BUG: Fixes failure to account for Futures transaction prices

This commit is contained in:
jfkirk
2015-10-30 12:04:38 -04:00
parent 3f66e6c66a
commit 7d29bb6a67
2 changed files with 2 additions and 1 deletions
-1
View File
@@ -1859,7 +1859,6 @@ class TestFutureFlip(TestCase):
def test_flip_algo(self):
metadata = {1: {'symbol': 'TEST',
'asset_type': 'equity',
'end_date': self.days[3],
'contract_multiplier': 5}}
self.env.write_data(futures_data=metadata)
+2
View File
@@ -296,6 +296,8 @@ class PerformanceTracker(object):
perf_period.handle_cash_payment(cash_adjustment)
def process_transaction(self, event):
# Transaction events also count as trade events for the trackers
self.process_trade(event)
self.txn_count += 1
self.position_tracker.execute_transaction(event)
for perf_period in self.perf_periods: