From 27761f9dec34d98d4c53f4d2c2d9866e2e2efcde Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Tue, 12 Mar 2013 19:47:01 -0400
Subject: [PATCH] MAINT: Uses copysign to extract order direction in
 FixedSlippage.

Uses copysign instead of division by fabs.
---
 zipline/finance/slippage.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py
index 0b91e1cb..04ddd639 100644
--- a/zipline/finance/slippage.py
+++ b/zipline/finance/slippage.py
@@ -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,