diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py index 09421d10..73011605 100644 --- a/zipline/gens/tradesimulation.py +++ b/zipline/gens/tradesimulation.py @@ -128,7 +128,7 @@ class AlgorithmSimulator(object): if event.type == DATASOURCE_TYPE.BENCHMARK: bm_updated = True txns, orders = self.algo.blotter.process_trade(event) - for data in chain([event], txns, orders): + for data in chain(txns, orders, [event]): self.algo.perf_tracker.process_event(data) # Update our portfolio.