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QSTK
Package QSTK :: Package qstkfeat :: Module classes
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Module classes

source code

Created on Nov 7, 2011

Author: John Cornwell

Contact: JohnWCornwellV@gmail.com

Functions [hide private]
 
classFutRet(dData, lLookforward=21, sRel=None, dfOpen=Empty DataFr...)
Calculate classification, uses future returns		 source code
Variables [hide private]
  __package__ = 'QSTK.qstkfeat'
Function Details [hide private]

classFutRet(dData, lLookforward=21, sRel=None, dfOpen=Empty DataFr...)

source code 
Parameters:
  • dData - Dictionary of data to use
  • lLookforward - Number of days to look in the future
  • sRel - Stock symbol that this should be relative to, ususally $SPX.
Returns:
DataFrame containing values

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