Exemplo n.º 1
0
    def _update_asset(self, sid):
        try:
            self._position_value_multipliers[sid]
            self._position_exposure_multipliers[sid]
            self._position_payout_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
                self._position_payout_multipliers[sid] = 0
            if isinstance(asset, Future):
                self._position_value_multipliers[sid] = 0
                self._position_exposure_multipliers[sid] = \
                    asset.contract_multiplier
                self._position_payout_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)
Exemplo n.º 2
0
    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