BUG: Fix div-by-zero error in cost_basis adjustment.

tests/test_perf_tracking.py

@@ -182,6 +182,60 @@ class TestCommissionEvents(unittest.TestCase):
             self.assertEqual(results[-1]['daily_perf']['positions']
                              [0]['cost_basis'], 320.0)
 
+    def test_commission_zero_position(self):
+        """
+        Ensure no div-by-zero errors.
+        """
+        with trading.TradingEnvironment():
+            events = factory.create_trade_history(
+                1,
+                [10, 10, 10, 10, 10],
+                [100, 100, 100, 100, 100],
+                oneday,
+                self.sim_params
+            )
+
+            cash_adj_dt = self.sim_params.period_start \
+                + datetime.timedelta(hours=3)
+            cash_adjustment = factory.create_commission(1, 300.0,
+                                                        cash_adj_dt)
+
+            # Insert a purchase order.
+            events.insert(0, create_txn(events[0], 20, 1))
+
+            # Sell that order.
+            events.insert(1, create_txn(events[1], 20, -1))
+
+            events.insert(2, cash_adjustment)
+            results = calculate_results(self, events)
+            # Validate that we lost 300 dollars from our cash pool.
+            self.assertEqual(results[-1]['cumulative_perf']['ending_cash'],
+                             9700)
+
+    def test_commission_no_position(self):
+        """
+        Ensure no position-not-found or sid-not-found errors.
+        """
+        with trading.TradingEnvironment():
+            events = factory.create_trade_history(
+                1,
+                [10, 10, 10, 10, 10],
+                [100, 100, 100, 100, 100],
+                oneday,
+                self.sim_params
+            )
+
+            cash_adj_dt = self.sim_params.period_start \
+                + datetime.timedelta(hours=3)
+            cash_adjustment = factory.create_commission(1, 300.0,
+                                                        cash_adj_dt)
+
+            events.insert(0, cash_adjustment)
+            results = calculate_results(self, events)
+            # Validate that we lost 300 dollars from our cash pool.
+            self.assertEqual(results[-1]['cumulative_perf']['ending_cash'],
+                             9700)
+
 
 class TestDividendPerformance(unittest.TestCase):
 

zipline/finance/performance.py

@@ -596,6 +596,11 @@ class Position(object):
         if commission.cost == 0.0:
             return
 
+        # If we no longer hold this position, there is no cost basis to
+        # adjust.
+        if self.amount == 0:
+            return
+
         prev_cost = self.cost_basis * self.amount
         new_cost = prev_cost + commission.cost
         self.cost_basis = new_cost / self.amount