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Changes name of filled order variable.

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So that we don't replace the orders variable with the list comp.

No functional change, but easier to compare the original and the
results of the list comp when debugging.
This commit is contained in:
Eddie Hebert
2012-10-10 15:52:02 -04:00
parent 9fef466323
commit 5e87e174f0
1 changed files with 4 additions and 4 deletions
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zipline/finance/slippage.py
+4 -4
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@@ -107,11 +107,11 @@ class VolumeShareSlippage(object):
if volume_share == self.volume_limit:
break
orders = [x for x in orders
if abs(x.amount - x.filled) > 0
and x.dt.day >= event.dt.day]
filled_orders = [x for x in orders
if abs(x.amount - x.filled) > 0
and x.dt.day >= event.dt.day]
open_orders[event.sid] = orders
open_orders[event.sid] = filled_orders
if simulated_amount != 0:
return create_transaction(