='UTC')
            except ValueError:
                raise UnsupportedDatetimeFormat(input=as_of_date,
                                                method='future_chain')
        return FutureChain(
            asset_finder=self.asset_finder,
            get_datetime=self.get_datetime,
            root_symbol=root_symbol,
            as_of_date=as_of_date
        )