From 395ce67c5319a89652be0b3376bd481c137e2389 Mon Sep 17 00:00:00 2001 From: fawce Date: Tue, 12 Nov 2013 22:40:53 -0500 Subject: [PATCH] PERF: using comparison operation instead of tolerant_equals --- zipline/finance/blotter.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/zipline/finance/blotter.py b/zipline/finance/blotter.py index 69aa0bce..242799a1 100644 --- a/zipline/finance/blotter.py +++ b/zipline/finance/blotter.py @@ -191,12 +191,12 @@ class Blotter(object): if trade_event.type != zp.DATASOURCE_TYPE.TRADE: return - if zp_math.tolerant_equals(trade_event.volume, 0): - # there are zero volume trade_events bc some stocks trade - # less frequently than once per minute. + if trade_event.sid not in self.open_orders: return - if trade_event.sid not in self.open_orders: + if trade_event.volume < 1: + # there are zero volume trade_events bc some stocks trade + # less frequently than once per minute. return orders = self.open_orders[trade_event.sid]