ENH: Adds tick_size and renames futures multiplier

2026-07-29 11:18:20 +08:00 · 2016-01-22 14:56:30 -05:00
parent 110798b0be
commit db1e62971a
10 changed files with 38 additions and 28 deletions
@@ -855,7 +855,7 @@ class TradingAlgorithm(object):
            return 0

        if isinstance(asset, Future):
-            value_multiplier = asset.contract_multiplier
+            value_multiplier = asset.multiplier
        else:
            value_multiplier = 1