diff --git a/zipline/finance/commission.py b/zipline/finance/commission.py index 662144ed..b7737f05 100644 --- a/zipline/finance/commission.py +++ b/zipline/finance/commission.py @@ -48,7 +48,9 @@ class PerTrade(object): share count. $5.00 per trade is fairly typical of discount brokers. """ - self.cost = cost + # Cost needs to be floating point so that calculation using division + # logic does not floor to an integer. + self.cost = float(cost) def calculate(self, transaction): """