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bug-or-feature / pysystemtrade-fsb

Systematic spread betting in Python
https://pysystemtrade-fsb.bugorfeature.net/
GNU General Public License v3.0
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Improve FSB Report #12

Closed bug-or-feature closed 1 year ago

bug-or-feature commented 2 years ago

Update the Futures Spread Bet report to calculate the actual roll chain, report the currently configured roll config, and alert if there's a discrepancy

bug-or-feature commented 1 year ago

Also, group instruments in the Problem FSB Correlations section by priced and forward contracts

bug-or-feature commented 1 year ago

Also, group instruments in the Problem FSB Correlations section by priced and forward contracts

This part is done, commit 6543fc87

bug-or-feature commented 1 year ago

Done. d8d59451