Can I pass cont_fut="concat"
to prices_to_signals
?
I can create continuous futures by passing cont_fut="concat"
to functions like get_prices
or download_history_file
, but not sure if that is possible to prices passed to Moonshot (e.g. prices_to_signals
).
Without cont_fut="concat"
, get_contract_nums_reindexed_like
returns "ValueError: Index contains duplicate entries, cannot reshape".
If there are other ways to fix the above ValueError, that will do too.