Files
autofirmer-expanded/lib
Brandon LiandClaude Opus 4.6 24cfa7efcc Fix contract resolver picking wrong month for adjacent contracts
Adjacent futures months (e.g. 6EK vs 6EM) have nearly identical prices,
so the first-match-within-tolerance approach picked the front month
(6EK/May) instead of the actual active contract (6EM/June). Now picks
the candidate with the closest price to the continuous contract instead
of breaking on the first match within 0.1% tolerance.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-30 18:22:11 -05:00
..
2026-03-07 22:07:02 -06:00