Handling Roll Over

[blogle]

We need to decide on a methodology for rolling from one contract to another. While simply generating a continuous contract is the easiest, I don't want to do this if it doesn't reflect the transaction costs and roll yield. Another alternative, might be putting together a hierarchical data structure with all the contracts (memory intensive) and providing a method within the TradingAlgorithm to determine rolling over such that the trade is accounted for including transaction costs.

[blogle]

Working Prototype
https://gist.github.com/blogle/133a12377db7ffbbee26

needs functionality cleaned up and packaged into the library