From 5e87e174f006026fb9730053f30dd9ae99fcc85e Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Wed, 10 Oct 2012 15:52:02 -0400 Subject: [PATCH] Changes name of filled order variable. 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. --- zipline/finance/slippage.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py index b7deed39..abf7f713 100644 --- a/zipline/finance/slippage.py +++ b/zipline/finance/slippage.py @@ -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(