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Feature/futures curve history #5086
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jmaslek
merged 13 commits into
OpenBB-finance:develop
from
skhan877:feature/futures-curve-history
Jun 1, 2023
Merged
Feature/futures curve history #5086
jmaslek
merged 13 commits into
OpenBB-finance:develop
from
skhan877:feature/futures-curve-history
Jun 1, 2023
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This looks awesome! Will try to get to tomorrow! Can I be picky and suggest that instead of "--as-of", we do "-d", "--date", which aligns with how we get the treasury curves :) |
Sure thing! Hopefully find time to change it tomorrow. |
jmaslek
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This feature adds the ability for a user to view a futures curve as at a previous date, helping to analyse how the curve has evolved over time (flattened/steepened/etc).
This functionality is available in Bloomberg's equivalent
GC<GO>
function.A new
--as-of
option has been added to thefutures/curve
function, where the user can enter their desired historical reference date.curve -t ES --as-of 2022-12-07
If there is data for the date in question, the chart will plot both the latest curve and the chosen historical curve (with appropriate legend to distinguish between the two).
The
--raw
option will also display the prices for both dates:NB: also fine in "interactive" mode - I'm just screenshotting the simplified table.
If the user selects an invalid
--as-of
date (e.g. a weekend or a date prior to the contract existing), the function will revert to just showing the live curve but print an appropriate message nonetheless:Finally,
--as-of
is optional, so running the curve command as before still works as it did.Checklist:
feature/feature-name
orhotfix/hotfix-name
.Others