wassname/catalyst
1
0 Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-10-01 12:01:05 +08:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'master' into batch_window

Browse Source
This commit is contained in:
Thomas Wiecki committed 2012-09-19 18:41:17 -04:00
2 parents 3be2f313cd 518d471a93
commit a185a014db
1 file changed
+1 -1
Download Patch File Download Diff File Expand all files Collapse all files
zipline/finance/slippage.py
+1 -1
View File
@@ -117,7 +117,7 @@ class FixedSlippage(object):
txn = create_transaction(
event.sid,
amount,
event.price + self.spread/2.0,
event.price + (self.spread/2.0 * direction),
event.dt,
direction,
self.commission