diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py index 9f378869..172c39c3 100644 --- a/zipline/gens/tradesimulation.py +++ b/zipline/gens/tradesimulation.py @@ -223,7 +223,7 @@ class AlgorithmSimulator(object): elif event.type == DATASOURCE_TYPE.SPLIT: self.algo.blotter.process_split(event) - if not self.algo.instant_fill: + if not instant_fill: self.process_event(event) else: events_to_be_processed.append(event)