From 518d471a9337aec9f692fd5534b1c23d02cd80d0 Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Mon, 17 Sep 2012 15:31:59 -0400
Subject: [PATCH] fixed slippage was ignoring order direction.

---
 zipline/finance/slippage.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py
index 9e1decb0..363e70ad 100644
--- a/zipline/finance/slippage.py
+++ b/zipline/finance/slippage.py
@@ -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