ForecastFixGroup

class sigtech.framework.instruments.fixes.ForecastFixGroup

Baseclasses: ContractGroup

A class representing a forecast fixing group.

property contract_sector

Contract sector of the instrument.

country_code: str

currency: str

due_time: time

fixing_source: str

history_fields: Optional[list[str]]

holidays: str

item_product_type: str

prime_history_field: Optional[str]

timezone: str

contract_instruments(end, db=True)

List of contracts up to the end date.

Parameters:

• end – End date (optional).

• db – If true, the list is generated using the internal database of contract names (default is True).

Returns:

List of contracts.

contract_names(end)

Return a list of contract tickers up to the end date.

Parameters:

end – Input end date.

Returns:

List of contract tickers.

contract_tickers(end)

Return a list of contract tickers up to an end date.

Parameters:

end – End year.

Returns:

List.

classmethod from_contract(fix_source, env: Optional[ConfiguredEnvironment] = None)

Create a ForecastFixGroup from fixing source.

Parameters:

• fix_source – Fixing source.

• env – Configured environment (optional).

Returns:

Instance of ForecastFixGroup.

get_contract_list(end_date=None, db=True)

List of contracts up to the end date.

Parameters:

• end_date – End date (optional).

• db – If true, the list is generated using the internal database of contract names (default is True).

Returns:

List of contracts.

classmethod name_from_contract(fix_source)

Create a ForecastFixGroup name from fund fixing source.

Parameters:

fix_source – Fixing source.

Returns:

Default name of instance of ForecastFixGroup.

static ticker_stub()

Ticker stub for this instrument.