From 7412cc97a0a7e05d238bc3d99a77804b9bab6c8b Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Fri, 25 Oct 2013 16:14:11 -0400
Subject: [PATCH] MAINT: Use bitwise flags to help order cases easier to
 follow.

Instead of nesting order direction and related stop and limit logic,
derive a bitwise mask from the combination of order configurations
and use the mask as a 'switch'.
---
 zipline/finance/slippage.py | 72 +++++++++++++++++++++----------------
 1 file changed, 41 insertions(+), 31 deletions(-)

diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py
index 4ff0226f..0224a5ce 100644
--- a/zipline/finance/slippage.py
+++ b/zipline/finance/slippage.py
@@ -23,6 +23,11 @@ from functools import partial
 from zipline.protocol import DATASOURCE_TYPE
 import zipline.utils.math_utils as zp_math
 
+SELL = 0
+BUY = 1
+STOP = 1 << 1
+LIMIT = 1 << 2
+
 
 def check_order_triggers(order, event):
     """
@@ -43,38 +48,43 @@ def check_order_triggers(order, event):
     stop_reached = False
     limit_reached = False
     sl_stop_reached = False
-    if order.stop is not None:
-        if order.limit is not None:
-            if order.amount > 0:
-                # This is a BUY STOP LIMIT order
-                if event.price >= order.stop:
-                    sl_stop_reached = True
-                    if event.price <= order.limit:
-                        limit_reached = True
-            else:
-                # This is a SELL STOP LIMIT order
-                if event.price <= order.stop:
-                    sl_stop_reached = True
-                    if event.price >= order.limit:
-                        limit_reached = True
-        else:
-            if order.amount > 0:
-                # This is a BUY STOP order
-                if event.price >= order.stop:
-                    stop_reached = True
-            else:
-                # This is a SELL STOP order
-                if event.price <= order.stop:
-                    stop_reached = True
+
+    order_type = 0
+
+    if order.amount > 0:
+        order_type |= BUY
     else:
-            if order.amount > 0:
-                # This is BUY LIMIT order
-                if event.price <= order.limit:
-                    limit_reached = True
-            else:
-                # This is a SELL LIMIT order
-                if event.price >= order.limit:
-                    limit_reached = True
+        order_type |= SELL
+
+    if order.stop is not None:
+        order_type |= STOP
+
+    if order.limit is not None:
+        order_type |= LIMIT
+
+    if order_type == BUY | STOP | LIMIT:
+        if event.price >= order.stop:
+            sl_stop_reached = True
+            if event.price <= order.limit:
+                limit_reached = True
+    elif order_type == SELL | STOP | LIMIT:
+        if event.price <= order.stop:
+            sl_stop_reached = True
+            if event.price >= order.limit:
+                limit_reached = True
+    elif order_type == BUY | STOP:
+        if event.price >= order.stop:
+            stop_reached = True
+    elif order_type == SELL | STOP:
+        if event.price <= order.stop:
+            stop_reached = True
+    elif order_type == BUY | LIMIT:
+        if event.price <= order.limit:
+            limit_reached = True
+    elif order_type == SELL | LIMIT:
+        # This is a SELL LIMIT order
+        if event.price >= order.limit:
+            limit_reached = True
 
     return (stop_reached, limit_reached, sl_stop_reached)