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https://github.com/wassname/catalyst.git
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Eddie Hebert
9fd8ddda53
`future_chain` will be replaced by the as yet to be implemented method, `data.current_chain` Also removing `FutureChain` which will be replaced by another version which only supports indexing and iteration.
19 lines
768 B
Python
19 lines
768 B
Python
#
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# Copyright 2016 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# http://www.cmegroup.com/product-codes-listing/month-codes.html
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CME_CODE_TO_MONTH = dict(zip('FGHJKMNQUVXZ', range(1, 13)))
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MONTH_TO_CME_CODE = dict(zip(range(1, 13), 'FGHJKMNQUVXZ'))
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