 Martin-Molinero
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b8b0d18993
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Continuous futures (#6034)
* Continuous Future Contracts
* Mapping approach
* Tweaks WIP
* Live mapping
* Live mapping
- Add support for live mapping, refreshing mapfiles
- Fix future expiration functions
- Adding unit tests
* Update moq test package
* Continuous futures price scaling
* Refactor price factors scaling
* Factor file related renames
* Address reviews
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2021-11-15 14:44:30 -03:00 |
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