From 2bf285b08474e75b78caa328abf9f3b28e70c1e7 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Tue, 12 Mar 2013 20:28:47 -0400 Subject: [PATCH] MAINT: More slippage comparison changes for floating point. Continues conversion of floating point comparisons in slippage to use numpy's allclose. --- 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 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)