ENH: Adds tick_size and renames futures multiplier

tests/test_algorithm.py

@@ -649,7 +649,7 @@ class TestTransformAlgorithm(TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[0, 1, 133])
 
-        futures_metadata = {0: {'contract_multiplier': 10}}
+        futures_metadata = {0: {'multiplier': 10}}
         cls.futures_env = TradingEnvironment()
         cls.futures_env.write_data(futures_data=futures_metadata)
 
@@ -1916,7 +1916,7 @@ class TestFutureFlip(TestCase):
     def test_flip_algo(self):
         metadata = {1: {'symbol': 'TEST',
                         'end_date': self.days[3],
-                        'contract_multiplier': 5}}
+                        'multiplier': 5}}
         self.env.write_data(futures_data=metadata)
 
         algo = FutureFlipAlgo(sid=1, amount=1, env=self.env,

tests/test_assets.py

@@ -280,7 +280,8 @@ class TestFuture(TestCase):
             notice_date=pd.Timestamp('2014-01-20', tz='UTC'),
             expiration_date=pd.Timestamp('2014-02-20', tz='UTC'),
             auto_close_date=pd.Timestamp('2014-01-18', tz='UTC'),
-            contract_multiplier=500
+            tick_size=.01,
+            multiplier=500
         )
         cls.future2 = Future(
             0,
@@ -311,7 +312,8 @@ class TestFuture(TestCase):
                         in reprd)
         self.assertTrue("auto_close_date=Timestamp('2014-01-18 00:00:00+0000'"
                         in reprd)
-        self.assertTrue("contract_multiplier=500" in reprd)
+        self.assertTrue("tick_size=0.01" in reprd)
+        self.assertTrue("multiplier=500" in reprd)
 
     def test_reduce(self):
         reduced = self.future.__reduce__()
@@ -323,7 +325,8 @@ class TestFuture(TestCase):
         self.assertTrue('notice_date' in dictd)
         self.assertTrue('expiration_date' in dictd)
         self.assertTrue('auto_close_date' in dictd)
-        self.assertTrue('contract_multiplier' in dictd)
+        self.assertTrue('tick_size' in dictd)
+        self.assertTrue('multiplier' in dictd)
 
         from_dict = Future.from_dict(dictd)
         self.assertTrue(isinstance(from_dict, Future))

tests/test_perf_tracking.py

@@ -2551,8 +2551,8 @@ class TestPositionTracker(unittest.TestCase):
     @classmethod
     def setUpClass(cls):
         cls.env = TradingEnvironment()
-        futures_metadata = {3: {'contract_multiplier': 1000},
-                            4: {'contract_multiplier': 1000}}
+        futures_metadata = {3: {'multiplier': 1000},
+                            4: {'multiplier': 1000}}
         cls.env.write_data(equities_identifiers=[1, 2],
                            futures_data=futures_metadata)