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Feature: panama_prices backwards

Open JoaoAparicio opened this issue 6 years ago • 1 comments

Currently core.instrument.Instrument has a method panama_prices() which computes the panama_prices going forward.

Feature: create a new function, or a boolean argument passed into panama_prices(), which computes the panama_prices backwards (i.e. starting from the most recent date and going back).

JoaoAparicio avatar Apr 21 '18 16:04 JoaoAparicio

Not sure there's much point to this, apart from perhaps making it 'look good'?

A quick solution would be to transpose the entire panama series by today's current price diff()

chrism2671 avatar Apr 23 '18 13:04 chrism2671