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Author SHA1 Message Date
Louis Szeto b5b317f490 Basic template algorithm for continuous futures rollover (#6803)
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* Basic template algorithm for continuous futures rollover handling

* update regression metric

* Update to multi-contract versions

* SymbolData implementation

* minor bug

* peer review

* order hash

* more abstraction
 2022-12-20 11:37:32 -03:00