From 0ce624e6f62cdb63a4b61d05840d422fd6f942ab Mon Sep 17 00:00:00 2001 From: Frederic Fortier Date: Fri, 12 Jan 2018 22:00:10 -0500 Subject: [PATCH] BUG: removing computation of partial order for now to avoid a calculation issue --- catalyst/exchange/exchange_blotter.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) 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],