Synthetic after-hours quote generator
Project description
afterquote
Synthetic after-hours quote generator based on an asset and its underlying security.
📦 What is this?
afterquote lets you estimate synthetic prices for a financial security based on the real-time performance of a given correlated underlying asset — useful when one market is closed and the other is still trading.
🚀 Installation
From PyPI:
pip install afterquote
Locally:
pip install -e .
🧪 Usage
from afterquote import SecurityPair
pair = SecurityPair("MAG5.L", "MAGS")
quote_df = pair.quote()
print(quote_df)
📘 Example Output
base_security underlying_security leverage base_close_time base_close_price adj_percent_return quote_time quote_price
0 MAG5.L MAGS 5 2025-05-09 11:30:00-04:00 792.0 -1.044288 2025-05-09 19:59:00-04:00 783.729235
🤝 Contributing
Feel free to open issues or submit pull requests if you find bugs or want to improve the package - Junaid :)
📄 License
MIT License. See the LICENSE file for full details.
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