truffle is a command line tool to roll over futures contracts according to some specified roll-over directives. The focus is clearly on batch processing and speed.
- C11 compiler with dfp754 extension
- Licensed under BSD3c
- stateless mode of operation (no initial portfolio has to be specified)
- support to apply roll-over directives to time series
- support to roll over volume and open interest data
- support for forward contracts and their cash flows