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robcarver17 / pysystemtrade

Systematic Trading in python
GNU General Public License v3.0
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Leanhogs stitching #213

Closed robcarver17 closed 3 years ago

robcarver17 commented 4 years ago

https://www.elitetrader.com/et/threads/fully-automated-futures-trading.289589/page-224#post-5166432

robcarver17 commented 3 years ago

The rolling schedule is down to a lack of data; I only downloaded two contracts per year. I don't have access to the data source. I haven't been able to identify a specific issue with stitching.