TST: Use np.floor to preserve float return, since py3 returns an int

This commit is contained in:
Richard Frank
2016-02-02 20:12:28 -05:00
parent 1075e0573e
commit 318ac4deb5
+5 -6
View File
@@ -32,14 +32,12 @@ Position Tracking
"""
from __future__ import division
from math import (
copysign,
floor,
)
from math import copysign
from copy import copy
import logbook
import numpy as np
import zipline.protocol as zp
from zipline.utils.serialization_utils import (
@@ -71,7 +69,8 @@ class Position(object):
# stock dividend
if dividend['payment_sid']:
out['payment_sid'] = dividend['payment_sid']
out['share_count'] = floor(self.amount * float(dividend['ratio']))
out['share_count'] = np.floor(self.amount
* float(dividend['ratio']))
# cash dividend
if dividend['net_amount']:
@@ -106,7 +105,7 @@ class Position(object):
raw_share_count = self.amount / float(ratio)
# e.g., 33
full_share_count = floor(raw_share_count)
full_share_count = np.floor(raw_share_count)
# e.g., 0.333
fractional_share_count = raw_share_count - full_share_count