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removed logging of zero volume orders.
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@@ -151,20 +151,6 @@ class TransactionSimulator(object):
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dt.replace(tzinfo = pytz.utc),
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direction
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)
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elif len(orders) > 0:
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warning = """
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Calculated a zero volume transaction on trade:
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{event}
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for orders:
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{orders}
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"""
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warning = warning.format(
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event=str(event),
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orders=str(orders)
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)
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LOGGER.warn(warning)
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return None
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def create_transaction(self, sid, amount, price, dt, direction):
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self.txn_count += 1
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