Thanks, Yueming, I'll take a look.
On Apr 20, 11:16 pm, Yueming <[email protected]> wrote:
> > This needs to be automated, eventually. Specifically, the contract defined
> > in the strategy should be the one passed to C2. I never got around to do it.
> > If there is a volunteer to do this work, I'll be happy to incorporate it
> > into JBT.
>
> Take a look at the file I posted "MostLiquidContract.java"(basically I
> rewrite this class so that it conforms to Future delivery months
> rule), it has a method getContractSymbol() which is exactly what you
> need.
--~--~---------~--~----~------------~-------~--~----~
You received this message because you are subscribed to the Google Groups
"JBookTrader" group.
To post to this group, send email to [email protected]
To unsubscribe from this group, send email to
[email protected]
For more options, visit this group at
http://groups.google.com/group/jbooktrader?hl=en
-~----------~----~----~----~------~----~------~--~---
