| 284 | |
| 285 | #[derive(Clone, Debug)] |
| 286 | pub struct FuturesRollRow { |
| 287 | pub date: NaiveDate, |
| 288 | pub open: f64, |
| 289 | pub close: f64, |
| 290 | pub security: String, |
| 291 | pub current_security: String, |
| 292 | } |
| 293 | |
| 294 | /// Generate rolling futures gap series. |
| 295 | /// Mirrors mlfinlab.multi_product.etf_trick.get_futures_roll_series. |
nothing calls this directly
no outgoing calls
no test coverage detected