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trading size must be an integer #5

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chunlexiong opened this issue May 21, 2024 · 0 comments
Open

trading size must be an integer #5

chunlexiong opened this issue May 21, 2024 · 0 comments

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@chunlexiong
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Thanks for the very nice tutorial notebook. I have learned a lot from it.

It is very good for beginners to capture the basic idea. However, when I think in a more practical point of view, I notice that one important thing has been ignored in the strategy: most likely the price ratio is not an integer. But in the strategy, you use the ratio as the number of contracts/shares to trade for S2. We cannot trade a portion of contract or share, can we?

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