BUG: OrderedContracts chain could sometimes terminate on first contract

2026-08-12 11:50:11 +08:00 · 2017-04-07 10:01:22 -04:00
parent df82d3a221
commit 6f1d4b4a5f
3 changed files with 48 additions and 7 deletions
@@ -139,6 +139,7 @@ def build_lookup_generic_cases(asset_finder_type):
                'root_symbol': 'FO',
                'start_date': unique_start.value,
                'end_date': unique_end.value,
+                'auto_close_date': unique_end.value,
                'exchange': 'FUT',
            },
        ],