diff --git a/zipline/algorithm.py b/zipline/algorithm.py index 56cde705..1a419b44 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -593,7 +593,7 @@ class TradingAlgorithm(object): """ if sid in self.portfolio.positions: current_position = self.portfolio.positions[sid].amount - current_price = self.portfolio.positions[sid].last_sale_price + current_price = self.trading_client.current_data[sid].price current_value = current_position * current_price req_value = target - current_value return self.order_value(sid, req_value, limit_price, stop_price) @@ -614,7 +614,7 @@ class TradingAlgorithm(object): """ if sid in self.portfolio.positions: current_position = self.portfolio.positions[sid].amount - current_price = self.portfolio.positions[sid].last_sale_price + current_price = self.trading_client.current_data[sid].price current_value = current_position * current_price else: current_value = 0