containers

Series

`series.qf_series.QFSeries`	Base class for all time-indexed series used in the quant-fin project.
`series.prices_series.PricesSeries`	Series of prices (for example prices of the SPY).
`series.returns_series.ReturnsSeries`	Series of returns.
`series.simple_returns_series.SimpleReturnsSeries`	Series of simple returns.
`series.log_returns_series.LogReturnsSeries`	Series of log-returns.

`dataframe.qf_dataframe.QFDataFrame`	Base class for all data frames (2-D matrix-like objects) used in the project.
`dataframe.log_returns_dataframe.LogReturnsDataFrame`	DataFrame containing log-returns.
`dataframe.prices_dataframe.PricesDataFrame`	DataFrame containing prices (for example prices of the SPY).
`dataframe.simple_returns_dataframe.SimpleReturnsDataFrame`	DataFrame containing simple returns.

`futures.futures_chain.FuturesChain`	Class which facilitates the futures contracts management.
`futures.future_contract.FutureContract`	Class representing a single future contract.
`futures.future_tickers.future_ticker.FutureTicker`	Class to represent a Ticker, which gathers multiple future contracts.
`futures.future_tickers.bloomberg_future_ticker.BloombergFutureTicker`	Representation of a Future Ticker, designed to be used by the BloombergDataProvider.
`futures.future_tickers.portara_future_ticker.PortaraFutureTicker`	Representation of a Future Ticker, designed to be used by the PortaraDataProvider.
`futures.futures_adjustment_method.FuturesAdjustmentMethod`	Method used to join the prices of different future contracts, belonging to one future chain.
`futures.futures_rolling_orders_generator.FuturesRollingOrdersGenerator`	Class responsible for generating close orders for expired future contracts.