senofy/autofirmer-expanded
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Drain and extra-day legs always trade MNQ

Browse Source 
They traded the micro of whatever the firm listed: MNQ with NQ, but MGC
for a firm listing only GC and CL. Now every futures firm's tiny legs go on
MNQ, the one micro the bot has always drained on.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-27 18:54:41 -05:00
co-authored by Claude Opus 5.5
parent 5696f2b036
commit ed62788480
4 changed files with 15 additions and 20 deletions
Download Patch File Download Diff File Expand all files Collapse all files
scripts/check-instruments.mjs
+5 -4
View File
@@ -140,12 +140,13 @@ test('10k seeded draws land on the chances', () => {
assert.equal(pickByChance([], 0.5), null);
});
test('drain and extra-day legs: a micro of what is listed', () => {
test('drain and extra-day legs: always MNQ', () => {
// Always MNQ, whatever the firm lists; nothing for a firm that lists nothing.
assert.equal(housekeepingRoot(['NQ', 'GC', 'CL', '6E']), 'MNQ');
assert.equal(housekeepingRoot(['MNQ']), 'MNQ');
assert.equal(housekeepingRoot(['GC', 'CL']), 'MGC');
assert.equal(housekeepingRoot(['6E', 'ZN']), '6E'); // no micro: the smallest tick value
assert.equal(housekeepingRoot(['MCL', 'ZB']), 'MCL');
assert.equal(housekeepingRoot(['GC', 'CL']), 'MNQ');
assert.equal(housekeepingRoot(['6E', 'ZN']), 'MNQ');
assert.equal(housekeepingRoot(['MCL', 'ZB']), 'MNQ');
assert.equal(housekeepingRoot([]), null);
});