# Define the instrument to use in this strategy
# The object name "KC COMDTY FUTURES GROUP" refers to coffee futures contract group.
# You can find other financial instruments in the SigTech platform's Data section.
my_instrument = sig.obj.get("KC COMDTY FUTURES GROUP")
# Create the strategy using the RollingFutureStrategy building block
my_rfs = sig.RollingFutureStrategy(
# Define the historical period to run the strategy in
# (this example runs from 1 Jan 2019 to 31 Dec 2021):
start_date=dtm.date(2019, 1, 1),
end_date=dtm.date(2021, 12, 31),
# Use the currency, contract code and contract sector corresponding
# Define the rolling rule for this strategy
# 'F-0' refers to a type of rolling rule