Use units by default for continuous futes
parent
1ad83e4556
commit
772f871272
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@ -178,7 +178,9 @@ class Allocator(BaseModel):
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l_sub_pp = (self.currency_limit - live_cost_basis) / price
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else:
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raise ValueError(f"Not valid size unit '{size}'")
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raise ValueError(
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f"Not valid size unit '{size_unit}'"
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)
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# an entry (adding-to or starting a pp)
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if (
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@ -290,7 +292,7 @@ def mk_allocator(
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# default allocation settings
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defaults: dict[str, float] = {
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'account': None, # select paper by default
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'size_unit': 'currency', #_size_units['currency'],
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'size_unit': 'currency',
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'units_limit': 400,
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'currency_limit': 5e3,
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'slots': 4,
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@ -318,11 +320,14 @@ def mk_allocator(
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asset_type = symbol.type_key
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# specific configs by asset class / type
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if asset_type in ('future', 'option', 'futures_option'):
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if asset_type in (
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'future',
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'continuous_future',
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'option',
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'futures_option',
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):
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# since it's harder to know how currency "applies" in this case
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# given leverage properties
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alloc.size_unit = '# units'
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