From 44088dd4d5348c8d236d484e1da1787223dae36b Mon Sep 17 00:00:00 2001
From: dmichalowicz <dmichalowicz@quantopian.com>
Date: Wed, 25 Jan 2017 13:56:11 -0500
Subject: [PATCH] BUG: Multipliers were not removed when closing a position

---
 tests/test_perf_tracking.py                   | 50 +++++++++++++++++++
 .../finance/performance/position_tracker.py   |  6 ++-
 2 files changed, 54 insertions(+), 2 deletions(-)

diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index 3d83593e..f76f9ee5 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -2085,3 +2085,53 @@ class TestPositionTracker(WithTradingEnvironment,
         # Test gross and net exposures
         self.assertEqual(100 + 150000 + 200, pos_stats.gross_exposure)
         self.assertEqual(100 + 150000 - 200, pos_stats.net_exposure)
+
+    def test_close_position(self):
+        future_sid = 1032201401
+        equity_sid = 1
+        pt = perf.PositionTracker(self.env.asset_finder, None)
+        dt = pd.Timestamp('2017/01/04 3:00PM')
+
+        pos1 = perf.Position(
+            sid=future_sid,
+            amount=np.float64(30.0),
+            last_sale_date=dt,
+            last_sale_price=100,
+        )
+        pos2 = perf.Position(
+            sid=equity_sid,
+            amount=np.float64(10.0),
+            last_sale_date=dt,
+            last_sale_price=10,
+        )
+
+        # Update the positions dictionary with `future_sid` first. The order
+        # matters because it affects the multipliers dictionaries, which are
+        # OrderedDicts. If `future_sid` is not removed from the multipliers
+        # dictionaries, equities will hit the incorrect multiplier when
+        # computing `pt.stats()`.
+        pt.update_positions({future_sid: pos1, equity_sid: pos2})
+
+        asset_to_close = self.env.asset_finder.retrieve_asset(future_sid)
+        txn = create_txn(asset_to_close, dt, 100, -30)
+        pt.execute_transaction(txn)
+
+        pos_stats = pt.stats()
+
+        # Test long-only methods.
+        self.assertEqual(100, pos_stats.long_value)
+        self.assertEqual(100, pos_stats.long_exposure)
+        self.assertEqual(1, pos_stats.longs_count)
+
+        # Test short-only methods.
+        self.assertEqual(0, pos_stats.short_value)
+        self.assertEqual(0, pos_stats.short_exposure)
+        self.assertEqual(0, pos_stats.shorts_count)
+
+        # Test gross and net values.
+        self.assertEqual(100, pos_stats.gross_value)
+        self.assertEqual(100, pos_stats.net_value)
+
+        # Test gross and net exposures.
+        self.assertEqual(100, pos_stats.gross_exposure)
+        self.assertEqual(100, pos_stats.net_exposure)
diff --git a/zipline/finance/performance/position_tracker.py b/zipline/finance/performance/position_tracker.py
index 7983e8f0..417c7392 100644
--- a/zipline/finance/performance/position_tracker.py
+++ b/zipline/finance/performance/position_tracker.py
@@ -192,6 +192,8 @@ class PositionTracker(object):
             # if this position now has 0 shares, remove it from our internal
             # bookkeeping.
             del self.positions[sid]
+            del self._position_value_multipliers[sid]
+            del self._position_exposure_multipliers[sid]
 
             try:
                 # if this position exists in our user-facing dictionary,
@@ -199,8 +201,8 @@ class PositionTracker(object):
                 del self._positions_store[sid]
             except KeyError:
                 pass
-
-        self._update_asset(sid)
+        else:
+            self._update_asset(sid)
 
     def handle_commission(self, sid, cost):
         # Adjust the cost basis of the stock if we own it