diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index 208dc79c..e6d1fb31 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -260,7 +260,7 @@ class OrderDataSource(qmsg.DataSource): class TransactionSimulator(qmsg.BaseTransform): - def __init__(self, style): + def __init__(self, style=SIMULATION_STYLE.PARTIAL_VOLUME): qmsg.BaseTransform.__init__(self, zp.TRANSFORM_TYPE.TRANSACTION) self.open_orders = {} self.order_count = 0