ENH: Adds tick_size and renames futures multiplier

This commit is contained in:
jfkirk
2016-01-05 14:57:07 -05:00
parent 110798b0be
commit db1e62971a
10 changed files with 38 additions and 28 deletions
+2 -2
View File
@@ -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,