roll-returns of each commodity futures are calculated by relating the futures price on the nearest contract to
the futures price on the most distant contract as follows: Rt = PNearest,t/PDistant,t -1.


A positive roll-return Rt indicates that the market is backwardated, as the time t futures
price on the nearest contract then exceeds the time t futures price on the most distant
contract. Conversely, a negative roll-return suggests that the market is in contango.

问题是，比如说我有某期货所有各月合同的价格，如何快速有效地计算和判断它处于contango或者backwardation呢？