MAINT: Uses copysign to extract order direction in FixedSlippage.

Uses copysign instead of division by fabs.
This commit is contained in:
Eddie Hebert
2013-03-12 19:47:01 -04:00
parent 080c54d4dc
commit 27761f9dec
+1 -1
View File
@@ -176,7 +176,7 @@ class FixedSlippage(object):
if np.allclose(amount, 0):
return
direction = amount / math.fabs(amount)
direction = math.copysign(1, amount)
txn = create_transaction(
event.sid,