def get_current_future_chain(self, continuous_future, dt):
        """
        Retrieves the future chain for the contract at the given `dt` according
        the `continuous_future` specification.

        Returns
        -------

        future_chain : list[Future]
            A list of active futures, where the first index is the current
            contract specified by the continuous future definition, the second
            is the next upcoming contract and so on.
        """
        rf = self._roll_finders[continuous_future.roll_style]
        session = self.trading_calendar.minute_to_session_label(dt)
        contract_center = rf.get_contract_center(
            continuous_future.root_symbol, session,
            continuous_future.offset)
        oc = self.asset_finder.get_ordered_contracts(
            continuous_future.root_symbol)
        chain = oc.active_chain(contract_center, session.value)
        return self.asset_finder.retrieve_all(chain)
def get_current_future_chain ( self , continuous_future , dt ) : rf = self . _roll_finders [ continuous_future . roll_style ] session = self . trading_calendar . minute_to_session_label ( dt ) contract_center = rf . get_contract_center ( continuous_future . root_symbol , session , continuous_future . offset ) oc = self . asset_finder . get_ordered_contracts ( continuous_future . root_symbol ) chain = oc . active_chain ( contract_center , session . value ) return self . asset_finder . retrieve_all ( chain )
Retrieves the future chain for the contract at the given `dt` according
        the `continuous_future` specification.

        Returns
        -------

        future_chain : list[Future]
            A list of active futures, where the first index is the current
            contract specified by the continuous future definition, the second
            is the next upcoming contract and so on.