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Feature: panama_prices backwards
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).
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()