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LouisEchard / ML_MiniProjects

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make TTM static #4

Closed LouisEchard closed 6 years ago

LouisEchard commented 6 years ago

Pb: given expiry >30 and >20 for option ?

I think I'm getting the second closest expiry

LouisEchard commented 6 years ago

Of course, I implemented getExpiry not getClosestExpiry. Stupid, fixing