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MAINT: Filter out null orders

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This commit is contained in:
Richard Frank
2016-12-01 18:30:59 -05:00
parent d9a1479db7
commit e674e4e26a
2 changed files with 43 additions and 2 deletions
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zipline/algorithm.py
+2 -1
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@@ -2003,7 +2003,8 @@ class TradingAlgorithm(object):
order_args[asset] = (asset, amount, style)
order_ids = self.blotter.batch_order(viewvalues(order_args))
return pd.Series(data=order_ids, index=order_args)
order_ids = pd.Series(data=order_ids, index=order_args)
return order_ids[~order_ids.isnull()]
@error_keywords(sid='Keyword argument `sid` is no longer supported for '
'get_open_orders. Use `asset` instead.')