diff --git a/zipline/finance/blotter.py b/zipline/finance/blotter.py index 07f3a030..a4fd034b 100644 --- a/zipline/finance/blotter.py +++ b/zipline/finance/blotter.py @@ -180,9 +180,9 @@ class Blotter(object): lambda o: o.dt <= trade_event.dt, orders) - for order, txn in self.process_transactions(trade_event, + for txn, order in self.process_transactions(trade_event, current_orders): - yield order, txn + yield txn, order # update the open orders for the trade_event's sid self.open_orders[trade_event.sid] = \