3. Single-instrument futures strategy

A futures strategy in four code blocks
In SigTech's Research environment, create a new notebook and run the following three code blocks:
1. Set up environment
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# Import necessary libraries
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import sigtech.framework as sig
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import datetime as dtm
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​
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# Initalise the environment
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sig.init();
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2. Define the strategy
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# Define the instrument to use in this strategy
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​
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# The object name "KC COMDTY FUTURES GROUP" refers to coffee futures contract group.
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# You can find other financial instruments in the SigTech platform's Data section.
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my_instrument = sig.obj.get("KC COMDTY FUTURES GROUP")
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​
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# Create the strategy using the RollingFutureStrategy building block
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my_rfs = sig.RollingFutureStrategy(
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    # Define the historical period to run the strategy in
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    # (this example runs from 1 Jan 2019 to 31 Dec 2021):
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    start_date=dtm.date(2019, 1, 1),
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    end_date=dtm.date(2021, 12, 31),
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​
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    # Use the currency, contract code and contract sector corresponding
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    # to this instrument
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    currency=my_instrument.currency,
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    contract_code=my_instrument.contract_code,
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    contract_sector=my_instrument.contract_sector,
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​
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    # Define the rolling rule for this strategy
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    # 'F-0' refers to a type of rolling rule
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    rolling_rule="F_0"
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)
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3. Run the strategy and view its performance
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my_rfs.plot.performance()
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​👷
Your turn: customise the strategy
Make sure you understand SigTech basics by customising this strategy:
1. Choose a different instrument
The example above uses a coffee futures instrument. Browse SigTech's Data to find another  futures instrument and try building a strategy with that instead.
The code in this page only works with futures data.
i. Find an instrument you're interested in:
Coffee Futures (KC)
ii. Click VIEW DETAILS to obtain the correct object name for referring to it in code:
"KC COMDTY FUTURES GROUP"
2. Use a different historical period
Try running the strategy over a different historical period by changing the start_date and end_date.
3. Append ? to view docstrings
Run the following code to view the docstring corresponding to the instrument you're using in this strategy:
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my_instrument?
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Run the following code to view the docstring corresponding to the RollingFutureStrategy building block:
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sig.RollingFutureStrategy?
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Tip: add .? to any object to get its docstring.. Docstrings are part of our API reference and are aimed at advanced users. Don't worry if much of it is unclear to you right now.