Files
autofirmer-expanded/lib
Brandon LiandClaude Fable 5 bd72c4b1f6 Fold weekend-dated P&L rows into the next settling day when combining
Cash History rows can carry a weekend calendar date (Sunday-evening
activity attributed pre-roll), and those slipped through the holiday
combining as their own trading day — accounts traded only across the
Labor Day Sun/Mon/Tue stretch read 2/5 instead of 1/5. Weekends never
clear at CME any more than holidays do, so treat Saturday and Sunday as
unsettled dates and roll them forward with the rest of the stretch.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-09-08 21:23:12 -05:00
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2026-09-03 13:20:35 -05:00
2026-09-03 13:13:32 -05:00
2026-03-07 22:07:02 -06:00