fix vx_m4 issue #31 - Githubissues

dougransom / vix_utils

vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term Structure data can be exported to excel (.xslx), csv, and pickle formats.

MIT License

47 stars 11 forks source link

fix vx_m4 issue #31 #32

Closed gnzsnz closed 4 months ago

gnzsnz commented 4 months ago

fix vix_futures_expiry_date_monthly
fix generate_monthly_url_dates, the generator was missing "()"

Before fix for #31

vu.vix_futures_dates.vix_futures_expiry_date_monthly(2024,6)
datetime.date(2024, 6, 19)

after fix

vu.vix_futures_dates.vix_futures_expiry_date_monthly(2024,6)
datetime.date(2024, 6, 18)

dougransom commented 4 months ago

I am reviewing this now. thanks.

dougransom commented 4 months ago

I think you are right. I'll see if I can reproduce your problem in a unit test before merging.

gnzsnz commented 4 months ago

thanks @dougransom , great work with vix_utils