diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py index 016911dd..161d304c 100644 --- a/zipline/finance/slippage.py +++ b/zipline/finance/slippage.py @@ -21,12 +21,12 @@ from functools import partial import zipline.protocol as zp -def transact_stub(slippage, commission, open_orders, events): +def transact_stub(slippage, commission, event, open_orders): """ This is intended to be wrapped in a partial, so that the slippage and commission models can be enclosed. """ - transaction = slippage.simulate(open_orders, events) + transaction = slippage.simulate(event, open_orders) if transaction and transaction.amount != 0: direction = abs(transaction.amount) / transaction.amount per_share, total_commission = commission.calculate(transaction)