Futures Data (CME, EUREX, etc) about quantstats HOT 1 OPEN

import quantstats as qs
import pandas as pd

instrument_daily_close_price = pd.read_csv("instrument_daily_close_price.csv")
instrument_daily_close_price['Date'] = pd.to_datetime(instrument_daily_close_price['Date'], format='%d/%m/%Y')
instrument_daily_close_price['pct_change'] = instrument_daily_close_price['Price'].pct_change()
instrument_daily_close_price = instrument_daily_close_price[['Date','pct_change']]  # Drop out all unrequired columns
instrument_daily_close_price = instrument_daily_close_price.set_index('Date')
instrument_daily_close_price_series = instrument_daily_close_price.squeeze()    # Convert to pandas series
instrument_daily_close_price_series.index = instrument_daily_close_price_series.index.tz_localize(None)

comparison_instrument = qs.utils.download_returns('SPY')    # Download historical prices for benchmark.
comparison_instrument.index = comparison_instrument.index.tz_localize(None)
qs.reports.html(instrument_daily_close_price_series, comparison_instrument, output=1, download_filename="output.html")