diff --git a/zipline/algorithm.py b/zipline/algorithm.py index 68e4573c23..27b5678b7f 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -76,6 +76,7 @@ TimeRuleFactory, ) from zipline.utils.factory import create_simulation_parameters +from zipline.utils.math_utils import tolerant_equals import zipline.protocol from zipline.protocol import Event @@ -728,7 +729,7 @@ def order_value(self, sid, value, StopLimit order: order(sid, value, limit_price, stop_price) """ last_price = self.trading_client.current_data[sid].price - if np.allclose(last_price, 0): + if tolerant_equals(last_price, 0): zero_message = "Price of 0 for {psid}; can't infer value".format( psid=sid ) @@ -901,7 +902,7 @@ def order_target_value(self, sid, target, current value. """ last_price = self.trading_client.current_data[sid].price - if np.allclose(last_price, 0): + if tolerant_equals(last_price, 0): # Don't place an order if self.logger: zero_message = "Price of 0 for {psid}; can't infer value"