> > 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, what's your preferred review method? Maybe we could have a Google+ session or something. I have not tested it yet, but I think there are two things missing. First, when a new contract is created, it's associated with the corresponding market book. Second, the new data file is created with the corresponding file name. I don't think these two things are happening when you "rollover" the contract.
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