diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py index 04ddd639..4b2241ef 100644 --- a/zipline/finance/slippage.py +++ b/zipline/finance/slippage.py @@ -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)