CTA_Factor_Analysis/factors/mtm.py

import pandas as pd


def mtm(df: pd.DataFrame, n: int):
    mtm = df['close'] / df['close'].shift(n) - 1
    return mtm




def param_traversal():
    result = []
    step = 5
    for i in range(5, 300 + step, step):
        result.append((i,))
    return result