A trade date generator for quant model of Chinese stock market
Project description
This package includes a collection of tools for offseting, generating trade date series used in quant analysis. Based on a pre-saved Chinese stock market calendar (since year 1991), this package enables user to quickly find trade date(e,g the most recent trade date, a offset trade date from an anchor date) or generate a user-specified datetime index for back-testing or quant modeling
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