From 7d29bb6a6720b08f3a253a08952d6a61d8eb8f85 Mon Sep 17 00:00:00 2001 From: jfkirk Date: Fri, 30 Oct 2015 12:04:38 -0400 Subject: [PATCH] BUG: Fixes failure to account for Futures transaction prices --- tests/test_algorithm.py | 1 - zipline/finance/performance/tracker.py | 2 ++ 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py index 85715f50..2ca03482 100644 --- a/tests/test_algorithm.py +++ b/tests/test_algorithm.py @@ -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) diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py index f954ef56..ac3e00a7 100644 --- a/zipline/finance/performance/tracker.py +++ b/zipline/finance/performance/tracker.py @@ -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: