def _update_asset(self, sid):
try:
self._position_value_multipliers[sid]
self._position_exposure_multipliers[sid]
except KeyError:
# Check if there is an AssetFinder
if self.asset_finder is None:
raise PositionTrackerMissingAssetFinder()
# Collect the value multipliers from applicable sids
asset = self.asset_finder.retrieve_asset(sid)
if isinstance(asset, Equity):
self._position_value_multipliers[sid] = 1
self._position_exposure_multipliers[sid] = 1
if isinstance(asset, Future):
self._position_value_multipliers[sid] = 0
self._position_exposure_multipliers[sid] = asset.multiplier
def _update_asset(self, sid):
try:
self._position_value_multipliers[sid]
self._position_exposure_multipliers[sid]
except KeyError:
# Check if there is an AssetFinder
if self.asset_finder is None:
raise PositionTrackerMissingAssetFinder()
# Collect the value multipliers from applicable sids
asset = self.asset_finder.retrieve_asset(sid)
if isinstance(asset, Equity):
self._position_value_multipliers[sid] = 1
self._position_exposure_multipliers[sid] = 1
if isinstance(asset, Future):
self._position_value_multipliers[sid] = 0
self._position_exposure_multipliers[sid] = \
asset.contract_multiplier
# Futures auto-close timing is controlled by the Future's
# auto_close_date property
self._insert_auto_close_position_date(dt=asset.auto_close_date,
sid=sid)