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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Fix BRENT_W_fsb roll config #43

Closed bug-or-feature closed 1 year ago

bug-or-feature commented 1 year ago

Still wrong: currently (2023-06-29)

BRENT_W_fsb/20230900            EN.D.LCO.Month2.IP  2023-07-28 18:30:00   TRADEABLE     TRUE  priced
BRENT_W_fsb/20231100            EN.D.LCO.Month3.IP  2023-09-28 17:30:00     OFFLINE     TRUE       -
BRENT_W_fsb/20231000            EN.D.LCO.Month4.IP  2023-08-30 18:30:00     OFFLINE     TRUE     fwd
BRENT_W_fsb/20231200            EN.D.LCO.Month5.IP  2023-10-30 19:30:00     OFFLINE     TRUE       -
BRENT_W_fsb/20230800            EN.D.LCO.Month6.IP  2023-06-29 18:30:00   TRADEABLE     TRUE       -

Instead - August should be priced, and September should be fwd

bug-or-feature commented 1 year ago

Done