afterquote 0.2.0

Synthetic after-hours quote generator

afterquote

Synthetic after-hours quote generator based on an asset and its underlying security.

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📦 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.

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🚀 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.