diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py index 2051ba43..c8e6c531 100644 --- a/catalyst/exchange/exchange_blotter.py +++ b/catalyst/exchange/exchange_blotter.py @@ -209,7 +209,8 @@ class ExchangeBlotter(Blotter): log.debug('found open order: {}'.format(order.id)) transactions = exchange.process_order(order) - if transactions: + # TODO: not letting partial orders through because of calculation issues + if transactions and order.status == ORDER_STATUS.FILLED: avg_price = np.average( a=[t.price for t in transactions], weights=[t.amount for t in transactions],