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tgibson11 avatar tgibson11 commented on July 16, 2024

Seems like it no wants to auto-roll if roll_expiry <= 0. Is that the desired behavior?

I had expected it only if price contract had actually expired (price_expiry, not roll_expiry)

from pysystemtrade.

robcarver17 avatar robcarver17 commented on July 16, 2024

No not desired behaviour. Changed and also made the different between expiry and desired roll date clearer.

from pysystemtrade.

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