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    Feature 5157 micro futures update (#6190)

    frostbyte_neo 发布于 2022-02-10 20:45:07 +00:00 | 1998 次提交 在此版本后已推送到 master

    • Update MHDB and SPDB

    Update MHDB and SPDB with micro futures

    • Fix bugs

    • Add more FutureExpiryFunctions

    • Requested changes

    • Nit changes

    • Nit changes

    • Fix some future values in SPDB
    • Test LastFriday() method
    • Apparently Micro CHF/USD Futures(MSF) refers to the micro of Swiss Franc Futures (6S). The same happens with Micro JPY/USD (MJY) Futures and Japanese Yen Futures (6J)

    • Fix bugs

    • Micro futures MultipleFactor

    • Fix some futures MultipleFactor

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