diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py index ae77ce29..2fab4e97 100644 --- a/zipline/finance/slippage.py +++ b/zipline/finance/slippage.py @@ -23,10 +23,10 @@ from functools import partial from zipline.protocol import DATASOURCE_TYPE import zipline.utils.math_utils as zp_math -SELL = 0 -BUY = 1 -STOP = 1 << 1 -LIMIT = 1 << 2 +SELL = 1 << 0 +BUY = 1 << 1 +STOP = 1 << 2 +LIMIT = 1 << 3 def check_order_triggers(order, event):