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Make the library more Options friendly #754

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Make the library more Options friendly #754

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adb3b3a
Use multiplier for Options
majdzadeh May 11, 2025
84e387e
Use multiplier for Options
majdzadeh May 16, 2025
40abdfa
Update method documentation
majdzadeh May 16, 2025
d361b48
Make get_increment() Option-aware
majdzadeh May 16, 2025
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4 changes: 2 additions & 2 deletions lumibot/strategies/strategy_executor.py
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Expand Up @@ -630,9 +630,9 @@ def _on_filled_order(self, position, order, price, quantity, multiplier):
# Calculate the value of the position
order_value = price * float(quantity)

# If option, multiply % of portfolio by 100
# If option, multiply % of portfolio by multiplier
if order.asset.asset_type == Asset.AssetType.OPTION:
order_value = order_value * 100
order_value = order_value * multiplier

# Calculate the percent of the portfolio that this position represents
percent_of_portfolio = order_value / portfolio_value
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