MAINT: More slippage comparison changes for floating point.

Continues conversion of floating point comparisons in slippage to
use numpy's allclose.
This commit is contained in:
Eddie Hebert
2013-03-12 20:28:47 -04:00
parent 27761f9dec
commit 2bf285b084
+1 -1
View File
@@ -36,7 +36,7 @@ def transact_stub(slippage, commission, event, open_orders):
with Processor(inject_algo_dt).threadbound():
transaction = slippage.simulate(event, open_orders)
if transaction and transaction.amount != 0:
if transaction and np.allclose(transaction.amount, 0):
direction = abs(transaction.amount) / transaction.amount
per_share, total_commission = commission.calculate(transaction)
transaction.price = transaction.price + (per_share * direction)