virtual protected List<SimpleDate> GetExpirations(Feed feed, Contract contract, SimpleDate date)
{
var exps = contract.NextExpiries(date, contract.TotalListed, true, true);
if (exps == null && feed != null && contract.ExpiryMethod.Equals("Manual"))
{
exps = new List<SimpleDate>();
var cexp = FeedImportSecurityTaskExecutor.SnapExpirations(date, contract, feed, new List<Exception>());
if (cexp != null && cexp.Count > 0)
{
foreach (var d in cexp)
{
var contMonth = d.ContractMonth;
if (!contMonth.IsNull)
{
Env.Current.MarketData.SaveContractExpiration(d);
exps.Add(d.ContractMonth);
}
}
}
exps = contract.NextExpiries(date, contract.TotalListed, true, true);
}
return exps;
}
