发布

  • 9767 9dca43bccb

    Expand Filtering of Contracts by type to Futures (#4891)

    frostbyte_neo 发布于 2020-11-04 23:55:33 +00:00 | 2730 次提交 在此版本后已推送到 master

    • Implement future type filter

    • Filter weeklys test

    • Fix for test, contracts were being filtered out by new type filter

    • Share core contract filtering logic in new base class

    • Catch Future symbols we don't have Expiry functions for

    • Expand tests for new filtering

    • Address review

    • Small doc change

    • Compare Date component for expiry

    • Clarifying comment

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