Eugene,

I have the fix for bug# 28, strategy rollover.
Let me know if you want this in default branch, or if I should create a
feature branch for review.

Release notes:
-  I didn't assume that closePosition() will be a success, so I check the
currentPositions instead.  This makes sure that we really did close that
old contract before rolling it over.
-  Because of how I did the check, I added a timestamp to make sure I don't
check too often when outside of trading hours.
-  We need to know how to recreate a contract, so for now I am using an
optional override, this way we don't break existing Strategy code.  I
updated all checked in base classes to override this getNewContract()
method.

So, I think this was a reasonable balance of maintaining backward
compatibility, yet encouraging this override for all future contracts.

Let me know where you want it for review.

Marcus




On Wed, Jan 9, 2013 at 7:17 PM, Eugene Kononov <[email protected]>wrote:

>
> Is this one of the highest requested features?
>>
>>
> Not to my knowledge. Judson is obviously the one who is driving this
> requirement. I'd rather do other things. The two of you guys are welcome to
> work on this in a branch, if you'd like.
>
> --
> 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.
>

-- 
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.

Reply via email to