Files
autofirmer-expanded/lib
Brandon LiandClaude Opus 4.7 e37c39a7d1 Pick active futures contract by Yahoo volume
Replaces the Yahoo continuous-contract month parse with a volume-based
probe: walk the next 6 month codes via Yahoo's specific tickers
({PROD}{MONTH}{YY}.{EXCHANGE}) and pick the one with the highest recent
volume. Tracks the trader-standard "front month" definition and rolls
correctly even when the continuous (=F) feed lags expiry.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-06-19 01:01:17 -05:00
..
2026-03-07 22:07:02 -06:00