1 files changed, 9 insertions, 0 deletions
diff --git a/python/futures.py b/python/futures.py
index f8cd852d..8ce947db 100644
--- a/python/futures.py
+++ b/python/futures.py
@@ -5,6 +5,8 @@ from common import root
 import sys
 import os
 import pytz
+#from quantlib.time.date import Date
+#from quantlib.time import imm
 
 ticker = "GE"
 monthcodes = ["F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z"]
@@ -26,7 +28,14 @@ if len(sys.argv)>1:
     workdate = datetime.datetime.strptime(sys.argv[1], "%Y-%m-%d")
 else:
     workdate = datetime.datetime.today()
+
 # get next 8 futures maturities
+# code = imm.next_code(Date.from_datetime(workdate))
+# contracts = ["GE" + code]
+# for _ in range(7):
+#     code = imm.next_code(code)
+#     contracts.append("GE" + code)
+
 contracts = ["GE" + monthcodes[d.month-1] + str(d.year)[-1:] for d in nextIMMDates(workdate.date())]
 
 #putting a historic date doesn't work